SAS predefined events are summarized in this section. For complete details about SAS predefined events, see the section “EVENTKEY Statement” in Chapter 8: The HPFEVENTS Procedure in SAS High-Performance Forecasting 12.3: User's Guide.
Table 38.11 shows a summary of the SAS predefined event keywords. Table 38.12 lists the holiday date keywords that can be used as SAS predefined events. Table 38.13 lists the seasonal date keywords that can be used as SAS predefined events.
Table 38.11: Definitions for EVENTKEY Predefined Event Keywords
Variable Name or |
Description |
Qualifier Options |
---|---|---|
Variable Name Format |
||
AO<obs>OBS |
Outlier |
TYPE=POINT VALUE=1 |
AO<date>D |
BEFORE=(DURATION=0) |
|
AO<datetime>DT |
AFTER=(DURATION=0) |
|
LS<obs>OBS |
Level shift |
TYPE=LS VALUE=1 |
LS<date>D |
BEFORE=(DURATION=0) |
|
LS<datetime>DT |
AFTER=(DURATION=ALL) |
|
TLS<obs>OBS<n> |
Temporary level shift |
TYPE=LS VALUE=1 |
TLS<date>D<n> |
BEFORE=(DURATION=0) |
|
TLS<datetime>DT<n> |
AFTER=(DURATION=<n>) |
|
NLS<obs>OBS |
Negative level shift |
TYPE=LS VALUE=–1 |
NLS<date>D |
BEFORE=(DURATION=0) |
|
NLS<datetime>DT |
AFTER=(DURATION=ALL) |
|
CBLS<obs>OBS |
U.S. Census Bureau level shift |
TYPE=LS VALUE=–1 |
CBLS<date>D |
SHIFT=–1 |
|
CBLS<datetime>DT |
BEFORE=(DURATION=ALL) |
|
AFTER=(DURATION=0) |
||
TC<obs>OBS |
Temporary change |
TYPE=TC VALUE=1 |
TC<date>D |
BEFORE=(DURATION=0) |
|
TC<datetime>DT |
AFTER=(DURATION=ALL) |
|
Date pulse |
TYPE=POINT VALUE=1 |
|
BEFORE=(DURATION=0) |
||
AFTER=(DURATION=0) |
||
PULSE=DAY |
||
LINEAR |
Polynomial |
TYPE=LIN |
QUAD |
trends |
TYPE=QUAD |
CUBIC |
TYPE=CUBIC |
|
VALUE=1 BEFORE=(DURATION=ALL) |
||
AFTER=(DURATION=ALL) |
||
The default timing value is the 0 observation. |
||
INVERSE |
Trends |
TYPE=INV |
LOG |
TYPE=LOG |
|
VALUE=1 BEFORE=(DURATION=0) |
||
AFTER=(DURATION=ALL) |
||
The default timing value is the 0 observation. |
||
Seasonal |
TYPE=POINT |
|
PULSE= depends on keyword |
||
VALUE=1 BEFORE=(DURATION=0) |
||
AFTER=(DURATION=0) |
||
Timing values are based on keyword. |
Table 38.12: Holiday Date Keywords and Definitions
Date Keyword |
Definition |
BOXING |
December 26th |
CANADA |
July 1st |
CANADAOBSERVED |
July 1st, or July 2nd if July 1st is a Sunday |
CHRISTMAS |
December 25th |
COLUMBUS |
Second Monday in October |
EASTER |
Easter Sunday |
FATHERS |
Third Sunday in June |
HALLOWEEN |
October 31st |
LABOR |
First Monday in September |
MLK |
Third Monday in January |
MEMORIAL |
Last Monday in May |
MOTHERS |
Second Sunday in May |
NEWYEAR |
January 1st |
THANKSGIVING |
Fourth Thursday in November |
THANKSGIVINGCANADA |
Second Monday in October |
USINDEPENDENCE |
July 4th |
USPRESIDENTS |
Third Monday in February (since 1971) |
VALENTINES |
February 14th |
VETERANS |
November 11th |
VETERANSUSG |
Veterans Day date that is observed by |
U.S. government for |
|
Monday–Friday schedule |
|
VETERANSUSPS |
Veterans Day date that is observed by |
U.S. government for |
|
Monday–Saturday schedule |
|
(U.S. Post Office) |
|
VICTORIA |
Monday on or preceding May 24th |
Table 38.13: Seasonal Date Keywords and Definitions
Date Keyword |
Definition |
SECOND_1, …, SECOND_60 |
Specified second |
MINUTE_1, …, MINUTE_60 |
Beginning of the specified minute |
HOUR_1, …, HOUR_24 |
Beginning of the specified hour |
SUNDAY, …, SATURDAY |
All Sundays, and so on, in the time series |
WEEK_1, …, WEEK_53 |
First day of the th week of the year |
(PULSE=WEEK.n shifts this date for ) |
|
TENDAY_1, TENDAY_4, |
The st of the month |
…, TENDAY_34 |
|
TENDAY_2, TENDAY_5, |
The th of the month |
…, TENDAY_35 |
|
TENDAY_3, TENDAY_6, |
The st of the month |
…, TENDAY_36 |
|
SEMIMONTH_1, SEMIMONTH_3, |
The st of the month |
…, SEMIMONTH_23 |
|
SEMIMONTH_2, SEMIMONTH_4, |
The th of the month |
…, SEMIMONTH_24 |
|
JANUARY, …, DECEMBER |
The 1st of the specified month |
QTR_1, QTR_2, QTR_3, QTR_4 |
The first date of the quarter indicated after the underscore |
(PULSE=QTR.n shifts this date for ) |
|
SEMIYEAR_1, SEMIYEAR_2 |
The first date of the semiyear |
(PULSE=SEMIYEAR.n shifts this date for ) |