The TIMESERIES Procedure
- Overview
- Getting Started
-
Syntax
-
DetailsAccumulationMissing Value InterpretationTime Series TransformationTime Series DifferencingDescriptive StatisticsSeasonal DecompositionCorrelation AnalysisCross-Correlation AnalysisSpectral Density AnalysisSingular Spectrum AnalysisData Set OutputOUT= Data SetOUTCORR= Data SetOUTCROSSCORR= Data SetOUTDECOMP= Data SetOUTPROCINFO= Data SetOUTSEASON= Data SetOUTSPECTRA= Data SetOUTSSA= Data SetOUTSUM= Data SetOUTTREND= Data Set_STATUS_ Variable ValuesPrinted OutputODS Table NamesODS Graphics Names
-
Examples
- References
OUTSSA= Data Set
The OUTSSA= data set contains the variables that are specified in the BY statement in addition to the variables listed below. The OUTSSA= data set records the singular spectrum analysis (SSA) for each variable specified in a VAR statement (not the CROSSVAR statement).
When the SSA statement TRANSPOSE=NO option is omitted or specified explicitly, the variable names are related to singular spectrum analysis specified in the SSA statement, and the variable values are related to the INTERVAL= option in the ID statement and the SEASONALITY= option in the PROC TIMESERIES statement.
- _NAME_
-
variable name
- _TIMEID_
-
time ID values
- _CYCLE_
-
cycle index
- _SEASON_
-
seasonal index
- ORIGINAL
-
original series values
- _GROUP
_ -
SSA result groups
The _GROUP_ decomposition components are computed for each time period.
When the SSA statement TRANSPOSE=YES option is specified, the variable values are related to singular spectrum analysis specified in the SSA statement, and the variable names are related to the INTERVAL= option in the ID statement, the SEASONALITY= option in the PROC TIMESERIES statement, or the NPERIODS= option in the SSA statement. The following variables are written to a transposed OUTSSA= data set:
- _NAME_
-
variable name
- _GROUP_
-
group number
- PERIOD
-
SSA group value for time period