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Working with Time Series Data
Working with Time Series Data
Overview
Time Series and SAS Data Sets
Introduction
Reading a Simple Time Series
Dating Observations
SAS Date, Datetime, and Time Values
Reading Date and Datetime Values with Informats
Formatting Date and Datetime Values
The Variables DATE and DATETIME
Sorting by Time
Subsetting Data and Selecting Observations
Subsetting SAS Data Sets
Using the WHERE Statement with SAS Procedures
Using SAS Data Set Options
Storing Time Series in a SAS Data Set
Standard Form of a Time Series Data Set
Several Series with Different Ranges
Missing Values and Omitted Observations
Cross-Sectional Dimensions and BY Groups
Interleaved Time Series
Output Data Sets of SAS/ETS Procedures
Time Series Periodicity and Time Intervals
Specifying Time Intervals
Using Intervals with SAS/ETS Procedures
Time Intervals, the Time Series Forecasting System, and the Time Series Viewer
Plotting Time Series
Using the Time Series Viewer
Using PROC SGPLOT
Using PROC PLOT
Using PROC TIMEPLOT
Using PROC GPLOT
Calendar and Time Functions
Computing Dates from Calendar Variables
Computing Calendar Variables from Dates
Converting between Date, Datetime, and Time Values
Computing Datetime Values
Computing Calendar and Time Variables
Interval Functions INTNX and INTCK
Incrementing Dates by Intervals
Alignment of SAS Dates
Computing the Width of a Time Interval
Computing the Ceiling of an Interval
Counting Time Intervals
Checking Data Periodicity
Filling In Omitted Observations in a Time Series Data Set
Using Interval Functions for Calendar Calculations
Lags, Leads, Differences, and Summations
The LAG and DIF Functions
Multiperiod Lags and Higher-Order Differencing
Percent Change Calculations
Leading Series
Summing Series
Transforming Time Series
Log Transformation
Other Transformations
The EXPAND Procedure and Data Transformations
Manipulating Time Series Data Sets
Splitting and Merging Data Sets
Transposing Data Sets
Time Series Interpolation
Interpolating Missing Values
Interpolating to a Higher or Lower Frequency
Interpolating between Stocks and Flows, Levels and Rates
Reading Time Series Data
Reading a Simple List of Values
Reading Fully Described Time Series in Transposed Form
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