Working with Time Series Data


This chapter discusses working with time series data in the SAS System. The following topics are included:

  • dating time series and working with SAS date and datetime values

  • subsetting data and selecting observations

  • storing time series data in SAS data sets

  • specifying time series periodicity and time intervals

  • plotting time series

  • using calendar and time interval functions

  • computing lags and other functions across time

  • transforming time series

  • transposing time series data sets

  • interpolating time series

  • reading time series data recorded in different ways

In general, this chapter focuses on using features of the SAS programming language and not on features of SAS/ETS software. However, since SAS/ETS procedures are used to analyze time series, understanding how to use the SAS programming language to work with time series data is important for the effective use of SAS/ETS software.

You do not need to read this chapter to use SAS/ETS procedures. If you are already familiar with SAS programming you might want to skip this chapter, or you can refer to sections of this chapter for help on specific time series data processing questions.