Returns the current option status (e.g., transformation function, outliers) of a given X-12-ARIMA model.

## Syntax

**X12APROP** (**model**, property)

**Model**- Required. Is a unique identifier that designates an X-12-ARIMA model created earlier with the X12 Wizard.
**Property**- Optional. Is an identifier of the X12 property (1 = Transform, 2 = Td, 3 = Easter, 4 = Const, ...). For a complete list, refer to the help file.
Value Property 1 Transform ( **default**).2 Prior adjustment for trading day effect (Td). 3 Prior adjustment for Easter moving holiday effect. 4 Constant/Intercept in the prior-adjustment regression. 6 Prior adjustment for Additive Outlier (AO). 7 Prior adjustment for LS Outlier. 8 Prior adjustment for TC Outlier. 9 Setting for the LS Run. 10 Seasonal adjustment filter selection (e.g., X11, calendar, none). 11 X11 filter options. 12 X11 filter mode. 13 ARIMA modeling mode (e.g., auto select or manual). 14 (Manual), order of the non-seasonal AR component (p). 15 (Manual), non-seasonal difference order (d). 16 (Manual), order of the non-seasonal MA component (q). 17 (Manual), order of the seasonal AR component (P). 18 (Manual), seasonal difference order (D). 19 (Manual), order of the seasonal MA component (Q). 20 Forecast horizon in years.

* *Warning

X12APROP(.) function is deprecated as of version 1.67: use the X13AS(.) function instead.

## Remarks

- The underlying model is described here.
- If the model identifier is invalid or not recognized, the function returns "#VALUE!"
- If the property's identifier is not recognized, the function returns returns #VALUE!.

## Files Examples

## Related Links

## References

- James Douglas Hamilton; Time Series Analysis, Princeton University Press; 1st edition(Jan 11, 1994), ISBN: 691042896.
- Tsay, Ruey S.; Analysis of Financial Time Series, John Wiley & SONS; 2nd edition(Aug 30, 2005), ISBN: 0-471-690740.

## Comments

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