The TIMESERIES Procedure

OUTDECOMP= Data Set

The OUTDECOMP= data set contains the variables specified in the BY statement as well as the variables listed below. The OUTDECOMP= data set records the seasonal decomposition/adjustments for each variable specified in a VAR statement (not the CROSSVAR statement).

When the DECOMP statement TRANSPOSE=NO option is omitted or specified explicitly, the variable names are related to decomposition/adjustments specified in the DECOMP statement and the variable values are related to the ID statement INTERVAL= option and the PROC TIMESERIES statement SEASONALITY= option.

_NAME_: variable name
_MODE_: mode of decomposition
_TIMEID_: time ID values
_SEASON_: seasonal index
ORIGINAL: original series values
TCC: trend-cycle component
SIC: seasonal-irregular component
SC: seasonal component
SCSTD: seasonal component standard errors
TCS: trend-cycle-seasonal component
IC: irregular component
SA: seasonally adjusted series
PCSA: percent change seasonally adjusted series
TC: trend component
CC: cycle component

The preceding decomposition components are computed for each time period.

When the DECOMP statement TRANSPOSE=YES option is specified, the variable values are related to decomposition/adjustments specified in the DECOMP statement and the variable names are related to the ID statement INTERVAL= option, the PROC TIMESERIES statement SEASONALITY= option, and the DECOMP statement NPERIODS= option.

_NAME_: variable name
_MODE_: mode of decomposition name
_COMP_: decomposition component name
_LABEL_: decomposition component label
PERIODt: decomposition component value for time period t