Returns the current option status (e.g. transformation function, outliers) of a given X-12-ARIMA model.
- is a unique identifier that designates an X-12-ARIMA model created earlier with the X12 Wizard.
- 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
X12APROP() function is deprecated as of version 1.67: use X13AS function instead.
- 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!.
- 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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