The TIMESERIES Procedure

VAR and CROSSVAR Statements

  • VAR variable-list < / options > ;

  • CROSSVAR variable-list < / options > ;

The VAR and CROSSVAR statements list the numeric variables in the DATA= data set whose values are to be accumulated to form the time series.

An input data set variable can be specified in only one VAR or CROSSVAR statement. You can specify any number of VAR and CROSSVAR statements. You can specify the following options for either the VAR and CROSSVAR statement:

ACCUMULATE=option

specifies how the data set observations are to be accumulated within each time period for the variables in the variable-list. If you do not specify the ACCUMULATE= option in the VAR or CROSSVAR statement, accumulation is determined by the ACCUMULATE= option in the ID statement. For more information, see the ACCUMULATE= option in the ID statement.

DIF=( numlist )

specifies the differencing to be applied to the accumulated time series. The list of differencing orders must be separated by spaces or commas. For example, DIF=(1,3) specifies first then third order differencing. Differencing is applied after time series transformation. The TRANSFORM= option is applied before the DIF= option.

SDIF=( numlist )

specifies the seasonal differencing to be applied to the accumulated time series. The list of seasonal differencing orders must be separated by spaces or commas. For example, SDIF=(1,3) specifies first then third order seasonal differencing. Differencing is applied after time series transformation. The TRANSFORM= option is applied before the SDIF= option.

SETMISS=option | number
SETMISSING=option | number

specifies how missing values (either actual or accumulated) are to be interpreted in the accumulated time series for variables in the variable-list. If the SETMISSING= option is not specified in the VAR or CROSSVAR statement, missing values are set based on the SETMISSING= option of the ID statement. For more information, see the SETMISSING= option in the ID statement.

TRANSFORM=transformation

specifies the time series transformation to be applied to the accumulated time series. When you specify the TRANSFORM= option, the time series must be strictly positive. You can specify the following transformations:

NONE

does not apply any transformation.

LOG

logarithmic transformation

SQRT

square-root transformation

LOGISTIC

logistic transformation

BOXCOX(n )

Box-Cox transformation with parameter n where the n is between –5 and 5

By default, TRANSFORM=NONE.