The TIMESERIES Procedure
- Overview
- Getting Started
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Syntax
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Details
Accumulation Missing Value Interpretation Time Series Transformation Time Series Differencing Descriptive Statistics Seasonal Decomposition Correlation Analysis Cross-Correlation Analysis Spectral Density Analysis Singular Spectrum Analysis Data Set Output OUT= Data Set OUTCORR= Data Set OUTCROSSCORR= Data Set OUTDECOMP= Data Set OUTPROCINFO= Data Set OUTSEASON= Data Set OUTSPECTRA= Data Set OUTSSA= Data Set OUTSUM= Data Set OUTTREND= Data Set STATUS Variable Values Printed Output ODS Table Names ODS Graphics Names
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Examples
- References
| Time Series Differencing |
After optionally transforming the series, the accumulated series can be simply or seasonally differenced by using the VAR and CROSSVAR statement DIF= and SDIF= options. For example, suppose 
is a monthly time series. The following examples of the DIF= and SDIF= options demonstrate how to simply and seasonally difference the time series.
dif=(1) sdif=(1) dif=(1,12)
Additionally, when is strictly positive and the TRANSFORM=, DIF=, and SDIF= options are combined in the VAR and CROSSVAR statements, the transformation operation is performed before the differencing operations.