The TIMESERIES Procedure

Functional Summary

Table 33.1 summarizes the statements and options that control the TIMESERIES procedure.

Table 33.1: TIMESERIES Functional Summary

Description	Statement	Option
Statements
Specifies BY-group processing	BY
Specifies variables to analyze	VAR
Specifies cross variables to analyze	CROSSVAR
Specifies the time ID variable	ID
Specifies correlation options	CORR
Specifies cross-correlation options	CROSSCORR
Specifies decomposition options	DECOMP
Specifies seasonal statistics options	SEASON
Specifies spectral analysis options	SPECTRA
Specifies SSA options	SSA
Specifies trend statistics options	TREND
Data Set Options
Specifies the input data set	PROC TIMESERIES	DATA=
Specifies the output data set	PROC TIMESERIES	OUT=
Specifies the correlations output data set	PROC TIMESERIES	OUTCORR=
Specifies the cross-correlations output data set	PROC TIMESERIES	OUTCROSSCORR=
Specifies the decomposition output data set	PROC TIMESERIES	OUTDECOMP=
Specifies the SAS log output data set	PROC TIMESERIES	OUTPROCINFO=
Specifies the seasonal statistics output data set	PROC TIMESERIES	OUTSEASON=
Specifies the spectral analysis output data set	PROC TIMESERIES	OUTSPECTRA=
Specifies the SSA output data set	PROC TIMESERIES	OUTSSA=
Specifies the summary statistics output data set	PROC TIMESERIES	OUTSUM=
Specifies the trend statistics output data set	PROC TIMESERIES	OUTTREND=
Accumulation and Seasonality Options
Specifies the accumulation frequency	ID	INTERVAL=
Specifies the length of seasonal cycle	PROC TIMESERIES	SEASONALITY=
Specifies the interval alignment	ID	ALIGN=
Specifies the interval boundary alignment	ID	BOUNDARYALIGN=
Specifies that time ID variable values not be sorted	ID	NOTSORTED
Specifies the starting time ID value	ID	START=
Specifies the ending time ID value	ID	END=
Specifies the accumulation statistic	ID, VAR, CROSSVAR	ACCUMULATE=
Specifies missing value interpretation	ID, VAR, CROSSVAR	SETMISSING=
Time-Stamped Data Seasonal Statistics Options
Specifies the form of the output data set	SEASON	TRANSPOSE=
Fourier Spectral Analysis Options
Specifies whether to adjust to the series mean	SPECTRA	ADJUSTMEAN=
Specifies confidence limits	SPECTRA	ALPHA=
Specifies the kernel weighting function	SPECTRA	PARZEN \| BARTLETT \| TUKEY
		\| TRUNC \| QS
Specifies the domain where kernel functions apply	SPECTRA	DOMAIN=
Specifies the constant kernel scale parameter	SPECTRA	C=
Specifies the exponent kernel scale parameter	SPECTRA	EXPON=
Specifies the periodogram weights	SPECTRA	WEIGHTS
Singular Spectrum Analysis Options
Specifies whether to adjust to the series mean	SSA	ADJUSTMEAN=
Specifies the grouping of principal components	SSA	GROUPS=
Specifies the window length	SSA	LENGTH=
Specifies the number of time periods in the transposed output	SSA	NPERIODS=
Specifies the division between principal component groupings	SSA	THRESHOLDPCT
Specifies that the output be transposed	SSA	TRANSPOSE=
Time-Stamped Data Trend Statistics Options
Specifies the form of the output data set	TREND	TRANSPOSE=
Specifies the number of time periods to be stored	TREND	NPERIODS=
Time Series Transformation Options
Specifies simple differencing	VAR, CROSSVAR	DIF=
Specifies seasonal differencing	VAR, CROSSVAR	SDIF=
Specifies transformation	VAR, CROSSVAR	TRANSFORM=
Time Series Correlation Options
Specifies the list of lags	CORR	LAGS=
Specifies the number of lags	CORR	NLAG=
Specifies the number of parameters	CORR	NPARMS=
Specifies the form of the output data set	CORR	TRANSPOSE=
Time Series Cross-Correlation Options
Specifies the list of lags	CROSSCORR	LAGS=
Specifies the number of lags	CROSSCORR	NLAG=
Specifies the form of the output data set	CROSSCORR	TRANSPOSE=
Time Series Decomposition Options
Specifies the mode of decomposition	DECOMP	MODE=
Specifies the Hodrick-Prescott filter parameter	DECOMP	LAMBDA=
Specifies the number of time periods to be stored	DECOMP	NPERIODS=
Specifies the form of the output data set	DECOMP	TRANSPOSE=
Printing Control Options
Specifies the time ID format	ID	FORMAT=
Specifies which output to print	PROC TIMESERIES	PRINT=
Specifies that detailed output be printed	PROC TIMESERIES	PRINTDETAILS
Miscellaneous Options
Specifies that analysis variables be processed in sorted order	PROC TIMESERIES	SORTNAMES
Limits error and warning messages	PROC TIMESERIES	MAXERROR=
ODS Graphics Options
Specifies the cross-variable graphical output	PROC TIMESERIES	CROSSPLOTS=
Specifies the variable graphical output	PROC TIMESERIES	PLOTS=