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Hi!
I am a new on this SAS forum and hope to find the solution for my
problem. I know that SAS X-11 Seasonal Adjustment Method can handle
calendar effects in time series.
When I apply following code on my data set "test":
proc x11 data=test;
monthly date=date additive tdregr=adjust;
var sales;
output a1=oryginal_series d5=seasonal_factors
d13=final_irreg_series
c16=final_trading_day_factors;
run;
I got table with all components of time series. In the column
"final_trading_day_factors" I have trading day factors which
are.....what? How can I explain them? Is there any good literature on
that subject, especially on how to implement it in SAS software? SAS
online doc is rather poor on that topic.
Tomasz
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