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The TIMESERIES Procedure

Functional Summary

Table 27.1 summarizes the statements and options that control the TIMESERIES procedure.

Table 27.1 TIMESERIES Functional Summary

Description

Statement

Option

Statements

   

specify BY-group processing

BY

 

specify variables to analyze

VAR

 

specify cross variables to analyze

CROSSVAR

 

specify the time ID variable

ID

 

specify correlation options

CORR

 

specify cross-correlation options

CROSSCORR

 

specify decomposition options

DECOMP

 

specify seasonal statistics options

SEASON

 

specify trend statistics options

TREND

 

Data Set Options

   

specify the input data set

PROC TIMESERIES

DATA=

specify the output data set

PROC TIMESERIES

OUT=

specify correlations output data set

PROC TIMESERIES

OUTCORR=

specify cross-correlations output data set

PROC TIMESERIES

OUTCROSSCORR=

specify decomposition output data set

PROC TIMESERIES

OUTDECOMP=

specify seasonal statistics output data set

PROC TIMESERIES

OUTSEASON=

specify summary statistics output data set

PROC TIMESERIES

OUTSUM=

specify trend statistics output data set

PROC TIMESERIES

OUTTREND=

Accumulation and Seasonality Options

   

specify accumulation frequency

ID

INTERVAL=

specify length of seasonal cycle

PROC TIMESERIES

SEASONALITY=

specify interval alignment

ID

ALIGN=

specify that time ID variable values not be sorted

ID

NOTSORTED

specify starting time ID value

ID

START=

specify ending time ID value

ID

END=

specify accumulation statistic

ID, VAR, CROSSVAR

ACCUMULATE=

specify missing value interpretation

ID, VAR, CROSSVAR

SETMISS=

Time-Stamped Data Seasonal Statistics Options

   

specify the form of the output data set

SEASON

TRANSPOSE=


Time-Stamped Data Trend Statistics Options

   

specify the form of the output data set

TREND

TRANSPOSE=

specify the number of time periods to be stored

TREND

NPERIODS=

Time Series Transformation Options

   

specify simple differencing

VAR, CROSSVAR

DIF=

specify seasonal differencing

VAR, CROSSVAR

SDIF=

specify transformation

VAR, CROSSVAR

TRANSFORM=

Time Series Correlation Options

   

specify the list of lags

CORR

LAGS=

specify the number of lags

CORR

NLAG=

specify the number of parameters

CORR

NPARMS=

specify the form of the output data set

CORR

TRANSPOSE=

Time Series Cross-Correlation Options

   

specify the list of lags

CROSSCORR

LAGS=

specify the number of lags

CROSSCORR

NLAG=

specify the form of the output data set

CROSSCORR

TRANSPOSE=

Time Series Decomposition Options

   

specify mode of decomposition

DECOMP

MODE=

specify the Hodrick-Prescott filter parameter

DECOMP

LAMBDA=

specify the number of time periods to be stored

DECOMP

NPERIODS=

specify the form of the output data set

DECOMP

TRANSPOSE=

Printing Control Options

   

specify time ID format

ID

FORMAT=

specify printed output

PROC TIMESERIES

PRINT=

specify detailed printed output

PROC TIMESERIES

PRINTDETAILS

specify univariate graphical output

PROC TIMESERIES

PLOTS=

specify cross-variable graphical output

PROC TIMESERIES

CROSSPLOTS=

Miscellaneous Options

   

specify that analysis variables be processed in sorted order

PROC TIMESERIES

SORTNAMES

limit error and warning messages

PROC TIMESERIES

MAXERROR=

ODS Graphics Options

   

specify the cross-variable graphical output

PROC TIMESERIES

CROSSPLOT=

specify the variable graphical output

PROC TIMESERIES

PLOT=

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