Using SAS to implement additional tools
Ketty Attal-Toubert and
Stéphanie Himpens
Insee
22nd of June, 2011
Summary of the cases in which SAS is used
to implement additional tools
› To identify and compute sets of regressors
› To produce a detailed quality report
› To compare quality reports, graphs and results of
seasonal adjustments processed using different sets
of specifications
› To change specifications automatically when they lead
to poor results
› To see immediately what has been changed in the
specifications of a workspace between month M and
M+1
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Computing and identifying sets of regressors
›
We developped a specific way to compute our
calendar regressors which allows us to test different
kinds of hypotheses.
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Computing and identifying sets of regressors
›
›
Automatic choice is made between more than two
sets of regressors.
Available sets depend on the sector of the series to
process.
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Checking quality
›
Grades (numerical values) are computed by SAS
programs.
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Checking quality
The different group of diagnoses are :
› ARIMA modelling quality
› Outlier identification (number of outliers,
concentration)
› Decomposition quality (residual effects,
orthogonality of components)
› History revisions (outlier stability)
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Checking quality
›
Weighted means of grades are computed to give us
an idea of quality of the aggregates (indirect
seasonal adjustment). Results are summed up in an
Excel file :
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Comparing quality and results
›
Files are built to see which series show a decline or
an improvement of its quality.
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Comparing quality and results
›
Files allow us to see immediately the changes in the
specifications between two versions of a workspace.
trend
transformation
ARIMA models
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Number of outliers
Calendar regressors
Comparing quality and results
›
Graphs overlaying results of different versions are
drawed in SAS. It is possible to easily scroll the
results.
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Altering specifications
› It is easy to read and write specifications in SAS.
Series’names
Location of data
Type of data file
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The last columns are left in blank
(ARIMA models are unfixed)
method
Automatic ARIMA modelling is
required
Comparing two sets of specifications
Do they use the same data file ?
Are the two sets of specifications
different or not ?
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Do they share the same options
to find ARIMA models (initial
specifications) ?
Comparing two sets of specifications
Two types of specifications can be compared :
› It is possible to compare results : the models used to
process the series with no care of whether they’re a
result of the treatments or if they were fixed by the
user ?
› It is also possible to compare initial options : which
process leads to this model ?
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