The X12 Procedure
- Overview
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Getting Started
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SyntaxFunctional SummaryPROC X12 StatementADJUST StatementARIMA StatementAUTOMDL StatementBY StatementCHECK StatementESTIMATE StatementEVENT StatementFORECAST StatementID StatementIDENTIFY StatementINPUT StatementOUTLIER StatementOUTPUT StatementPICKMDL StatementREGRESSION StatementSEATSDECOMP StatementTABLES StatementTRANSFORM StatementUSERDEFINED StatementVAR StatementX11 Statement
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DetailsData RequirementsMissing ValuesSAS Predefined EventsUser-Defined Regression VariablesCombined Test for the Presence of Identifiable SeasonalityComputationsPICKMDL Model SelectionSEATS DecompositionDisplayed Output, ODS Table Names, and OUTPUT Tablename KeywordsUsing Auxiliary Variables to Subset Output Data SetsODS GraphicsOUT= Data SetSEATSDECOMP OUT= Data SetSpecial Data Sets
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ExamplesARIMA Model IdentificationModel EstimationSeasonal AdjustmentRegARIMA Automatic Model SelectionAutomatic Outlier DetectionUser-Defined RegressorsMDLINFOIN= and MDLINFOOUT= Data SetsSetting Regression ParametersCreating an MDLINFO= Data Set for Use with the PICKMDL StatementIllustration of ODS GraphicsAUXDATA= Data Set
- References
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Box, G. E. P., Jenkins, G. M., and Reinsel, G. C. (1994), Time Series Analysis: Forecasting and Control, 3rd Edition, Englewood Cliffs, NJ: Prentice-Hall.
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Cholette, P. A. (1979), A Comparison and Assessment of Various Adjustment Methods of Sub-annual Series to Yearly Benchmarks, StatCan Staff Paper STC2119, Seasonal Adjustment and Time Series Staff, Statistics Canada, Ottawa.
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Dagum, E. B. (1983), The X-11-ARIMA Seasonal Adjustment Method, Technical Report 12-564E, Statistics Canada, Ottawa.
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Dagum, E. B. (1988), The X-11-ARIMA/88 Seasonal Adjustment Method: Foundations and User’s Manual, Ottawa: Statistics Canada.
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Findley, D. F., Monsell, B. C., Bell, W. R., Otto, M. C., and Chen, B. C. (1998), “New Capabilities and Methods of the X-12-ARIMA Seasonal Adjustment Program,” Journal of Business and Economic Statistics, 16, 127–176.
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Gómez, V. and Maravall, A. (1997a), Guide for Using the Programs TRAMO and SEATS, Beta Version, Madrid: Banco de España.
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Gómez, V. and Maravall, A. (1997b), Programs TRAMO and SEATS: Instructions for the User, Beta Version, Madrid: Banco de España.
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Huot, G. (1975), Quadratic Minimization Adjustment of Monthly or Quarterly Series to Annual Totals, StatCan Staff Paper STC2104, Statistics Canada, Seasonal Adjustment and Time Series Staff, Ottawa.
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Ladiray, D. and Quenneville, B. (2001), Seasonal Adjustment with the X-11 Method, New York: Springer-Verlag.
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Ljung, G. M. (1993), “On Outlier Detection in Time Series,” Journal of the Royal Statistical Society, Series B, 55, 559–567.
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Lothian, J. and Morry, M. (1978a), A Set of Quality Control Statistics for the X-11-ARIMA Seasonal Adjustment Method, StatCan Staff Paper STC1788E, Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada, Ottawa.
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Lothian, J. and Morry, M. (1978b), A Test for the Presence of Identifiable Seasonality When Using the X-11-ARIMA Program, StatCan Staff Paper STC2118, Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada, Ottawa.
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Shiskin, J., Young, A. H., and Musgrave, J. C. (1967), The X-11 Variant of the Census Method II Seasonal Adjustment Program, Technical Report 15, U.S. Department of Commerce, Bureau of the Census.
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U.S. Bureau of the Census (2009a), X-12-ARIMA Quick Reference for UNIX/Linux, Version 0.3, U.S. Bureau of the Census, Washington, DC.
URL http://www.census.gov/ts/x12a/v03/unix/qref03unix.pdf -
U.S. Bureau of the Census (2009b), X-12-ARIMA Quick Reference for Windows (PC), Version 0.3, U.S. Bureau of the Census, Washington, DC.
URL http://www.census.gov/ts/x12a/v03/pc/qref03pc.pdf -
U.S. Bureau of the Census (2009c), X-12-ARIMA Reference Manual, Version 0.3, U.S. Bureau of the Census, Washington, DC.
URL http://www.census.gov/ts/x12a/v03/x12adocV03.pdf -
U.S. Bureau of the Census (2010), X-12-ARIMA Seasonal Adjustment Program, Version 0.3, U.S. Bureau of the Census, Washington, DC.
URL http://www.census.gov/srd/www/x12a/ -
U.S. Bureau of the Census (2013), X-13ARIMA-SEATS Reference Manual, Version 1.1, U.S. Bureau of the Census, Washington, DC.
URL http://www.census.gov/ts/x13as/docX13ASHTML.pdf