Missing Values
/*--------------------------------------------------------------
SAS Sample Library
Name: autex04.sas
Description: Example program from SAS/ETS User's Guide,
The AUTOREG Procedure
Title: Missing Values
Product: SAS/ETS Software
Keys: autoregression
PROC: AUTOREG
Notes:
--------------------------------------------------------------*/
ods graphics on;
title 'Simulated Time Series with Roots:';
title2 ' (X-1.25)(X**4-1.25)';
title3 'With 15% Missing Values';
data ar;
do i=1 to 550;
e = rannor(12345);
n = sum( e, .8*n1, .8*n4, -.64*n5 ); /* ar process */
y = n;
if ranuni(12345) > .85 then y = .; /* 15% missing */
n5=n4; n4=n3; n3=n2; n2=n1; n1=n; /* set lags */
if i>500 then output;
end;
run;
proc autoreg data=ar partial;
model y = / nlag=(1 4 5) method=ml;
output out=a predicted=p residual=r ucl=u lcl=l alphacli=.01;
run;
data reshape1;
set a;
miss = .;
if r=. then do;
miss = p;
p = .;
end;
run;
title 'Predicted Values and Confidence Limits';
proc sgplot data=reshape1 NOAUTOLEGEND;
band x=i upper=u lower=l;
scatter y=miss x=i/ MARKERATTRS =(symbol=x color=red);
series y=p x=i/markers MARKERATTRS =(color=blue) lineattrs=(color=blue);
run;