The TIMESERIES Procedure

Time Series Transformation

There are four transformations available for strictly positive series only. Let $\text{[math]}$ be the original time series, and let $\text{[math]}$ be the transformed series. The transformations are defined as follows:

Log

is the logarithmic transformation.

$\text{[math]}$

Logistic

is the logistic transformation.

$\text{[math]}$

where the scaling factor $\text{[math]}$ is

$\text{[math]}$

and $\text{[math]}$ is the smallest integer greater than or equal to x.

Square root

is the square root transformation.

$\text{[math]}$

Box Cox

is the Box-Cox transformation.

$\text{[math]}$

More complex time series transformations can be performed by using the EXPAND procedure of SAS/ETS.

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