The X13 Procedure
Functional Summary
Table 46.1 summarizes the statements and options that control the X13 procedure.
Table 46.1: Functional Summary
Description | Statement | Option |
|---|---|---|
Data Set Options | ||
Specifies the auxiliary data set | ||
Specifies the input data set | ||
Specifies the user-defined event definition data set | ||
Specifies regression and ARIMA information | ||
Outputs regression and ARIMA information | ||
Writes summary statistics to an output data set | ||
Writes table values to an output data set | ||
Appends forecasts to the OUTPUT OUT= data set | ||
Prefixes backcasts to the OUTPUT OUT= data set | ||
Display Control Options | ||
Suppresses all displayed output | ||
Specifies the plots to be displayed | ||
Specifies the type of spectral plot to be displayed | ||
Specifies the series for spectral analysis | ||
Displays automatic model information | ||
Specifies the number of lags in regARIMA model residuals ACF and PACF tables and plots | ||
Displays regARIMA model residuals information | ||
Displays the iterations history | ||
Displays information about restarted iterations | ||
Specifies the differencing used in the ARIMA model identification ACF and PACF tables and plots | ||
Specifies the seasonal differencing used in the ARIMA model identification ACF and PACF tables and plots | ||
Specifies the number of lags in ARIMA model identification ACF and PACF tables and plots | ||
Displays regression model parameter estimates | ||
Requests tables that are not displayed by default | ||
Specifies that the summary line not be displayed | ||
Date Information Options | ||
Specifies the date variable | ||
Specifies the date of the first observation | ||
Specifies the beginning or ending date or both of the subset | ||
Specifies the interval of the time series | ||
Specifies the interval of the time series | ||
Declaring the Role of Variables | ||
Specifies BY-group processing | ||
Specifies identifying variables | ||
Specifies the variables to be seasonally adjusted | ||
Specifies the user-defined variables that are available for regression | ||
Controlling the Table Computations | ||
Suppresses trimming of leading and trailing missing values (if they exist) | ||
Transforms or prior-adjusts the series | ||
Transforms or prior-adjusts the series | ||
Adjusts the series by using a predefined adjustment variable | ||
Specifies the likelihood function to be used for estimating AR and MA parameters | ||
Specifies the maximum number of iterations for estimating AR and MA parameters | ||
Specifies the convergence tolerance for nonlinear estimation | ||
Specifies size of forecast confidence limits | ||
Specifies the number of backcasts by which to extend the series for seasonal adjustment | ||
Specifies the number of forecasts by which to extend the series for seasonal adjustment | ||
Specifies that one-step-ahead forecasts be computed | ||
Specifying Outlier Detection Options | ||
Specifies automatic outlier detection | ||
Specifies the span for outlier detection | ||
Specifies the outlier types to be detected | ||
Specifies the critical values for outlier detection | ||
Specifies the critical values for AO outlier detection | ||
Specifies the critical values for LS outlier detection | ||
Specifies the critical values for TC outlier detection | ||
Specifies the alpha value for outlier detection | ||
Specifies the method for calculating the critical value for outlier detection based on the alpha value | ||
Specifies the number of level-shift outliers to consider for forming a temporary level-shift | ||
Specifies the rate of decay for temporary change outliers | ||
Specifies the method of adding outliers at each iteration | ||
Specifies the difference in critical values for almost outliers | ||
Specifying the Regression Model | ||
Specifies regression variables to be selected using an AIC-based test | ||
Specifies predefined regression variables | ||
Specifies user-defined regression variables | ||
Specifies user-defined regression variables | ||
Specifies user defined event regression variables | ||
Specifies the method used to calculate the means for the Easter regression variable | ||
Specifies which types of regression effects are not to be removed before seasonal adjustment | ||
Specifying the ARIMA Model | ||
Uses the X-13ARIMA-SEATS TRAMO-based method to choose a model | ||
Chooses a regARIMA model from a set that you specify | ||
Specifies the ARIMA part of the model | ||
Specifying Automatic Model Detection Options | ||
Specifies the maximum orders of ARMA polynomials | ||
Specifies the maximum orders of differencing | ||
Specifies the estimation method for identifying difference orders | ||
Specifies the maximum number of iterations for exact likelihood for DIFFID=EXACTFIRST | ||
Specifies the fixed orders of differencing | ||
Suppresses fitting of a constant parameter | ||
Specifies the preference for balanced models | ||
Specifies Hannan-Rissanen initial estimation | ||
Specifies default model acceptance based on Ljung-Box Q | ||
Specifies the acceptance value for Ljung-Box Q | ||
Specifies the percentage by which to reduce the outlier critical value | ||
Specifies the critical value for ARMA coefficients | ||
Model Diagnostics | ||
Examines the regARIMA model residuals | ||
Specifying Seasonal Adjustment Options | ||
Specifies seasonal adjustment | ||
Specifies the mode of seasonal adjustment decomposition | ||
Specifies the seasonal filter | ||
Specifies the sigma limits | ||
Specifies the Henderson trend filter | ||
Specifies the D11 calculation method | ||
Specifies the adjustment factors to remove from final seasonally adjusted series | ||
Specifies a method for reconciling the seasonally adjusted series to the original series | ||
Specifies that SEATS seasonal decomposition be output to a data set | ||