Searching for Historical Analogies

/*--------------------------------------------------------------

                    SAS Sample Library

        Name: smyex04.sas
 Description: Example program from SAS/ETS User's Guide,
              The SIMILARITY Procedure
       Title: Searching for Historical Analogies
     Product: SAS/ETS Software
        Keys: similarity measures, time-stamped data
        PROC: SIMILARITY
       Notes:

--------------------------------------------------------------*/

ods graphics on;

data timedata; set sashelp.timedata;
   drop volume;
   recent  = .;
   history = volume;
   if datetime >= '20AUG2000:00:00:00'DT then do;
      recent  = volume;
      history = .;
   end;
run;

proc similarity data=timedata out=_NULL_ outsequence=sequences
                outsum=summary;
   id datetime interval=dtday accumulate=total
               start='27JUL1997:00:00:00'dt
               end='21OCT2000:11:59:59'DT;
   input history / normalize=absolute;
   target recent / slide=season normalize=absolute measure=mabsdev;
run;

data _NULL_; set summary;
   call symput('MEASURE', left(trim(putn(recent,'BEST20.'))));
run;

data result; set sequences;
   by _SLIDE_;
   retain flag 0;
   if first._SLIDE_  then do;
      if (&measure - 0.00001 < _SIM_ < &measure + 0.00001)
      then flag = 1;
   end;
   if flag then output;
   if last._SLIDE_ then flag = 0;
run;

proc timeseries data=result out=_NULL_ crossplot=series;
   id datetime interval=dtday;
   var _TARSEQ_;
   crossvar _INPSEQ_;
run;