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SAS/ETS Examples

Accounting for Missing Observations in Time Series Data


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SAS Program

   /*-----------------------------------------------------------------
     Example: Accounting for Missing Observations in Time Series Data
     Requires: SAS/ETS, SAS/GRAPH
     Version: 9.0
     ------------------------------------------------------------------*/

ods trace on;


data cash;
   input date : monyy. balance @@;
   label balance = "Cash Account Balance";
   format date monyy.;
datalines;
aug95 84 sep95 52 oct95  8 dec95 98 jan96 61 feb96 24 may96 67 jun96 58
aug96 43 sep96  3 oct96 73 nov96 90 dec96 89 jan97 55 feb97 86 mar97 79
apr97 23
;



   proc print data=cash;
      title 'Cash Account Balances - Original Data';
   run;



   proc expand data=cash out=cash2 to=month method=none;
      id date;
   run;

   proc print data=cash2;
      title 'Cash Account Balances - Expanded Data';
   run;



   data graph;
      set cash2;
      if balance=. then unknown=98;
   run;

   proc gplot data=graph;
      plot balance*date unknown*date / overlay vaxis=axis2
                                       href='01nov95'd
                                       href='01mar96'd
                                       href='01apr96'd
                                       href='01jul96'd
                                       chref=red lhref=2
                                       cframe=ligr;
      title1 "Plot of Cash Balance at Beginning of Month" h=3;
      axis2 label=(angle=90 'Cash Account Balance');
      symbol1 c=blue  interpol=join value=star;
      symbol2 c=black interpol=none font=complex h=7 value="?";
   run;
   quit;