If the ARIMA statement is specified and an ARIMA model is fit to the data, then the Test of Moving Seasonality and the Combined Test for the Presence of Identifiable Seasonality are not printed in Table D8. Only the Test for Stable Seasonality is printed. If the ARIMA statement is removed, all 3 seasonality tests are printed in Table D8.

To circumvent the problem, run PROC X11 twice. The first time, include the ARIMA statement to fit the ARIMA model and extrapolate the series. Output the extrapolated series (Table A1 or B1) to an output data set. Then, run PROC X11 a second time on the extrapolated series without specifying the ARIMA statement. All three seasonality tests will be printed in Table D8 in the second PROC X11 run.