Date:         Tue, 8 Oct 1996 12:29:38 -0700
Reply-To:     Brent Johnson <brent_johnson@CCM.SC.INTEL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         Brent Johnson <brent_johnson@CCM.SC.INTEL.COM>
Organization: Intel Corp
Subject:      De-trending a time-series? Proc X11??

An economist-friend mentioned a de-trending procedure used by the US Dept of
Commerce to remove the trend
component in a time series.  Is anyone familiar with this?  Is the procedure
contained in any current SAS PROC?
 
I checked PROC X11 (ETS manual) and note that the moving average component is
isolated and output (table D12).
This makes intuitive sense as a trend element.  Does anyone know if this indeed
is what the Dept of Commerce
uses in de-trending?
 
Any suggestions/references are greatly appreciated.
 
Brent Johnson
Intel Corp.