The X13 Procedure
Functional Summary
Table 1 summarizes the statements and options that control the X13 procedure.
Table 1: PROC X13 Functional Summary
| Description | Statement | Option |
|---|---|---|
| Data Set Options | ||
| Specifies the auxiliary data set | PROC X13 | AUXDATA= |
| Specifies the input data set | PROC X13 | DATA= |
| Specifies the user-defined event definition data set | PROC X13 | INEVENT= |
| Specifies regression and ARIMA information | PROC X13 | MDLINFOIN= |
| Outputs regression and ARIMA information | PROC X13 | MDLINFOOUT= |
| Writes summary statistics to an output data set | PROC X13 | OUTSTAT= |
| Writes table values to an output data set | OUTPUT | OUT= |
| Appends forecasts to the OUTPUT OUT= data set | X11 or FORECAST | OUTFORECAST |
| Prefixes backcasts to the OUTPUT OUT= data set | FORECAST | OUTBACKCAST |
| Display Control Options | ||
| Suppresses all displayed output | PROC X13 | NOPRINT |
| Specifies the plots to be displayed | PROC X13 | PLOTS= |
| Specifies the type of spectral plot to be displayed | PROC X13 | PERIODOGRAM |
| Specifies the series for spectral analysis | PROC X13 | SPECTRUMSERIES= |
| Displays automatic model information | AUTOMDL | PRINT= |
| Specifies the number of lags in regARIMA model residuals ACF and PACF tables and plots | CHECK | MAXLAG= |
| Displays regARIMA model residuals information | CHECK | PRINT= |
| Displays the iterations history | ESTIMATE | ITPRINT |
| Displays information about restarted iterations | ESTIMATE | PRINTERR |
| Specifies the differencing used in the ARIMA model identification ACF and PACF tables and plots | IDENTIFY | DIFF= |
| Specifies the seasonal differencing used in the ARIMA model identification ACF and PACF tables and plots | IDENTIFY | SDIFF= |
| Specifies the number of lags in ARIMA model identification ACF and PACF tables and plots | IDENTIFY | MAXLAG= |
| Displays regression model parameter estimates | IDENTIFY | PRINTREG |
| Requests tables that are not displayed by default | TABLES | |
| Specifies that the summary line not be displayed | TABLES | NOSUM |
| Date Information Options | ||
| Specifies the date variable | PROC X13 | DATE= |
| Specifies the date of the first observation | PROC X13 | START= |
| Specifies the beginning or ending date or both of the subset | PROC X13 | SPAN= |
| Specifies the interval of the time series | PROC X13 | INTERVAL= |
| Specifies the interval of the time series | PROC X13 | SEASONS= |
| Specifies the alignment of dates | PROC X13 | ALIGN= |
| Specifies the format of the output time ID | PROC X13 | FORMAT= |
| Declaring the Role of Variables | ||
| Specifies BY-group processing | BY | |
| Specifies identifying variables | ID | |
| Specifies the variables to be seasonally adjusted | VAR | |
| Specifies the user-defined variables that are available for regression | USERDEFINED | |
| Controlling the Table Computations | ||
| Suppresses trimming of leading and trailing missing values (if they exist) | PROC X13 | NOTRIMMISS |
| Transforms or prior-adjusts the series | TRANSFORM | FUNCTION= |
| Transforms or prior-adjusts the series | TRANSFORM | POWER= |
| Adjusts the series by using a predefined adjustment variable | ADJUST | PREDEFINED= |
| Specifies the likelihood function to be used for estimating AR and MA parameters | ESTIMATE | EXACT= |
| Specifies the maximum number of iterations for estimating AR and MA parameters | ESTIMATE | MAXITER |
| Specifies the convergence tolerance for nonlinear estimation | ESTIMATE | TOL= |
| Specifies size of forecast confidence limits | FORECAST | ALPHA= |
| Specifies the number of backcasts by which to extend the series for seasonal adjustment | FORECAST | NBACKCAST= |
| Specifies the number of forecasts by which to extend the series for seasonal adjustment | FORECAST | LEAD= |
| Specifies that one-step-ahead forecasts be computed | FORECAST | OUT1STEP |
| Specifying Outlier Detection Options | ||
| Specifies automatic outlier detection | OUTLIER | |
| Specifies the span for outlier detection | OUTLIER | SPAN= |
| Specifies the outlier types to be detected | OUTLIER | TYPE= |
| Specifies the critical values for outlier detection | OUTLIER | CV= |
| Specifies the critical values for AO outlier detection | OUTLIER | AOCV= |
| Specifies the critical values for LS outlier detection | OUTLIER | LSCV= |
| Specifies the critical values for TC outlier detection | OUTLIER | TCCV= |
| Specifies the alpha value for outlier detection | OUTLIER | ALPHA= |
| Specifies the method for calculating the critical value for outlier detection based on the alpha value | OUTLIER | CVMETHOD= |
| Specifies the number of level-shift outliers to consider for forming a temporary level-shift | OUTLIER | LSRUN= |
| Specifies the rate of decay for temporary change outliers | OUTLIER | TCRATE= |
| Specifies the method of adding outliers at each iteration | OUTLIER | METHOD= |
| Specifies the difference in critical values for almost outliers | OUTLIER | ALMOST= |
| Specifying the Regression Model | ||
| Specifies regression variables to be selected using an AIC-based test | REGRESSION | AICTEST= |
| Specifies predefined regression variables | REGRESSION | PREDEFINED= |
| Specifies user-defined regression variables | REGRESSION | USERVAR= |
| Specifies user-defined regression variables | INPUT | |
| Specifies user defined event regression variables | EVENT | |
| Specifies the method used to calculate the means for the Easter regression variable | REGRESSION | EASTERMEANS= |
| Specifies which types of regression effects are not to be removed before seasonal adjustment | REGRESSION | NOAPPLY= |
| Specifying the ARIMA Model | ||
| Uses the X-13ARIMA-SEATS TRAMO-based method to choose a model | AUTOMDL | |
| Chooses a regARIMA model from a set that you specify | PICKMDL | |
| Specifies the ARIMA part of the model | ARIMA | MODEL= |
| Specifying Automatic Model Detection Options | ||
| Specifies the maximum orders of ARMA polynomials | AUTOMDL | MAXORDER= |
| Specifies the maximum orders of differencing | AUTOMDL | MAXDIFF= |
| Specifies the estimation method for identifying difference orders | AUTOMDL | DIFFID= |
| Specifies the maximum number of iterations for exact likelihood for DIFFID=EXACTFIRST | AUTOMDL | DIFFIDITER= |
| Specifies the fixed orders of differencing | AUTOMDL | DIFFORDER= |
| Suppresses fitting of a constant parameter | AUTOMDL | NOINT |
| Specifies the preference for balanced models | AUTOMDL | BALANCED |
| Specifies Hannan-Rissanen initial estimation | AUTOMDL | HRINITIAL |
| Specifies default model acceptance based on Ljung-Box Q | AUTOMDL | ACCEPTDEFAULT |
| Specifies the acceptance value for Ljung-Box Q | AUTOMDL | LJUNGBOXLIMIT= |
| Specifies the percentage by which to reduce the outlier critical value | AUTOMDL | REDUCECV= |
| Specifies the critical value for ARMA coefficients | AUTOMDL | ARMACV= |
| Model Diagnostics | ||
| Examines the regARIMA model residuals | CHECK | |
| Specifying Seasonal Adjustment Options | ||
| Specifies seasonal adjustment | X11 | |
| Specifies the mode of seasonal adjustment decomposition | X11 | MODE= |
| Specifies the seasonal filter | X11 | SEASONALMA= |
| Specifies the sigma limits | X11 | SIGMALIM= |
| Specifies the Henderson trend filter | X11 | TRENDMA= |
| Specifies the D11 calculation method | X11 | TYPE= |
| Specifies the adjustment factors to remove from final seasonally adjusted series | X11 | FINAL= |
| Specifies a method for reconciling the seasonally adjusted series to the original series | X11 | FORCE= |
| Specifies that SEATS seasonal decomposition be output to a data set | SEATSDECOMP | OUT= |
Last updated: December 20, 2021