## MACURVES Statement

**MACURVES** * month=option ...;*

The MACURVES statement specifies the length of the
moving average curves for estimating the seasonal
factors for any month. This statement can be used
only with monthly time series data.

The *month*=*option* specifications
consist of the month name (or the first three
letters of the month name), an equal sign, and
one of the following option values.

- '3'
- specifies a three-term moving average for the month

- '3X3'
- specifies a three-by-three moving average

- '3X5'
- specifies a three-by-five moving average

- '3X9'
- specifies a three-by-nine moving average

- STABLE
- specifies a stable seasonal factor
(average of all values for the month)

For example, the statement

macurves jan='3' feb='3x3' march='3x5' april='3x9';

uses a three-term moving average to estimate
seasonal factors for January, a 3x3 ( a three-term
moving average of a three term moving average) for
February, a 3x5 ( a three-term
moving average of a five-term moving average) for
March, and a 3x9 ( a three-term
moving average of a nine-term moving average) for
April.

The numeric values used for the weights of the
various moving averages and a discussion of the
derivation of these weights are given in
U.S. Bureau of Census, 1967. A general discussion
of moving average weights is given in Dagum, 1985.

If the specification for a month is omitted,
the X11 procedure uses a three-by-three moving average
for the first estimate of each iteration and a three-by-five
average for the second estimate.

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.