Tomasz <zombek_1@YAHOO.COM> wrote: > 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.

Perhaps you were looking in the SAS Online Help instead of the "SAS Online Documentation". Because the SAS Online docs have a *ton* of stuff on this. If you don't have access to the SAS Online Docs, you should first complain to whoever provides you with SAS. Then you should go to:

http://v8doc.sas.com/sashtml/main.htm

and sign up to get a free username and password to read to your heart's content. In particular, the PROC X11 documentaiton has a *lot* of material on the details under the hood, as well as plenty of references. Here are a few refs to get you started:

Cleveland, W.P. and Tiao, G.C. (1976), "Decomposition of Seasonal Time Series: A Model for Census X-11 Program," Journal of the American Statistical Association, Vol. 71, No. 355.

Dagum, E.B. (1980), The X-11-ARIMA Seasonal Adjustment Method, Statistics Canada.

Dagum, E.S. (1983), "The X-11-ARIMA Seasonal Adjustment Method," Ottawa: Statistics Canada

Dagum, E.S. and Laniel, N. (1987), "Revisions of Trend Cycle Estimators of Moving Average Seasonal Adjustment Method," Journal of Business and Economic Statistics, Vol. 5, No. 2, pp. 177-189.

Dagum, E.B. (1988), The X11ARIMA/88 Seasonal Adjustment Method, Statistics Canada.

Lothian, J. and Morry M., (1978a), "Selection of Models for the Automated X-11-ARIMA Seasonal Adjustment Program," Statistics Canada.

Monsell, B.C., (1984), "The Substantive Changes in the X-11 Procedure of X-11-ARIMA," Bureau of the Census, Statistical Research Division, SRD Research Report Number Census/SRD/RR-84/10.

U.S. Bureau of the Census, (1967). "The X-11 Variant of the Census Method II Seasonal Adjustment Program," Technical Paper No. 15, 1967 revision. U.S. Government Printing Office, Washington, D.C.

U.S. Bureau of the Census (1969), X-11 Information for the User, U.S. Department of Commerce, Washington, DC: Government Printing Office.

The Online Docs in the PROC X11 documentation have (under the "Details"

section, and entire subsection entitled "Details of Model Selection" which

has what you want.

HTH, David -- David Cassell, CSC Cassell.David@epa.gov Senior computing specialist mathematical statistician