proc x12 on short time series data?

ubshams — Wed, 11 Aug 2021 16:00:07 GMT

Hello SAS Experts,

Following code runs but get error as I only have 10 quarters of data and proc x12 needs 3 years (12 quarters). Any workaround for this?

data have;
input quarter : YYQ6. variable1 variable2 variable3;
cards;
2018Q3 501 500 95
2018Q4 520 502 96
2019Q1 510 502 101
2019Q2 515 400 105
2019Q3 506 402 106
2019Q4 530 400 98
2020Q1 515 399 95
2020Q2 520 399 95
2020Q3 510 399 95
2020Q4 540 399 95
;
run;

proc x12 data=have date= quarter interval=quarter;
var variable1;
x11;
output out = out a1 d10 d11 d12 d13;
run;

But get following errors:

NOTE: This release of the X12 procedure is based on the Census Bureau X-13ARIMA-SEATS Release Version 1.1.
ERROR: Series to be modeled and/or seasonally adjusted must have at least 3 complete years of data.
ERROR: An error was found in PROC X12 input. Processing skipped for variable variable1.

Re: proc x12 on short time series data?

jimbarbour — Wed, 11 Aug 2021 16:31:46 GMT

I am no expert on Proc X12. I am however aware of Dr. Wicklin's (@Rick_SAS) blog post on mean imputation. Perhaps mean imputation could be employed here. However, Dr. Wicklin discusses some drawbacks to mean imputation, so I think be aware of those.

https://blogs.sas.com/content/iml/2017/12/04/mean-imputation-sas.html

I have no idea as to what analyses you are trying to conduct and whether or not mean imputation would invalidate your analyses.

Dr. Wicklin recommends multiple imputation in general: https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.3/statug/statug_mi_overview.htm

Jim

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proc x12 on short time series data?

Re: proc x12 on short time series data?