For detailed information, see the X11 procedure in SAS/ETS 13.2 User's Guide.

Table Name Description Option

A14 ARIMA backcasts ARIMA statement

A15 ARIMA extrapolation ARIMA statement

B14 Irregular values excluded

from trading day regression

C14 Irregular values excluded

from trading day regression

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 Stable 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

ODS Table Names and the SAS/ETS Procedures That Produce Them 1049

For detailed information, see the X11 procedure in SAS/ETS 13.2 User's Guide.

Table Name Description Option

f2f Average percent change with

regard to sign and standard

over span

E4 Differences or ratios of

annual totals, 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 ARIMA forecasts

A14 ARIMA backcasts

A15 ARIMA extrapolation

ODS Tables Created by the SSPAN Statement

SPR0A_1 S 0.A sliding spans analysis,

number, and 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

1050 Appendix 1 • Output Object Table Names

For detailed information, see the X11 procedure in SAS/ETS 13.2 User's Guide.

Table Name Description Option

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

observation

SPRXA_2 S X.A.2 breakdowns 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 observation

SPR7_X S 7.X sliding spans analysis PRINTALL

Table A1.122 ODS Table Names Produced by the X12 Procedure

For detailed information, see the X12 procedure in SAS/ETS 13.2 User's Guide.

Table Name Description

A1 Original series

A2 Prior-adjustment factors

RegParameterEstimates Regression model parameter estimates

ACF Autocorrelation factors

PACF Partial autorrelation factors

ARMAIterationTolerances Exact ARMA likelihood estimation iteration

tolerances

IterHistory ARMA iteration history

ARMAIterationSummary Exact ARMA likelihood estimation iteration

summary

ODS Table Names and the SAS/ETS Procedures That Produce Them 1051

For detailed information, see the X12 procedure in SAS/ETS 13.2 User's Guide.

Table Name Description

RegressorGroupChiSq Chi-squared tests for groups of regressors

ARMAParameterEstimates Exact ARMA maximum likelihood estimation

AvgFcstErr Average absolute percentage error in

within(out) sample fore(back)casts

Roots (Non)seasonal (AR)MA roots

MLESummary Estimation summary

ForecastCL Forecasts, standard errors, and confidence

limits

MV1 Original series adjusted for missing value

regressors

A6 RegARIMA trading day component

A8 RegARIMA combined outlier component

A8AO RegARIMA AO outlier component

A8LS RegARIMA level change outlier component

A8TC RegARIMA temporary change outlier

component

B1 Prior adjusted or original series

C17 Final weight for irregular components

C20 Final extreme value adjusted factors

D1 Modified original data, D iteration

D7 Preliminary trend cycle, D iteration

D8 Final unmodified S-I ratios

D8A Seasonality tests

D9 Final replacement values for extreme S-I

ratios

D9A Moving seasonality ratio

D10 Final seasonal factors

1052 Appendix 1 • Output Object Table Names

For detailed information, see the X12 procedure in SAS/ETS 13.2 User's Guide.

Table Name Description

D10D Final seasonal difference

D11 Final seasonally adjusted series

D12 Final trend cycle

D13 Final irregular series

D16 Combined adjustment factors

D16B Final adjustment differences

D18 Combined calendar adjustment factors

E4 Ratios of annual totals

E5 Percent changes in original series

E6 Percent changes in final seasonally adjusted

series

E7 Differences in final trend cycle

F2A-I Summary measures

F3 Quality assessment statistics

F4 Day of the week trading day component

factors

G Spectral analysis

ODS Table Names and the SAS/ETS Procedures That Produce Them 1053

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