Working with Time Series Data

Time series data can be recorded in many different ways. The section Reading Time Series Data discusses some of the possibilities. The example below shows a simple case.

The following SAS statements read monthly values of the U.S. Consumer Price Index for June 1990 through July 1991. The data set USCPI is shown in Figure 3.1.

```   data uscpi;
input year month cpi;
datalines;
1990  6 129.9
1990  7 130.4

... more lines ...

```
```   proc print data=uscpi;
run;
```

Figure 3.1 Time Series Data
Obs year month cpi
1 1990 6 129.9
2 1990 7 130.4
3 1990 8 131.6
4 1990 9 132.7
5 1990 10 133.5
6 1990 11 133.8
7 1990 12 133.8
8 1991 1 134.6
9 1991 2 134.8
10 1991 3 135.0
11 1991 4 135.2
12 1991 5 135.6
13 1991 6 136.0
14 1991 7 136.2

When a time series is stored in the manner shown by this example, the terms series and variable can be used interchangeably. There is one observation per row and one series/variable per column.

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