The TIMEDATA Procedure
- Overview
- Getting Started
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Syntax
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DetailsAccumulationMissing Value InterpretationTime Series TransformationTime Series DifferencingSummary StatisticsProgramming StatementsPredefined SymbolsAuxiliary Data SetsData Set OutputOUT= Data SetOUTARRAY= Data SetOUTPROCINFO= Data SetOUTSCALAR= Data SetOUTSUM= Data Set_STATUS_ Variable ValuesPrinted OutputODS Table NamesODS Graphics Names
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Examples
- References
PROC TIMEDATA Statement
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PROC TIMEDATA options;
The following options can be used in the PROC TIMEDATA statement:
- AUXDATA=SAS-data-set
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names a SAS data set that contains auxiliary input data for the procedure to use for supplying time series variables. See section Auxiliary Data Sets for more information.
- CYCLETYPE=option
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specifies the indexing of each time series with respect to life-cycle. By default, CYCLETYPE=BOL.
The following CYCLETYPE= options are available:
- BOL
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indexes the time series by the beginning of life. The first time value is 1. The following values are incremented by 1.
- MOL
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indexes the time series by the middle of life. The middle time value is zero. The preceding values are decremented by 1. The following values are incremented by 1.
- EOL
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indexes the time series by the end of life. The last time value is 1. The preceding values are incremented by 1.
The CYCLETYPE= option specifies the indexing of the
_CYCLE_variable contained in the OUTARRAY= data set and the predefined array_CYCLE_. - DATA=SAS-data-set
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names the SAS data set that contains the input data from which the procedure creates the time series. If the DATA= option is not specified, the most recently created SAS data set is used.
- LEAD=n
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specifies the number of periods ahead to forecast (forecast lead or horizon) used to extend the data set. The default is LEAD=0.
The LEAD= value is relative to the last observation in the input data set and not to the last nonmissing observation of a particular series.
- MAXERROR=number
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limits the number of warning and error messages that are produced during the execution of the procedure to the specified number. The default is MAXERRORS=50. This option is particularly useful in BY-group processing where it can be used to suppress recurring messages.
- OUT=SAS-data-set
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names the output data set to contain the time series variables specified in the subsequent VAR 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= option 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.
- OUTARRAY=SAS-data-set
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names the output data set to contain the time series vectors listed in the VAR and OUTARRAYS statements.
The OUTARRAY= data set contains the variables specified in the BY, ID, and VAR statements in addition to the arrays that are specified in the OUTARRAYS statements.
- OUTSCALAR=SAS-data-set
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names the output data set to contain the scalar names listed in the OUTSCALARS statements.
The OUTSCALAR= data set contains the variables specified in the BY statement and the scalars that are specified in the OUTSCALARS statements.
- OUTPROCINFO=SAS-data-set
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names the output data set to summarize information in the SAS log, specifically the number of notes, errors, and warnings and the number of series processed, analyses requested, and analyses failed.
- OUTSUM=SAS-data-set
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names the output data set to contain the descriptive statistics. The descriptive statistics are based on the accumulated time series when the ACCUMULATE= option, the SETMISSING= option, or both are specified in the ID or VAR statements. The OUTSUM= data set is particularly useful when analyzing large numbers of series and a summary of the results is needed.
- PLOTS=option | ( options )
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specifies the univariate graphical output desired. By default, the TIMEDATA procedure produces no graphical output. The PLOTS= option produces results that are similar to the data sets shown in parentheses next to the following options:
- ARRAYS
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plots the time series (OUT= data set).
- ALL
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same as PLOTS=(ARRAYS).
For example, PLOTS=ARRAYS plots the time series. The PLOTS= option produces graphical output for these results by using the Output Delivery System (ODS).
- PRINT=option | ( options )
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specifies the printed output desired. By default, the TIMEDATA procedure produces no printed output. The PRINT= option produces results that are similar to the data sets shown in parentheses next to the following options:
- ARRAYS
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prints the arrays table (OUTARRAY= data set).
- SCALARS
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prints the scalars table (OUTSCALAR= data set).
- SUMMARY
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prints the descriptive statistics table for all time series (OUTSUM= data set).
- ALL
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same as PRINT=(ARRAYS SCALARS SUMMARY).
For example, PRINT=SCALARS prints the scalars specified in the OUTSCALARS statement. The PRINT= option produces printed output for these results by using the Output Delivery System (ODS).
- SEASONALITY=number
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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 1 (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.