The UCM Procedure

ID Statement

  • ID variable INTERVAL=value <ALIGN=value> ;

The ID statement names a numeric variable that identifies observations in the input and output data sets. The ID variable’s values are assumed to be SAS date, time, or datetime values. In addition, the ID statement specifies the frequency associated with the time series. The ID statement options also specify how the observations are aligned to form the time series. If the ID statement is specified, the INTERVAL= option must also be specified. If the ID statement is not specified, the observation number, with respect to the BY group, is used as the time ID. The values of the ID variable are extrapolated for the forecast observations based on the values of the INTERVAL= option.

ALIGN=value

controls the alignment of SAS dates used to identify output observations. The ALIGN= option has the following possible values: BEGINNING | BEG | B, MIDDLE | MID | M, and ENDING | END | E. The default is BEGINNING. The ALIGN= option is used to align the ID variable with the beginning, middle, or end of the time ID interval specified by the INTERVAL= option.

INTERVAL=value

specifies the time interval between observations. This option is required in the ID statement. INTERVAL=value is used in conjunction with the ID variable to check that the input data are in order and have no gaps. The INTERVAL= option is also used to extrapolate the ID values past the end of the input data. For a complete discussion of the intervals supported, please see Chapter 4: Date Intervals, Formats, and Functions.