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

## Syntax

**X12APROP**(

**model**,

**property**)

**model** is a unique identifier that designates an X-12-ARIMA model created earlier with the X12 Wizard.

**property** is an identifier of the X12 property (1=Transform, 2=td, 3=easter, 4=const, ...). For a complete list, refer to the help file.

Type | Desc |
---|---|

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. autoselect 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 |

## Remarks

- The underlying model is described here.
- If the model's identifier is not recognized, X12APROP returns #VALUE!.
- If the property's identifier is not recognized, X12APROP returns #VALUE!.

## Files Examples

## References

- Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
- Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740

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