A BY statement can be used with PROC TIMESERIES to obtain separate dummy variable definitions for groups of observations defined by the BY variables.

When a BY statement appears, the procedure expects the input data set to be sorted in order of the BY variables.

If your input data set is not sorted in ascending order, use one of the following alternatives:

• Sort the data by using the SORT procedure with a similar BY statement.

• Specify the option NOTSORTED or DESCENDING in the BY statement for the TIMESERIES procedure. The NOTSORTED option does not mean that the data are unsorted but rather that the data are arranged in groups (according to values of the BY variables) and that these groups are not necessarily in alphabetical or increasing numeric order.

• Create an index on the BY variables by using the DATASETS procedure.

For more information about the BY statement, see SAS Language Reference: Concepts. For more information about the DATASETS procedure, see the discussion in the Base SAS Procedures Guide.