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Proc x11 for weekly data

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New Contributor YK1
New Contributor
Posts: 3

Proc x11 for weekly data

 

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,

YK

SAS Employee
Posts: 416

Re: Proc x11 for weekly data

[ Edited ]

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_gettingsta... to get started.

 

Thanks,

Udo

 

 

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