The TIMESERIES Procedure
- Overview
- Getting Started
-
Syntax
-
DetailsAccumulationMissing Value InterpretationTime Series TransformationTime Series DifferencingDescriptive StatisticsSeasonal DecompositionCorrelation AnalysisCross-Correlation AnalysisSpectral Density AnalysisSingular Spectrum AnalysisData Set OutputOUT= Data SetOUTCORR= Data SetOUTCROSSCORR= Data SetOUTDECOMP= Data SetOUTFREQ= Data SetOUTPROCINFO= Data SetOUTSEASON= Data SetOUTSPECTRA= Data SetOUTSSA= Data SetOUTSUM= Data SetOUTTREND= Data Set_STATUS_ Variable ValuesPrinted OutputODS Table NamesODS Graphics Names
-
Examples
- References
PROC TIMESERIES Statement
-
PROC TIMESERIES options;
You can specify the following options:
- DATA=SAS-data-set
-
names the SAS data set that contains the input data for the procedure to create the time series. If the DATA= option is not specified, the most recently created SAS data set is used.
- COUNTPLOTS=option | ( options )
-
specifies the count series graphical output to be produced. You can specify the following plotting
:
- COUNTS
-
plots the counts of the discrete values of the time series (OUTFREQ= data set).
- CHISQPROB | CHISQ
-
plots the chi-square probabilities.
- DISTRIBUTION | DIST
-
plots the discrete probability distribution.
- VALUES
-
plots the distinct values of the time series (OUTFREQ= data set).
- ALL
-
is equivalent to PLOTS=(COUNTS CHISQPROB DISTRIBUTION VALUES).
The COUNTPLOTS= option produces graphical results similar to the information contained in the data sets that are listed in parentheses next to the options.
By default, the TIMESERIES procedure produces no graphical output.
- CROSSPLOTS=option | ( options )
-
specifies the cross-variable graphical output to be produced. You can specify the following plotting
:
- SERIES
-
plots the two time series (OUT= data set).
- CCF
-
plots the cross-correlation functions (OUTCROSSCORR= data set).
- ALL
-
is equivalent to PLOTS=(SERIES CCF).
The CROSSPLOTS= option produces results similar to the information contained in the data sets that are listed in parentheses next to the options.
By default, the TIMESERIES procedure produces no graphical output.
- MAXERROR=number
-
limits the number of warning and error messages that are produced during the execution of the procedure to the specified value. This option is particularly useful in BY-group processing, where it can be used to suppress the recurring messages. By default, MAXERRORS=50.
- MAXVARLENGTH
-
specifies that processed variables be set to eight bytes in length. This option exists principally for use when data storage might be a concern.
- OUT=SAS-data-set
-
names the output data set to contain the time series variables that are specified in the subsequent VAR and CROSSVAR statements. If BY variables are specified, they are also included in the OUT= data set. If an ID variable is specified, it is also included in the OUT= data set. The values are accumulated based on the INTERVAL= or the ACCUMULATE= option (or both) in the ID statement. The OUT= data set is particularly useful when you want to further analyze, model, or forecast the resulting time series with other SAS/ETS procedures.
- OUTCORR=SAS-data-set
-
names the output data set to contain the univariate time domain statistics.
- OUTCROSSCORR=SAS-data-set
-
names the output data set to contain the cross-correlation statistics.
- OUTDECOMP=SAS-data-set
-
names the output data set to contain the decomposed or seasonally adjusted time series (or both).
- OUTFREQ=SAS-data-set
-
names the output data set to contain the frequency (count) analysis.
- OUTPROCINFO=SAS-data-set
-
names the output data set to contain information in the SAS log, specifically the number of notes, errors, and warnings and the number of series processed, number of analyses requested, and number of analyses failed.
- OUTSEASON=SAS-data-set
-
names the output data set to contain the seasonal statistics. The statistics are computed for each season as specified by the INTERVAL= option in the ID statement or the SEASONALITY= option in the PROC TIMESERIES statement. The OUTSEASON= data set is particularly useful when analyzing transactional data for seasonal variations.
- OUTSPECTRA=SAS-data-set
-
names the output data set to contain the univariate frequency domain analysis results.
- OUTSSA=SAS-data-set
-
names the output data set to contain the singular spectrum analysis result series.
- OUTSUM=SAS-data-set
-
names the output data set to contain the descriptive statistics. The descriptive statistics are based on the accumulated time series when the ACCUMULATE= or SETMISSING= options are specified in the ID or VAR statements. The OUTSUM= data set is particularly useful when you analyze large numbers of series and you need a summary of the results.
- OUTTREND=SAS-data-set
-
names the output data set to contain the trend statistics. The statistics are computed for each time period as specified by the INTERVAL= option in the ID statement . The OUTTREND= data set is particularly useful when you analyze transactional data for trends.
- PLOTS=option | ( options )
-
specifies the univariate graphical output desired. By default, the TIMESERIES procedure produces no graphical output. You can specify the following plotting options:
- SERIES
-
plots the time series (OUT= data set).
- RESIDUAL
-
plots the residual time series (OUT= data set).
- HISTOGRAM
-
plots a histogram of the time series values
- CYCLES
-
plots the seasonal cycles (OUT= data set).
- CORR
-
plots the correlation panel (OUTCORR= data set).
- ACF
-
plots the autocorrelation function (OUTCORR= data set).
- PACF
-
plots the partial autocorrelation function (OUTCORR= data set).
- IACF
-
plots the inverse autocorrelation function (OUTCORR= data set).
- WN
-
plots the white noise probabilities (OUTCORR= data set).
- DECOMP
-
plots the seasonal adjustment panel (OUTDECOMP= data set).
- TCS
-
plots the trend-cycle-seasonal component (OUTDECOMP= data set).
- TCC
-
plots the trend-cycle component (OUTDECOMP= data set).
- SIC
-
plots the seasonal-irregular component (OUTDECOMP= data set).
- SC
-
plots the seasonal component (OUTDECOMP= data set).
- SA
-
plots the seasonal adjusted component (OUTDECOMP= data set).
- PCSA
-
plots the percent change in the seasonal adjusted component (OUTDECOMP= data set).
- IC
-
plots the irregular component (OUTDECOMP= data set).
- TC
-
plots the trend component (OUTDECOMP= data set).
- CC
-
plots the cycle component (OUTDECOMP= data set).
- PERIODOGRAM<(suboption)>
-
plots the periodogram (OUTSPECTRA= data set). You can specify the following suboptions:
- MAXFREQ=number
-
specifies the maximum frequency in radians to include in the plot.
- MINPERIOD=number
-
specifies the minimum period to include in the plot.
- SPECTRUM<(suboption)>
-
plots the spectral density estimate (OUTSPECTRA= data set). You can specify the following suboptions:
- MAXFREQ=number
-
specifies the maximum frequency in radians to include in the plot.
- MINPERIOD=number
-
specifies the minimum period to include in the plot.
- SSA
-
plots the singular spectrum analysis results (OUTSSA= data set).
- ALL
-
is equivalent to PLOTS=(SERIES HISTOGRAM ACF PACF IACF WN SSA PERIODOGRAM SPECTRUM).
- BASIC
-
is equivalent to PLOTS=(SERIES HISTOGRAM CYCLES CORR DECOMP)
The PLOTS= option produces graphical output for these results by using the Output Delivery System (ODS). The PLOTS= option produces results similar to the data sets listed in parentheses next to the preceding options.
- PRINT=option | ( options )
-
specifies the printed output desired. By default, the TIMESERIES procedure produces no printed output. You can specify the following printing options:
- COUNTS
-
prints the discrete distribution analysis (OUTFREQ= data set). This PRINT=COUNTS is experimental.
- DECOMP
-
prints the seasonal decomposition/adjustment table (OUTDECOMP= data set).
- SEASONS
-
prints the seasonal statistics table (OUTSEASON= data set).
- DESCSTATS
-
prints the descriptive statistics for the accumulated time series (OUTSUM= data set).
- SUMMARY
-
prints the descriptive statistics table for all time series (OUTSUM= data set).
- TRENDS
-
prints the trend statistics table (OUTTREND= data set).
- SSA
-
prints the singular spectrum analysis results (OUTSSA= data set).
- ALL
-
is equivalent to PRINT=(DESCSTATS SUMMARY).
The PRINT= option produces printed output for these results by using the Output Delivery System (ODS). The PRINT= option produces results similar to the data sets listed in parentheses next to the preceding options.
- PRINTDETAILS
-
requests that output specified in the PRINT= option be printed in greater detail.
- SEASONALITY=number
-
specifies the length of the seasonal cycle. For example, SEASONALITY=3 means that every group of three time periods forms a seasonal cycle. By default, the length of the seasonal cycle is one (no seasonality) or the length implied by the INTERVAL= option specified in the ID statement. For example, INTERVAL=MONTH implies that the length of the seasonal cycle is 12.
- SORTNAMES
-
requests that the variables specified in the VAR and CROSSVAR statements be processed in sorted order by the variable names. This option enables the output data sets to be presorted by the variable names.
- VECTORPLOTS=option | ( options )
-
specifies the vector time series graphical output to be produced. You can specify the following plotting
:
- SCALED
-
plots each time series scaled between 0 and 1.
- SERIES
-
plots each time series on a common axis without scaling.
- STACKED
-
plots each time series on stacked thumbnail plots.
- ALL
-
is equivalent to PLOTS=(SCALED SERIES STACKED).
By default, the TIMESERIES procedure produces no graphical output.