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The SASEFAME Interface Engine

Structure of a SAS Data Set Containing Time Series Data

SAS requires time series data to be in a specific form recognizable by the SAS System. This form is a two-dimensional array, called a SAS data set, whose columns correspond to series variables and whose rows correspond to measurements of these variables at certain time periods. The time periods at which observations are recorded can be included in the data set as a time ID variable. The SASEFAME engine provides a time ID variable named DATE.

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