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
| 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