Resources

Singular Spectral Analysis of AIR Data

/*--------------------------------------------------------------

                    SAS Sample Library

        Name: tseex05.sas
 Description: Example program from SAS/ETS User's Guide,
              The TIMESERIES Procedure
       Title: Singular Spectral Analysis of AIR Data
     Product: SAS/ETS Software
        Keys: time-stamped transactional data
        PROC: TIMESERIES
       Notes:

--------------------------------------------------------------*/

ods graphics on;

title "SSA of AIR data";

proc timeseries data=sashelp.air plot=ssa;
   id date interval=month;
   var air;
   ssa / length=12 THRESHOLDPCT=80;
run;