Chapter Contents
Chapter Contents
Previous
Previous
Next
Next
The X11 Procedure

ODS Table Names

PROC X11 assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in the following table. For more information on ODS, see Chapter 6, "Using the Output Delivery System."

Note: For monthly and quarterly tables use the ODSNAME MonthlyTables and QuarterlyTables; For brevity, only the MonthlyTables are listed here; the QuarterlyTables are simply duplicates. Printing of individual tables can be specified by using the TABLES table_name which is not listed here. Printing groups of tables is specified in the MONTHLY and QUARTERLY statements by specifing the option PRINTOUT=NONE|STANDARD|LONG|FULL. The default is PRINTOUT=STANDARD.

Table 21.4: ODS Tables Produced in PROC X11
ODS Table Name Description Option
   
ODS Tables Created by the MONTHLY and QUARTERLY Statements
   
PrefaceX11 Seasonal Adjustment Program Information giving credits, dates, etc.Always printed unless NOPRINT
   
A1Table A1: OriginalSeries 
A2Table A2: Prior Monthly 
A3Table A3: Original Series Adjusted for Prior Monthly Factors 
A4Table A4: Prior Trading Day Adjustment Factors With and Without Length of Month Adjustment 
A5Table A5: Original Series Adjusted for Priors 
B1Table B1: Original Series or Original Series Adjusted for Priors 
B2Table B2: Trend Cycle - Centered nn-Term Moving Average 
B3Table B3: Unmodified SI Ratios 
B4Table B4: Replacement Values for Extreme SI Ratios 
B5Table B5: Seasonal Factors 
B6Table B6: Seasonally Adjusted Series 
B7Table B7: Trend Cycle - Henderson Curve 
B8Table B8: Unmodified SI Ratios 
B9Table B9: Replacement Values for Extreme SI Ratios 
B10Table B10: Seasonal Factors 
B11Table B11: Seasonally Adjusted Series 
B13Table B13: Irregular Series 
B15Table B15: Preliminary Trading Day Regression 
B16Table B16: Trading Day Adjustment Factors Derived from Regression 
B17Table B17: Preliminary Weights for Irregular Component 
B18Table B18: Trading Day Adjustment Factors from Combined Weights 
B19Table B19: Original Series Adjusted for Preliminary Comb. TD. Wgts. 
C1Table C1: Original Series Adjusted for Preliminary Weights 
C2Table C2: Trend Cycle - Centered nn-Term Moving Average 
C4Table C4: Modified SI Ratios 
C5Table C5: Seasonal Factors 
C6Table C6: Seasonally Adjusted Series 
C7Table C7 Trend Cycle - Henderson Curve 
C9Table C9: Modified SI Ratios 
C10Table C10: Seasonal Factors 
C11Table C11: Seasonally Adjusted Series 
C13Table C13: Irregular Series 
C15Table C15: Final Trading Day Regression 
C16Table C16: Trading Day Adjustment Factors Derived from Regression 
C17Table C17: Final Weights for Irregular Component 
C18Table C18: Trading Day Adjustment Factors from Combined Weights 
C19Table C19: Original Series Adjusted for Final Comb. TD. Wgts. 
D1Table D1: Original Series Adjusted for Final Weights nn-Term Moving Average 
D4Table D4: Modified SI Ratios 
D5Table D5: Seasonal Factors 
D6Table D6: Seasonally Adjusted Series 
D7Table D7: Trend Cycle - Henderson Curve 
D8Table D8: Final Unmodified SI Ratios 
D10Table D10: Final Seasonal Factors 
D11Table D11: Final Seasonally Adjusted Series 
D12Table D12: Final Trend Cycle - Henderson Curve 
D13Table D13: Final Irregular Series 
E1Table E1: Original Series Modified for Extremes 
E2Table E2: Modified Seasonally Adjusted Series 
E3Table E3: Modified Irregular Series 
E5Table E5: Month-to-Month Changes in Original Series 
E6Table E6: Month-to-Month Changes in Final Seasonally Adj. Series 
F1Table F1: MCD Moving Average 
A13Table A13: ARIMA ForecastsARIMA statement
A14Table A14: ARIMA BackcastsARIMA statement
A15Table A15: Arima ExtrapolationARIMA statement
   
B14Table B14: Irregular Values Excluded from Trading Day Regression 
   
C14Table C14: Irregular Values Excluded from Trading Day Regression 
D9Table D9: Final Replacement Values 
   
PriorDailyWgtsAdjusted Prior Daily Weights 
   
TDR_0Final/ Preliminary Trading Day Regression, part 1MONTHLY only, TDREGR=ADJUST, TEST
TDR_1Final/ Preliminary Trading Day Regression, part 2MONTHLY only, TDREGR=ADJUST, TEST
StandErrorsStandard Errors of Trading Day Adjustment FactorsMONTHLY only, TDREGR=ADJUST, TEST
   
D9AYear to Year Change in Irregular and Seasonal Components And Moving Seasonality Ratio 
   
StableSeasTestStable Seasonality TestMONTHLY only
   
f2aF2 Summary Measures, part 1 
f2bF2 Summary Measures, part 2 
f2cF2 Summary Measures, part 3 
f2dI/C Ratio for Month/Quarterly Span 
f2fAvg % Change with regard to Sign and Std. Over Span 
   
E4Differences or Ratios of Annual Totals, Original and Adjusted Series 
   
ODS Tables Created by the ARIMA Statement
   
CriteriaSummaryCriteria SummaryARIMA statement
ConvergeSummaryConvergence Summary 
ArimaEstArima estimation results, part 1 
ArimaEst2Arima estimation results, part 2 
A13Table A13: ARIMA Forecasts 
A14Table A14: ARIMA Backcasts 
A15Table A15: Arima Extrapolation 
   
ODS Tables Created by the SSPAN Statement
   
SPR0A_1S 0.A Sliding Spans Analysis, Number, Length of Spansdefault printing
SpanDatesS 0.A Sliding Spans Analysis: Dates of Spans 
SPR0BS 0.B Summary of F-tests for Stable and Moving Seasonality 
SPR1_1S 1.A Range Analysis of Seasonal Factors 
SPR1_bS 1.B Summary of Range Measures 
SPRXA2XA.1 Breakdown of Differences by Month or Qtr 
SPRXB_2S X.B Histogram of Flagged Observations 
SPRXA_2S X.A.2 Breakdown of Differences by Year 
MpdStatsS X.C: Statistics for Maximum Percentage Differences 
S_X_A_3S 2.X.3 Breakdown Summary of Flagged Observations 
SPR7_XS 7.X Sliding Spans AnalysisPRINTALL

Chapter Contents
Chapter Contents
Previous
Previous
Next
Next
Top
Top

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.