Example 21.2: Components Estimation

The X11 Procedure

Example 21.2: Components Estimation - Quarterly Data

This example is similar to Example 21.1, except quarterly data is used. Tables B1, the original series, and D11, the final seasonally adjusted series, are printed by the TABLES statement. The OUTPUT statement writes the listed tables to an output data set.

   data quarter;
      input date yyq6. +1 fy35rr 5.2;
      format date yyq6.;
   datalines;
   1971Q1 6.59
   1971Q2 6.01
   1971Q3 6.51
   1971Q4 6.18
   1972Q1 5.52
   1972Q2 5.59
   1972Q3 5.84
   1972Q4 6.33
   1973Q1 6.52
   1973Q2 7.35
   1973Q3 9.24
   1973Q4 10.08
   1974Q1 9.91
   1974Q2 11.15
   1974Q3 12.40
   1974Q4 11.64
   1975Q1 9.94
   1975Q2 8.16
   1975Q3 8.22
   1975Q4 8.29
   1976Q1 7.54
   1976Q2 7.44
   1976Q3 7.80
   1976Q4 7.28
   run;
   
   proc x11 data=quarter;
      var fy35rr;
      quarterly date=date;
      tables b1 d11;
      output out=out b1=b1 d10=d10 d11=d11 d12=d12 d13=d13;
   run;

Output 21.2.1: Printed Output of PROC X11 Quarterly Example

The X11 Procedure

X-11 Seasonal Adjustment Program
U. S. Bureau of the Census
Economic Research and Analysis Division
November 1, 1968

The X-11 program is divided into seven major parts.
Part Description
A. Prior adjustments, if any
B. Preliminary estimates of irregular component weights
and regression trading day factors
C. Final estimates of above
D. Final estimates of seasonal, trend-cycle and
irregular components
E. Analytical tables
F. Summary measures
G. Charts

Series - fy35rr
Period covered - 1st Quarter 1971 to 4th Quarter 1976

The X11 Procedure

Seasonal Adjustment of - fy35rr

B1 Original Series
Year	1st	2nd	3rd	4th	Total
1971	6.590	6.010	6.510	6.180	25.290
1972	5.520	5.590	5.840	6.330	23.280
1973	6.520	7.350	9.240	10.080	33.190
1974	9.910	11.150	12.400	11.640	45.100
1975	9.940	8.160	8.220	8.290	34.610
1976	7.540	7.440	7.800	7.280	30.060
Avg	7.670	7.617	8.335	8.300

Total: 191.53 Mean: 7.9804 S.D.: 1.9424

The X11 Procedure

Seasonal Adjustment of - fy35rr

D11 Final Seasonally Adjusted Series
Year	1st	2nd	3rd	4th	Total
1971	6.877	6.272	6.222	5.956	25.326
1972	5.762	5.836	5.583	6.089	23.271
1973	6.820	7.669	8.840	9.681	33.009
1974	10.370	11.655	11.855	11.160	45.040
1975	10.418	8.534	7.853	7.947	34.752
1976	7.901	7.793	7.444	6.979	30.116
Avg	8.025	7.960	7.966	7.969

Total: 191.51 Mean: 7.9797 S.D.: 1.9059

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