The X12 Procedure

Functional Summary

Table 37.1 summarizes the statements and options that control the X12 procedure.

Table 37.1: X12 Syntax Summary

Description	Statement	Option
Data Set Options
Specifies the auxiliary data set	PROC X12	AUXDATA=
Specifies the input data set	PROC X12	DATA=
Specifies the user-defined event definition data set	PROC X12	INEVENT=
Specifies regression and ARIMA information	PROC X12	MDLINFOIN=
Outputs regression and ARIMA information	PROC X12	MDLINFOOUT=
Writes summary statistics to an output data set	PROC X12	OUTSTAT=
Writes table values to an output data set	OUTPUT	OUT=
Appends forecasts to the OUTPUT OUT= data	X11 or	OUTFORECAST
set	FORECAST
Prefixes backcasts to the OUTPUT OUT= data set	FORECAST	OUTBACKCAST
Display Control Options
Suppresses all displayed output	PROC X12	NOPRINT
Specifies the plots to be displayed	PROC X12	PLOTS=
Specifies the type of spectral plot to be	PROC X12	PERIODOGRAM
displayed
Specifies the series for spectral analysis	PROC X12	SPECTRUMSERIES=
Displays automatic model information	AUTOMDL	PRINT=
Specifies the number of lags in regARIMA	CHECK	MAXLAG=
model residuals ACF and PACF tables and plots
Displays regARIMA model residuals	CHECK	PRINT=
information
Displays the iterations history	ESTIMATE	ITPRINT
Displays information about restarted iterations	ESTIMATE	PRINTERR
Specifies the differencing used in the ARIMA model identification ACF and PACF tables and plots	IDENTIFY	DIFF=
Specifies the seasonal differencing used in the ARIMA model identification ACF and PACF tables and plots	IDENTIFY	SDIFF=
Specifies the number of lags in ARIMA model	IDENTIFY	MAXLAG=
identification ACF and PACF tables and plots
Displays regression model parameter estimates	IDENTIFY	PRINTREG
Requests tables that are not displayed by	TABLES
default
Specifies that the summary line not be	TABLES	NOSUM
displayed
Date Information Options
Specifies the date variable	PROC X12	DATE=
Specifies the date of the first observation	PROC X12	START=
Specifies the beginning or ending date or both of the subset	PROC X12	SPAN=
Specifies the interval of the time series	PROC X12	INTERVAL=
Specifies the interval of the time series	PROC X12	SEASONS=
Declaring the Role of Variables
Specifies BY-group processing	BY
Specifies identifying variables	ID
Specifies the variables to be seasonally adjusted	VAR
Specifies the user-defined variables that are	USERDEFINED
available for regression
Controlling the Table Computations
Suppresses trimming of leading and trailing missing values (if they exist)	PROC X12	NOTRIMMISS
Transforms or prior-adjusts the series	TRANSFORM	FUNCTION=
Transforms or prior-adjusts the series	TRANSFORM	POWER=
Adjusts the series by using a predefined	ADJUST	PREDEFINED=
adjustment variable
Specifies the maximum number of iterations for estimating AR and MA parameters	ESTIMATE	MAXITER
Specifies the convergence tolerance for	ESTIMATE	TOL=
nonlinear estimation
Specifies size of forecast confidence limits	FORECAST	ALPHA=
Specifies the number of backcasts by which to extend the series for seasonal adjustment	FORECAST	NBACKCAST=
Specifies the number of forecasts by which to extend the series for seasonal adjustment	FORECAST	LEAD=
Specifies that one-step-ahead forecasts be computed	FORECAST	OUT1STEP
Specifying Outlier Detection Options
Specifies automatic outlier detection	OUTLIER
Specifies the span for outlier detection	OUTLIER	SPAN=
Specifies the outlier types to be detected	OUTLIER	TYPE=
Specifies the critical values for outlier detection	OUTLIER	CV=
Specifies the critical values for AO outlier	OUTLIER	AOCV=
detection
Specifies the critical values for LS outlier	OUTLIER	LSCV=
detection
Specifies the critical values for TC outlier	OUTLIER	TCCV=
detection
Specifies the alpha value for outlier detection	OUTLIER	ALPHA=
Specifies the method for calculating the critical	OUTLIER	CVMETHOD=
value for outlier detection based on the alpha value
Specifies the number of level-shift outliers to	OUTLIER	LSRUN=
consider for forming a temporary level-shift
Specifies the rate of decay for temporary change outliers	OUTLIER	TCRATE=
Specifies the method of adding outliers at each iteration	OUTLIER	METHOD=
Specifies the difference in critical values	OUTLIER	ALMOST=
for almost outliers
Specifying the Regression Model
Specifies predefined regression variables	REGRESSION	PREDEFINED=
Specifies user-defined regression variables	REGRESSION	USERVAR=
Specifies user-defined regression variables	INPUT
Specifies user defined event regression	EVENT
variables
Specifying the ARIMA Model
Uses the X-12-ARIMA TRAMO-based	AUTOMDL
method to choose a model
Chooses an X-12-ARIMA model	PICKMDL
from a set that you specify
Specifies the ARIMA part of the model	ARIMA	MODEL=
Specifying Automatic Model Detection
Options
Specifies the maximum orders of ARMA	AUTOMDL	MAXORDER=
polynomials
Specifies the maximum orders of differencing	AUTOMDL	MAXDIFF=
Specifies the fixed orders of differencing	AUTOMDL	DIFFORDER=
Suppresses fitting of a constant parameter	AUTOMDL	NOINT
Specifies the preference for balanced models	AUTOMDL	BALANCED
Specifies Hannan-Rissanen initial estimation	AUTOMDL	HRINITIAL
Specifies default model acceptance based on Ljung-Box Q	AUTOMDL	ACCEPTDEFAULT
Specifies the acceptance value for Ljung-Box Q	AUTOMDL	LJUNGBOXLIMIT=
Specifies the percentage by which to	AUTOMDL	REDUCECV=
reduce the outlier critical value
Specifies the critical value for ARMA	AUTOMDL	ARMACV=
coefficients
Model Diagnostics
Examines the regARIMA model residuals	CHECK
Specifying Seasonal Adjustment Options
Specifies seasonal adjustment	X11
Specifies the mode of seasonal adjustment	X11	MODE=
decomposition
Specifies the seasonal filter	X11	SEASONALMA=
Specifies the sigma limits	X11	SIGMALIM=
Specifies the Henderson trend filter	X11	TRENDMA=
Specifies the D11 calculation method	X11	TYPE=
Specifies the adjustment factors to remove	X11	FINAL=
from final seasonally adjusted series
Specifies a method for reconciling the	X11	FORCE=
seasonally adjusted series to the
original series
Specifies that SEATS seasonal	SEATSDECOMP	OUT=
decomposition be output to a data set