X12ACOMP - X12-ARIMA Output Time Series

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


X12ACOMP (model, step, component)

Required. Is a unique identifier that designates an X-12-ARIMA model created earlier with the X12 Wizard.
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.
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).


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


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

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