The options specified in PROC X13 control both the tables produced by the procedure and the tables available for output to the OUT= data set specified in the OUTPUT statement.
The displayed output is organized into tables identified by a part letter and a sequence number within the part. The seven major parts of the X13 procedure are as follows:
prior adjustments and regARIMA components (optional)
preliminary estimates of irregular component weights and trading day regression factors (X-11 method)
final estimates of irregular component weights and trading day regression factors
final estimates of seasonal, trend cycle, and irregular components
analytical tables
summary measures
charts
Table 15 describes the individual tables and charts. "P" indicates that the table is only displayed and is not available for output to the OUT= data set. Data from displayed tables can be extracted into data sets by using the Output Delivery System (ODS). For more information about the SAS Output Delivery System, see the SAS Output Delivery System: User’s Guide. For more information about the features of the ODS Graphics system, including the many ways that you can control or customize the plots that are produced by SAS procedures, see Chapter 24, Statistical Graphics Using ODS (SAS/STAT User's Guide).
When tables available through the OUTPUT statement are output using ODS, the summary line is included in the ODS output by default. The summary line gives the average, standard deviation, or total by each period. The value –1 for YEAR indicates that the summary line is a total; the value –2 for YEAR indicates that the summary line is an average; and the value –3 for YEAR indicates that the line is a standard deviation. The value of YEAR for historical and forecast values is greater than or equal to zero. Thus, a negative value indicates a summary line. You can suppress the summary line altogether by specifying the NOSUM option in the TABLES statement. However, the NOSUM option also suppresses the display of the summary line in the displayed table.
"T" indicates that the table is available using the OUTPUT statement, but is not displayed by default; you must request that these tables be displayed by using the TABLES Statement. If there is no notation in the "Notes" column, then the table is available directly using the OUTPUT statement, without specifying the TABLES statement. If a table is not computed, then it is not displayed; if it is requested in the OUTPUT statement, then the variable in the OUT= data set contains missing values. The actual number of tables displayed depends on the options and statements specified.
Table 15: Table Names and Descriptions
| Table | Description | Notes |
|---|---|---|
| Tables Associated with Model Order Identification | ||
| ModelDescription | Regression model used in ARIMA model identification | P |
| ACF | Autocorrelation function | P |
| PACF | Partial autocorrelation function | P |
| Tables Associated with Automatic Modeling | ||
| UnitRootTestModel | ARIMA estimates for unit root identification | P |
| UnitRootTest | Results of unit root test for identifying orders of differencing | P |
| AutoChoiceModel | Models estimated by automatic ARIMA model selection procedure | P |
| AutoLjungBox | Check of the residual Ljung-Box Q statistic | P |
| Best5Model | Best five ARIMA models chosen by automatic modeling | P |
| AutomaticModelChoice | Comparison of automatically selected model and default model | P |
| InitialModelChoice | Initial automatic model selection | P |
| FinalModelChecks | Final checks for identified model | P |
| FinalModelChoice | Final automatic model selection | P |
| Diagnostic Tables | ||
| ErrorACF | Autocorrelation of regARIMA model residuals | P |
| ErrorPACF | Partial autocorrelation of regARIMA model residuals | P |
| SqErrorACF | Autocorrelation of squared regARIMA model residuals | P |
| ResidualOutliers | Outliers of the unstandardized residuals | P |
| ResidualStatistics | Summary statistics for the unstandardized residuals | P |
| NormalityStatistics | Normality statistics for regARIMA model residuals | P |
| G | Spectral analysis of regARIMA model residuals | P |
| Modeling Tables | ||
| MissingExtreme | Extreme or missing values | P |
| ARMAIterationTolerances | Exact ARMA likelihood estimation iteration tolerances | P |
| IterHistory | ARMA iteration history | P |
| OutlierDetection | Critical values to use in outlier detection | P |
| PotentialOutliers | Potential outliers | P |
| TLSTest | Tests for cancellation of level-shifts | P |
| ARMAIterationSummary | Exact ARMA likelihood estimation iteration summary | P |
| ModelDescription | Model description for regARIMA model estimation | P |
| RegParameterEstimates | Regression model parameter estimates | P |
| RegressorGroupChiSq | Chi-squared tests for groups of regressors | P |
| ARMAParameterEstimates | Exact ARMA maximum likelihood estimation | P |
| AvgFcstErr | Average absolute percentage error in within-sample or without-sample forecasts or backcasts | P |
| Roots | Seasonal or nonseasonal AR or MA roots | P |
| MLESummary | Estimation summary | P |
| ForecastCL | Forecasts, standard errors, and confidence limits | P |
| MV1 | Original series adjusted for missing value regressors | |
| Sequenced Tables | ||
| A1 | Original series | |
| A2 | Prior-adjustment factors | |
| A6 | RegARIMA trading day component | |
| A7 | RegARIMA holiday component | |
| A8 | RegARIMA combined outlier component | |
| A8AO | RegARIMA AO outlier component | |
| A8LS | RegARIMA level change outlier component | |
| A8TC | RegARIMA temporary change outlier component | |
| A9 | RegARIMA user-defined regression component | |
| A10 | RegARIMA user-defined seasonal component | |
| A19 | RegARIMA outlier adjusted original data | T |
| B1 | Prior-adjusted or original series | |
| B7 | Preliminary trend-cycle, B iteration | T |
| B13 | Irregular component, B iteration | T |
| B17 | Preliminary weights for the irregular component | T |
| B20 | Extreme values, B iteration | T |
| C1 | Original series modified for outliers, trading day, and prior factors, C iteration | T |
| C17 | Final weight for irregular components | |
| C20 | Final extreme value adjustment factors | T |
| D1 | Modified original data, D iteration | T |
| D7 | Preliminary trend cycle, D iteration | T |
| D8 | Final unmodified SI ratios | |
| D8A | Seasonality tests | P |
| D8B | Final unmodified SI ratios, with labels for outliers and extreme values | |
| D9 | Final replacement values for extreme SI ratios | |
| D9A | Moving seasonality ratio | P |
| SeasonalFilter | Seasonal filter statistics for Table D10 | P |
| D10 | Final seasonal factors | |
| D10B | Seasonal factors, adjusted for user-defined seasonal | |
| D10D | Final seasonal difference | |
| D11 | Final seasonally adjusted series | |
| D11A | Final seasonally adjusted series with forced yearly totals | |
| D11F | Factors applied to get adjusted series with forced yearly totals | |
| D11R | Rounded final seasonally adjusted series (with forced yearly totals) | |
| TrendFilter | Trend filter statistics for Table D12 | P |
| D12 | Final trend cycle | |
| D13 | Final irregular series | |
| D16 | Combined adjustment factors | |
| D16B | Final adjustment differences | |
| D18 | Combined calendar adjustment factors | |
| E1 | Original data modified for extremes | |
| E2 | Modified seasonally adjusted series | |
| E3 | Modified irregular series | |
| E4 | Ratios of annual totals | P |
| E5 | Percent changes in original series | |
| E6 | Percent changes in final seasonally adjusted series | |
| E6A | Percent changes (differences) in seasonally adjusted series with forced yearly totals (D11.A) | |
| E6R | Percent changes (differences) in rounded seasonally adjusted series (D11.R) | |
| E7 | Differences in final trend cycle | |
| E8 | Percent changes (differences) in original series adjusted for calendar factors (A18) | |
| E18 | Final adjustment ratios (original series to seasonally adjusted series) | |
| F2A-I | Summary measures | P |
| F3 | Quality assessment statistics | P |
| F4 | Day of the week trading day component factors | P |
| G | Spectral analysis | P |