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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.

 

1 REPLY 1
JosvanderVelden
SAS Super FREQ
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

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