Working with Time Series Data

Using Intervals with SAS/ETS Procedures

SAS/ETS procedures use the date or datetime interval and the ID variable in the following ways:

  • to validate the data periodicity. The ID variable is used to check the data and verify that successive observations have valid ID values that correspond to successive time intervals.

  • to check for gaps in the input observations. For example, if INTERVAL=MONTH and an input observation for January 1990 is followed by an observation for April 1990, there is a gap in the input data with two omitted observations.

  • to label forecast observations in the output data set. The values of the ID variable for the forecast observations after the end of the input data set are extrapolated according to the frequency specifications of the INTERVAL= option.