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SAS for Forecasting Time Series, Third Edition, 3rd Edition
book

SAS for Forecasting Time Series, Third Edition, 3rd Edition

by John C. Brocklebank, David A. Dickey, Bong Choi
March 2018
Beginner to intermediate content levelBeginner to intermediate
384 pages
12h 2m
English
SAS Institute
Content preview from SAS for Forecasting Time Series, Third Edition, 3rd Edition

Chapter 8: Adjustment for Seasonality with PROC X13

8.1 Introduction

8.2 The X-11 Method

8.2.1 Moving Averages

8.2.2 Outline of the X-11 Method

8.2.3 Basic Seasonal Adjustment Using the X-11 Method

8.2.4 Tests for Seasonality

8.3 regARIMA Models and TRAMO

8.3.1 regARIMA Models

8.3.2 Automatic Selection of ARIMA Orders

8.4 Data Examples

8.4.1 Airline Passengers Revisited

8.4.3 Employment in the United States

8.1 Introduction

The X13 procedure is an adaptation from SAS of the X-13ARIMA-SEATS seasonal adjustment program developed by the U.S. Bureau of the Census. Although it has many functionalities, the main purpose of the procedure is to seasonally adjust monthly or quarterly time series data. Denote by Yt the observed response at time t. Then, ...

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Publisher Resources

ISBN: 9781629605449