Alignment of SAS Dates

SAS date values that are used to identify time series observations produced by SAS/ETS and SAS High-Performance Forecasting procedures are normally aligned with the beginning of the time intervals that correspond to the observations. For example, for monthly data for 1994, the date values that identify the observations are 1Jan94, 1Feb94, 1Mar94, …, 1Dec94.

However, for some applications it might be preferable to use end-of-period dates, such as 31Jan94, 28Feb94, 31Mar94, …, 31Dec94. For other applications, such as plotting time series, it might be more convenient to use interval midpoint dates to identify the observations.

Many SAS/ETS and SAS High-Performance Forecasting procedures provide an ALIGN= option to control the alignment of dates for outputting time series observations. SAS/ETS procedures that support the ALIGN= option are ARIMA, DATASOURCE, ESM, EXPAND, FORECAST, SIMILARITY, TIMESERIES, UCM, and VARMAX. SAS High-Performance Forecasting procedures that support the ALIGN= option are HPFRECONCILE, HPF, HPFDIAGNOSE, HPFENGINE, and HPFEVENTS.

ALIGN=

The ALIGN= option can have the following values:

BEGINNING

specifies that dates be aligned to the start of the interval. This is the default. BEGINNING can be abbreviated as BEGIN, BEG, or B.

MIDDLE

specifies that dates be aligned to the interval midpoint, the average of the beginning and ending values. MIDDLE can be abbreviated as MID or M.

ENDING

specifies that dates be aligned to the end of the interval. ENDING can be abbreviated as END or E.

For information about the calculation of the beginning and ending values of intervals, see the section Beginning Dates and Datetimes of Intervals.