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The TIMESERIES Procedure

OUTSSA= Data Set

The OUTSSA= data set contains the variables that are specified in the BY statement in addition to the variables listed below. The OUTSSA= data set records the singular spectrum analysis (SSA) for each variable specified in a VAR statement (not the CROSSVAR statement).

When the SSA statement TRANSPOSE=NO option is omitted or specified explicitly, the variable names are related to singular spectrum analysis specified in the SSA statement, and the variable values are related to the INTERVAL= option in the ID statement and the SEASONALITY= option in the PROC TIMESERIES statement.

_NAME_

variable name

_TIMEID_

time ID values

_CYCLE_

cycle index

_SEASON_

seasonal index

ORIGINAL

original series values

_GROUP_

SSA result groups

The _GROUP_ decomposition components are computed for each time period.

When the SSA statement TRANSPOSE=YES option is specified, the variable values are related to singular spectrum analysis specified in the SSA statement, and the variable names are related to the INTERVAL= option in the ID statement, the SEASONALITY= option in the PROC TIMESERIES statement, or the NPERIODS= option in the SSA statement. The following variables are written to a transposed OUTSSA= data set:

_NAME_

variable name

_GROUP_

group number

PERIOD

SSA group value for time period

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