USERTYPE , in PROC X13

T_AR — Wed, 11 Jan 2023 12:29:13 GMT

I am trying to understand what does usertype= do in PROC X13 regression statement ? What happens behind the scenes when i specifie diffrent options ?

For example consider this code:

data SALESDATA;

set SASHELP.AIR;

where date<="01dec1959"d;

format date ddmmyy10.;

run;

proc sql noprint;

select avg(day(intnx('MONTH',date,0, 'e'))) into :lom_avg trimmed

from SASHELP.AIR;;

quit;

%put &=lom_avg;

data REGRESSORS(keep=date lom_full lom_centered );

set SASHELP.AIR;

lom_full = day(intnx('MONTH',date,0, 'e'));

lom_centered=lom_full-&lom_avg;

format date ddmmyy10.;

run;

* option 1;

proc x13 data=SALESDATA date=DATE interval=MONTH plots=none;

transform function=log;

regression PREDEFINED =LOM ;

arima model=((0,1,1)(0,1,1));

x11 trendma = 13 ;

output out=out_predef a1 b1 c1 d1 d10 d11 d12;

run;

* option 2;

proc x13 data=SALESDATA auxdata=REGRESSORS date=DATE interval=MONTH plots=none;

transform function=log;

regression uservar=lom_centered / usertype=lom;

arima model=((0,1,1)(0,1,1));

x11 trendma = 13 ;

output out=out_user_lom_c a1 b1 c1 d1 d10 d11 d12;

run;

* option 3;

proc x13 data=SALESDATA auxdata=REGRESSORS date=DATE interval=MONTH plots=none;

transform function=log;

regression uservar=lom_centered / usertype=user;

arima model=((0,1,1)(0,1,1));

x11 trendma = 13 ;

output out=out_user_usr_c a1 b1 c1 d1 d10 d11 d12;

run;

option 1 and 2 yield the same results (for table D11) but it's diffrent from option 3 (usertype=user), and I'd like to understand what's happening in the background of each option of usertype=user.

Can you, please, share what the usertype=user option does?

Checking the documentation of the the Census Bureau (https://www2.census.gov/software/x-13arima-seats/x-13-data/documentation/docx13as.pdf) revealed nothing too.

Re: USERTYPE , in PROC X13

JosvanderVelden — Fri, 20 Jan 2023 10:44:05 GMT

The author for the document "Time Series Research Staff; Center for Statistical Research and Methodology; U. S. Census Bureau" can be reached by sending an email to srd.time.series@census.gov or x12@census.gov. If you don't get a reply here I suggest that you email the author.

Best regards, Jos

topic Re: USERTYPE , in PROC X13 in SAS Forecasting and Econometrics

USERTYPE , in PROC X13

Re: USERTYPE , in PROC X13