Working with Time Series Data

Checking Data Periodicity

Suppose you have a time series data set and you want to verify that the data periodicity is correct, the observations are dated correctly, and the data set is sorted by date. You can use the INTCK function to compare the date of the current observation with the date of the previous observation and verify that the dates fall into consecutive time intervals.

For example, the following statements verify that the data set USCPI is a correctly dated monthly data set. The RETAIN statement is used to hold the date of the previous observation, and the automatic variable _N_ is used to start the verification process with the second observation.

data _null_;
   set uscpi;
   retain prevdate;
   if _n_ > 1 then
      if intck( 'month', prevdate, date ) ^= 1 then
         put "Bad date sequence at observation number " _n_;
   prevdate = date;