Storing Time Series in a SAS Data Set

This section discusses aspects of storing time series in SAS data sets. The topics discussed are the standard form of a time series data set, storing several series with different time ranges in the same data set, omitted observations, cross-sectional dimensions and BY groups, and interleaved time series.

Any number of time series can be stored in a SAS data set. Normally, each time series is stored in a separate variable. For example, the following statements augment the USCPI data set read in the previous example with values for the producer price index:

   data usprice;
      input date : monyy7. cpi ppi;
      format date monyy7.;
      label cpi = "Consumer Price Index"
            ppi = "Producer Price Index";
   datalines;
   jun1990 129.9 114.3
   jul1990 130.4 114.5
   
   ... more lines ...   

   proc print data=usprice;
   run;