Seasonal Adjustment Using X-11 and X-11 ARIMA Methods
The X11 procedure provides seasonal adjustment
of time series using the Census X-11 or X-11 ARIMA method.
The X11 procedure is based on the U.S. Bureau of the Census
X-11 seasonal adjustment program
and also supports the X-11 ARIMA method developed by Statistics Canada.
The X11 procedure includes the following features:
- decomposition of monthly or quarterly series into
seasonal, trend, trading day, and irregular components
- both multiplicative and additive form of the decomposition
- includes all the features of the Census Bureau program
- supports the X-11 ARIMA method
- supports sliding spans analysis
- processes any number of variables at once
with no maximum length for a series
- performs tests for stable, moving and combined seasonality
- can optionally print or store in SAS data sets the
individual X11 tables showing the various components at different stages
of the computation.
Full control over what is printed or output
- can project seasonal component one year ahead enabling
reintroduction of seasonal factors for an extrapolated series
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
