Time Series Analysis With SAS/IML Software

SAS/IML software provides a collection of subroutines related to univariate, multivariate, and fractional time series analysis; It also provides subroutines for Kalman filtering and smoothing. These subroutines can be used in analyzing economic and financial time series. You can develop a model of univariate time series and a model of the relationships between vector time series. The Kalman filter subroutines provide analysis of various time series and are presented as a tool for dealing with state space models. The subroutines provide the following functions:

See Time Series Functions and CALL Subroutines for further details regarding the individual time series subroutines.


Online Documentation Examples