|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.