The SASEFAME Interface Engine

Structure of a SAS Data Set That Contains Time Series Data

The SAS System represents time series data in a two-dimensional array, called a SAS data set, whose columns correspond to series variables and whose rows correspond to measurements of these variables at certain time periods. The time periods at which observations are recorded can be included in the data set as a time ID variable. The SASEFAME engine provides a time ID variable named DATE. The DATE variable can be represented by any of the time intervals shown in the section Mapping Fame Frequencies to SAS Time Intervals.