X13 Procedure

controls the alignment of SAS dates that are used to identify observations in the data set specified in the OUT= option in the OUTPUT statement, the data set specified in the OUT= option in the SEATSDECOMP statement, and the table "Forecasts, Standard Errors, and Confidence Limits."

The ALIGN= option in the X13 procedure pertains to the following dates:

If you omit the ALIGN= option, then the alignment of dates is handled as follows:

You can input dates for forecasting and backcasting observations in the data sets specified by the OUT= options in the OUTPUT and SEATSDECOMP statements by specifying the SPAN= option in the PROC X13 statement. If you specify the SPAN= option in the PROC X13 statement and the data set that you specify in the DATA= option in the PROC X13 statement contains time ID values for forecasting and backcasting periods, then those date values are used in lieu of extending the dates.

Dates in the table "Forecasts, Standard Errors, and Confidence Limits" are always extended from the forecasting horizon.

You can specify the following alignment-options:

By default, ALIGN=BEGIN.

specifies an auxiliary input data set that contains user-defined variables, which are specified in the INPUT statement, the USERVAR= option in the REGRESSION statement, or the USERDEFINED statement. The AUXDATA= data set can also contain the date variable, which is specified in the DATE= option in the PROC X13 statement. If the date variable is present, then the date variable is used to align the observations in the auxiliary data set to the observations in the series that is being processed. The date values must be sorted in ascending order with no gaps or duplications, and the interval must match the interval of the series. If the date variable is not present or valid, then observations in the auxiliary data set are matched by observation number to the series that is being processed. The auxiliary data set does not support BY-group processing. The variables in the auxiliary data set are applied to all BY groups, where the dates of the BY group correspond to the dates of the auxiliary data set. Example 45.11 shows the use of the AUXDATA= data set.

specifies the input SAS data set to use. If this option is omitted, the most recently created SAS data set is used.

specifies a variable that gives the date for each observation. Unless specified in the SPAN= option, the starting and ending dates are obtained from the first and last values of the BY group for the DATE= variable, which must contain SAS date or datetime values. The procedure checks values of the DATE= variable to ensure that the input observations are sequenced correctly in ascending order. If the INTERVAL= option or the SEASONS= option is specified, the values of the date variable must be consistent with the specified seasonality or interval. If neither the INTERVAL= option nor the SEASONS= option is specified, then the procedure tries to determine the type of data from the values of the date variable. This variable is automatically added to the OUT= data set if a data set is requested in an OUTPUT statement, and the date values for the variable are extrapolated if necessary. If the DATE= option is not specified, the START= option must be specified.

specifies the SAS format for the time ID values.

Time ID values are output to the following variables:

If you specify the FORMAT= option, then the format must be compatible with the interval specified in the INTERVAL= option or implied by the SEASONS= option in the PROC X13 statement. SAS date formats should be specified for SAS date intervals, such as MONTH and QTR. Likewise, SAS datetime formats should be specified for SAS datetime intervals, such as DTMONTH and DTQTR. If you omit the FORMAT= option, but the DATE= variable has a format associated with it in the DATA= data set, then that format is used for the DATE= variable in the output data sets. Otherwise, the default format is implied from the INTERVAL= or SEASONS= option.

If you omit the INTERVAL=, SEASONS=, and FORMAT= options from the PROC X13 statement, and no format is associated with the DATE= variable in the DATA= data set, then the X13 procedure automatically detects the interval of the data within each BY group according to the values of the DATE= variable. In this case, unformatted values of the DATE= variable are written to the output data sets.

specifies the input data set that defines any user-defined event variables. This option can be omitted if events are not specified or if only SAS predefined events are specified in an EVENT statement. For more information about the format of this data set, see the section INEVENT= Data Set.

specifies the frequency of the input time series. If the input data consist of quarterly observations, then INTERVAL=QTR should be used. If the input data consist of monthly observations, then INTERVAL=MONTH should be used. If the INTERVAL= option is not specified and SEASONS=4, then INTERVAL=QTR is assumed; likewise, SEASONS=12 implies INTERVAL=MONTH. If both the INTERVAL= option and the SEASONS= option are specified, the values should not be conflicting. If neither the INTERVAL= option nor the SEASONS= option is specified and the START= option is specified, then the data are assumed to be monthly. If a date variable is specified using the DATE= option, it is not necessary to specify the INTERVAL= option or the SEASONS= option; however, if specified, the values of the INTERVAL= option or the SEASONS= option should not be in conflict with the values of the date variable. For more information about intervals, see Chapter 4, Date Intervals, Formats, and Functions.

specifies an optional input data set that contains model information that overrides information that is contained in one or more of the TRANSFORM, REGRESSION, ARIMA, and AUTOMDL statements. The SAS-data-set can contain BY-group, series names, and other information. For more information about this data set, see the section MDLINFOIN= and MDLINFOOUT= Data Sets.

You can supply the following model information in SAS-data-set:

The MDLINFOIN= data set can include a variable that identifies different models. All observations that have the same value for the model identification variable are considered to be relevant to the same model. A single model can be considered to consist of all the observations for a BY group that consists of the BY variables (if any), the _NAME_ variable if it exists, and the model identification variable (whose default is _MODEL_). Even if the PICKMDL statement is not specified, but the MDLINFOIN= data set contains a _MODEL_ variable and more than one model for a series, then the PICKMDL method is automatically invoked to choose a model for that series.

specifies the optional output data set that contains the transformation, regression, and ARIMA information related to each seasonally adjusted series. The data set is sorted by the BY-group variables, if any, and by series names. The MDLINFOOUT= data set can be used as input for the MDLINFOIN= option. For more information, see the section MDLINFOIN= and MDLINFOOUT= Data Sets.

suppresses any printed output.

suppresses the default, by which leading and trailing missing values are trimmed from each variable listed (or implied) in the VAR statement. If you specify the NOTRIMMISS option, PROC X13 treats leading and trailing missing values in the same manner as it treats embedded missing values. For information about the treatment of embedded missing values, see the section Missing Values. Missing values are not supported in the regression variables that you specify in the REGRESSION, INPUT, or USERDEFINED statement; therefore, leading and trailing missing values are always trimmed from user-defined regressors even if you specify NOTRIMMISS.

specifies an optional output data set which contains the summary statistics that related to each seasonally adjusted series. The data set is sorted by the BY-group variables, if any, and by series names. For more information, see the section OUTSTAT= Data Set.

specifies that the PERIODOGRAM rather than the spectrum of the series be plotted in the G tables and plots. If PERIODOGRAM is not specified, then the spectrum is plotted in the G tables.

controls the plots that are produced through ODS Graphics. When you specify only one plot request, you can omit the parentheses around the plot request.

Following are some examples of the PLOTS= option:

plots=none
plots=all
plots=residual(none)
plots(only)=(series(acf pacf) residual(hist))

ODS Graphics must be enabled before you request plots. For example:

ods graphics on;

proc x13 data=sales date=date;
   var sales;
   identify diff=(0,1) sdiff=(0,1);
run;

Since no specific plot is requested in this program, the default plots associated with the PROC X13 and IDENTIFY statements are produced.

For general information about ODS Graphics, see Chapter 24, Statistical Graphics Using ODS (SAS/STAT User's Guide). If you have enabled ODS Graphics but do not specify any specific plot request, then the default plots that are associated with each of the PROC X13 statements used in the program are produced. Line printer plots are suppressed when ODS Graphics is enabled.

If NONE is specified in an option, then no plots are produced for that option. If ALL is specified without NONE in an option, then all plots are produced for that option.

Global Plot OptionsThe global-plot-options apply to all relevant plots that are generated by the X13 procedure. The following global-plot-option is supported:

Specific Plot OptionsThe following list describes the specific plots and their options:

specifies the number of observations in a seasonal cycle. If the SEASONS= option is not specified and INTERVAL=QTR, then SEASONS=4 is assumed. If the SEASONS= option is not specified and INTERVAL=MONTH, then SEASONS=12 is assumed. If the SEASONS= option is specified, its value should not conflict with the values of the INTERVAL= option or the values of the date variable. For more information, see the descriptions of the START=, DATE=, and INTERVAL= options.

specifies the dates of the first and last observations to define a subset for processing. A single date in parentheses is interpreted to be the starting date of the subset. To specify only the ending date, use SPAN=(,mmmyy). If the starting or ending date is omitted, then the first or last date, respectively, of the input data set or BY group is assumed. Because the dates are input as strings and the quarterly dates begin with a numeric character, the specification for a quarterly date must be enclosed in quotation marks. A four-digit year can be specified; if a two-digit year is specified, the value specified in the YEARCUTOFF= SAS system option applies.

specifies the table name of the series that is used in the spectrum of the original series (Table G0). The table names that can be specified are A1, A19, B1, or E1. The default is B1.

specifies the date of the first observation. Unless the SPAN= option is used, the starting and ending dates are the dates of the first and last observations, respectively. Either this option or the DATE= option is required. When using this option, use either the INTERVAL= option or the SEASONS= option to specify monthly or quarterly data. If neither the INTERVAL= option nor the SEASONS= option is present, monthly data are assumed. Because the dates are input as strings and the quarterly dates begin with a numeric character, the specification for a quarterly date must be enclosed in quotation marks. A four-digit year can be specified; if a two-digit year is specified, the value specified in the YEARCUTOFF= SAS system option applies. When using the START= option with BY processing, the start date is applied to the first observation in each BY group.