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=