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;
title "SSA of AIR Data";
proc timeseries data=sashelp.air print=ssa plot=ssa;
id date interval=month;
var air;
ssa / length=12 GROUPS=AUTO(3);
run;