Hi there,   I am forecasting a large number of series using the automatic ARIMA model selection function within the X12 procedure. From what I can tell from the documentation and experimentation, there is no output data set of the forecasts. The only way to extract the data is through the ODS. This is inefficient with so many series. Is there a more efficient way to extract the forecasts from the automatic ARIMA modelling?   ods output ModelEstimation.AutoModel.FinalModelChoice=x12_model_choice; ods output Forecasts.Original.ForecastCL=x12_forecasts; proc x12 data=trend date=series interval=qtr plots=none; var %loopdata; transform function=auto; automdl maxdiff=(1,1) maxorder=(4,1); forecast lead=20; output out=x12_fcs a1; run; Regards,   Sean ... View more

Hello SAS Community,    I am using the TRAMO/SEATS component of the SAS ETS X13 procedure to attempt to extract the long term trend from a time series. However, SAS combines the trend and cycle together in the output. In getting the trend-cycle, both the trend and cycle would have to be extracted through SEATS but these separate series are not provided in the output. Is there an undocumented option to get this output, or some way to access the working sets prior to the output to grab these series?   It's my first time posting so forgive me if I forget standards, I'm happy to answer any follow up questions if it helps you answer my question.   If it helps, here is my code so far: proc x13 data=data date=date interval=qtr ; var series; transform function=auto; automdl maxdiff=(1,1) maxorder=(4,1); outlier; seatsdecomp out=output; run; Thanks,   Sean ... View more