X12ACOMP() function is deprecated as of version 1.67: use X13ASCOMP function instead.
Returns the value of an X-12-ARIMA model output component (e.g. trend, seasonal or irregular).
X12ACOMP(model, step, component)
- is a unique identifier that designates an X-12-ARIMA model (created using the NumXL X12 Wizard).
- 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.
- 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.
Type Desc 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)
- The underlying model is described here.
- If the model identifier is invalid, X12ACOMP 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!"