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 Table 5.

Note: For monthly and quarterly tables, use the ODS names 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 specifying the option PRINTOUT=NONE|STANDARD|LONG|FULL. The default is PRINTOUT=STANDARD.

Table 5: ODS Tables Produced in PROC X11

ODS Table Name Description Option
ODS Tables Created by the MONTHLY and QUARTERLY Statements
Preface X11 Seasonal Adjustment Program information giving credits, dates, and so on Always printed unless NOPRINT
A1 Table A1: original series
A2 Table A2: prior monthly
A3 Table A3: original series adjusted for prior monthly factors
A4 Table A4: prior trading day adjustment factors with and without length of month adjustment
A5 Table A5: original series adjusted for priors
B1 Table B1: original series or original series adjusted for priors
B2 Table B2: trend cycle—centered nn-term moving average
B3 Table B3: unmodified SI ratios
B4 Table B4: replacement values for extreme SI ratios
B5 Table B5: seasonal factors
B6 Table B6: seasonally adjusted series
B7 Table B7: trend cycle—Henderson curve
B8 Table B8: unmodified SI ratios
B9 Table B9: replacement values for extreme SI ratios
B10 Table B10: seasonal factors
B11 Table B11: seasonally adjusted series
B13 Table B13: irregular series
B15 Table B15: preliminary trading day regression
B16 Table B16: trading day adjustment factors derived from regression
B17 Table B17: preliminary weights for irregular component
B18 Table B18: trading day adjustment factors from combined weights
B19 Table B19: original series adjusted for preliminary combined trading day weights
C1 Table C1: original series adjusted for preliminary weights
C2 Table C2: trend cycle—centered nn-term moving average
C4 Table C4: modified SI ratios
C5 Table C5: seasonal factors
C6 Table C6: seasonally adjusted series
C7 Table C7 trend cycle—Henderson curve
C9 Table C9: modified SI ratios
C10 Table C10: seasonal factors
C11 Table C11: seasonally adjusted series
C13 Table C13: irregular series
C15 Table C15: final trading day regression
C16 Table C16: trading day adjustment factors derived from regression
C17 Table C17: final weights for irregular component
C18 Table C18: trading day adjustment factors from combined weights
C19 Table C19: original series adjusted for final combined trading day weights
D1 Table D1: original series adjusted for final weights nn-term moving average
D4 Table D4: modified SI ratios
D5 Table D5: seasonal factors
D6 Table D6: seasonally adjusted series
D7 Table D7: trend cycle—Henderson curve
D8 Table D8: final unmodified SI ratios
D10 Table D10: final seasonal factors
D11 Table D11: final seasonally adjusted series
D12 Table D12: final trend cycle—Henderson curve
D13 Table D13: final irregular series
E1 Table E1: original series modified for extremes
E2 Table E2: modified seasonally adjusted series
E3 Table E3: modified irregular series
E5 Table E5: month-to-month changes in original series
E6 Table E6: month-to-month changes in final seasonally adjusted series
F1 Table F1: MCD moving average
A13 Table A13: ARIMA forecasts ARIMA statement
A14 Table A14: ARIMA backcasts ARIMA statement
A15 Table A15: ARIMA extrapolation ARIMA statement
B14 Table B14: irregular values excluded from trading day regression
C14 Table C14: irregular values excluded from trading day regression
D9 Table D9: final replacement values
PriorDailyWgts Adjusted prior daily weights
TDR_0 Final/preliminary trading day regression, part 1 MONTHLY only, TDREGR=ADJUST, TEST
TDR_1 Final/preliminary trading day regression, part 2 MONTHLY only, TDREGR=ADJUST, TEST
StandErrors Standard errors of trading day adjustment factors MONTHLY only, TDREGR=ADJUST, TEST
D9A Year-to-year change in irregular and seasonal components and moving seasonality ratio
StableSeasTest Stable seasonality test
StableSeasFTest Moving seasonality test
KruskalWallisTest Nonparametric test for the presence
of seasonality assuming stability
CombinedSeasonalityTest Summary of results and combined test
for the presence of identifiable seasonality
f2a F2 summary measures, part 1
f2b F2 summary measures, part 2
f2c F2 summary measures, part 3
f2d I/C ratio for monthly/quarterly span
f2f Average % change with regard to sign and standard deviation over span
E4 Differences or ratios of annual totals for original and adjusted series
ChartG1 Chart G1
ChartG2 Chart G2
ODS Tables Created by the ARIMA Statement
CriteriaSummary Criteria summary ARIMA statement
ConvergeSummary Convergence summary
ArimaEst ARIMA estimation results, part 1
ArimaEst2 ARIMA estimation results, part 2
Model_Summary Model summary
Ljung_BoxQ Table of Ljung-Box Q statistics
A13 Table A13: ARIMA forecasts
A14 Table A14: ARIMA backcasts
A15 Table A15: ARIMA extrapolation
ODS Tables Created by the SSPAN Statement
SPR0A_1 S 0.A sliding spans analysis, number, length of spans Default printing
SpanDates S 0.A sliding spans analysis: dates of spans
SPR0B S 0.B summary of F tests for stable and moving seasonality
SPR1_1 S 1.A range analysis of seasonal factors
SPR1_b S 1.B summary of range measures
SPRXA 2XA.1 breakdown of differences by month or quarter
SPRXB_2 S X.B histogram of flagged observations
SPRXA_2 S X.A.2 breakdown of differences by year
MpdStats S X.C: statistics for maximum percentage differences
S_X_A_3 S 2.X.3 breakdown summary of flagged observations
SPR7_X S 7.X sliding spans analysis PRINTALL


Last updated: June 19, 2025