The TIMESERIES Procedure |
OUTDECOMP= Data Set |
The OUTDECOMP= data set contains the variables specified in the BY statement as well as the variables listed below. The OUTDECOMP= data set records the seasonal decomposition/adjustments for each variable specified in a VAR statement (not the CROSSVAR statement).
When the DECOMP statement TRANSPOSE=NO option is omitted or specified explicitly, the variable names are related to decomposition/adjustments specified in the DECOMP statement and the variable values are related to the ID statement INTERVAL= option and the PROC TIMESERIES statement SEASONALITY= option.
variable name
mode of decomposition
time ID values
seasonal index
original series values
trend-cycle component
seasonal-irregular component
seasonal component
seasonal component standard errors
trend-cycle-seasonal component
irregular component
seasonally adjusted series
percent change seasonally adjusted series
trend component
cycle component
The preceding decomposition components are computed for each time period.
When the DECOMP statement TRANSPOSE=YES option is specified, the variable values are related to decomposition/adjustments specified in the DECOMP statement and the variable names are related to the ID statement INTERVAL= option, the PROC TIMESERIES statement SEASONALITY= option, and the DECOMP statement NPERIODS= option.
variable name
mode of decomposition name
decomposition component name
decomposition component label
decomposition component value for time period t
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