X12APROP - X11 Seasonal Adjustment and X12-ARIMA Model properties

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

Syntax

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