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