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The SASEHAVR Interface Engine

Structure of a SAS Data Set Containing Time Series Data

SAS represents time series data in 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 SASEHAVR engine provides a time ID variable called DATE. The DATE variable can be represented in any of the time intervals shown in the section Mapping HAVER Frequencies to SAS Time Intervals.

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