Proc x11 for weekly data

YK1 — Mon, 11 Jan 2016 05:52:39 GMT

Hello SAS support!

I'm just wondering how can I determine seasonality of weekly data using X11.

I've already done using proc x11 with monthly data, but I want to see weekly seasonality to be more elaborate.

Can anyone let me know the way to determine the trend, seasonality, irregularity of weekly data?

thanks in advance!

best,

Re: Proc x11 for weekly data

udo_sas — Mon, 11 Jan 2016 20:14:18 GMT

Hello -

"Seasonal adjustment of weekly data poses special problems because the data are not exactly periodic. The workhorse programs X-12 ARIMA, TRAMO/SEATS, and STAMP, are not suitable." - taken from http://www.jos.nu/Articles/abstract.asp?article=232209

The X11 and X12 (X13) procedures in the SAS/ETS product are based on the Fortran code provided by the U.S. Census Bureau. Because the Census Bureau's X11 and X12 methodologies are limited to monthly and quarterly series, the X11 and X12 procedures in SAS are also limited to these two frequencies. Other procedures that may be of interest to you for decomposing weekly data are the EXPAND, TIMESERIES, and UCM procedures in the SAS/ETS product.

Given the JOS Online Article I'm refering to talks about UCM - you may want to check out http://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/viewer.htm#etsug_ucm_gettingstarted01.htm to get started.

Thanks,

Udo

topic Proc x11 for weekly data in SAS Forecasting and Econometrics

Proc x11 for weekly data

Re: Proc x11 for weekly data