Returns the value of an X-12-ARIMA model output component (e.g., trend, seasonal or irregular).

## Syntax

**X12ACOMP** (**model**, step, component)

**Model**- Required. Is a unique identifier that designates an X-12-ARIMA model created earlier with the X12 Wizard.
**Step**- Optional. Is the offset (i.e., index) from the beginning of the original time series sample data. If missing, the step is assumed to be 1.
**Component**- Optional. Is an identifier of the output component (1 = SA (default), 2 = Trend Cycle, 3 = Irregular, 4 = Seasonal Factor, etc.). See the help file for a complete list of the supported components.
Value Component 1 Final seasonally adjusted series (d11) ( **default**).2 Final trend-cycle (d12). 3 Final irregular component (d13). 4 Final seasonal factors (d10). 5 Combined holiday and trading day factors (d18). 6 Combined seasonal and trading day factors (d16).

* *Warning

X12ACOMP(.) function is deprecated as of version 1.67; use the X13ASCOMP(.) function instead.

## Remarks

- The underlying model is described here.
- If the model identifier is invalid or not recognized, the function returns "#VALUE!"
- If the step value is greater than the input data set size, X12COMP returns "#N/A!".
- If the step value is negative, X12ACOMP returns "#VALUE!".
- If the component argument value is not supported, X12ACOMP 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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