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The X11 Procedure

Example 21.2: Components Estimation - Quarterly Data

This example is similar to Example 21.1, except quarterly data is used. Tables B1, the original series, and D11, the final seasonally adjusted series, are printed by the TABLES statement. The OUTPUT statement writes the listed tables to an output data set.

   data quarter;
      input date yyq6. +1 fy35rr 5.2;
      format date yyq6.;
   datalines;
   1971Q1 6.59
   1971Q2 6.01
   1971Q3 6.51
   1971Q4 6.18
   1972Q1 5.52
   1972Q2 5.59
   1972Q3 5.84
   1972Q4 6.33
   1973Q1 6.52
   1973Q2 7.35
   1973Q3 9.24
   1973Q4 10.08
   1974Q1 9.91
   1974Q2 11.15
   1974Q3 12.40
   1974Q4 11.64
   1975Q1 9.94
   1975Q2 8.16
   1975Q3 8.22
   1975Q4 8.29
   1976Q1 7.54
   1976Q2 7.44
   1976Q3 7.80
   1976Q4 7.28
   run;
   
   proc x11 data=quarter;
      var fy35rr;
      quarterly date=date;
      tables b1 d11;
      output out=out b1=b1 d10=d10 d11=d11 d12=d12 d13=d13;
   run;

Output 21.2.1: Printed Output of PROC X11 Quarterly Example
 
The X11 Procedure

X-11 Seasonal Adjustment Program
U. S. Bureau of the Census
Economic Research and Analysis Division
November 1, 1968
 
The X-11 program is divided into seven major parts.
Part Description
A. Prior adjustments, if any
B. Preliminary estimates of irregular component weights
and regression trading day factors
C. Final estimates of above
D. Final estimates of seasonal, trend-cycle and
irregular components
E. Analytical tables
F. Summary measures
G. Charts
 
Series - fy35rr
Period covered - 1st Quarter 1971 to 4th Quarter 1976
 

 


The X11 Procedure
Seasonal Adjustment of - fy35rr

B1 Original Series
Year 1st 2nd 3rd 4th Total
1971 6.590 6.010 6.510 6.180 25.290
1972 5.520 5.590 5.840 6.330 23.280
1973 6.520 7.350 9.240 10.080 33.190
1974 9.910 11.150 12.400 11.640 45.100
1975 9.940 8.160 8.220 8.290 34.610
1976 7.540 7.440 7.800 7.280 30.060
Avg 7.670 7.617 8.335 8.300  

Total: 191.53 Mean: 7.9804 S.D.: 1.9424


 
The X11 Procedure
Seasonal Adjustment of - fy35rr

D11 Final Seasonally Adjusted Series
Year 1st 2nd 3rd 4th Total
1971 6.877 6.272 6.222 5.956 25.326
1972 5.762 5.836 5.583 6.089 23.271
1973 6.820 7.669 8.840 9.681 33.009
1974 10.370 11.655 11.855 11.160 45.040
1975 10.418 8.534 7.853 7.947 34.752
1976 7.901 7.793 7.444 6.979 30.116
Avg 8.025 7.960 7.966 7.969  

Total: 191.51 Mean: 7.9797 S.D.: 1.9059

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