The SIMILARITY Procedure |
Time Series Differencing |
After optionally transforming the series, the accumulated series can be simply or seasonally differenced using the INPUT or TARGET statement DIF= and SDIF= option. Simple and seasonal differencing are useful when you want to detrend or deseasonalize the time series before computing the similarity measures.
For example, suppose is a monthly time series, the following examples of the DIF= and SDIF= options demonstrate how to simply and seasonally difference the time series.
DIF=(1,3) specifies first, then third, order differencing. SDIF=(1,3) specifies first, then third, order seasonal differencing.
Additionally, assuming that is strictly positive, the INPUT or TARGET statement TRANSFORM= option and the DIF= and SDIF= options can be combined.
Note: This procedure is experimental.
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