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Filling In Omitted Observations in a Time Series Data Set

Most SAS/ETS procedures expect input data to be in the standard form, with no omitted observations in the sequence of time
periods. When data are missing for a time period, the data set should contain a missing observation, in which all variables
except the ID variables have missing values.

You can replace omitted observations in a time series data set with missing observations with the EXPAND
procedure.

The following statements create a monthly data set, `OMITTED`

, from data lines that contain records for an intermittent sample of months. (Data values are not shown.) The `OMITTED`

data set is sorted to make sure it is in time order.

data omitted;
input date : monyy7. x y z;
format date monyy7.;
datalines;
jan1991 ...
mar1991 ...
apr1991 ...
jun1991 ...
... etc. ...
;
proc sort data=omitted;
by date;
run;

This data set is converted to a standard form time series data set by the following PROC EXPAND step. The TO= option specifies
that monthly data is to be output, while the METHOD=NONE option specifies that no interpolation is to be performed, so that
the variables X, Y, and Z in the output data set STANDARD will have missing values for the omitted time periods that are filled
in by the EXPAND procedure.

proc expand data=omitted
out=standard
to=month
method=none;
id date;
run;