The TIMESERIES Procedure
- Overview
- Getting Started
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Syntax
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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
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Examples
- References
After optionally transforming the series, the accumulated series can be simply or seasonally differenced by using the VAR
and CROSSVAR statement DIF= and SDIF= options. For example, suppose 
is a monthly time series. The following examples of the DIF= and SDIF= options demonstrate how to simply and seasonally difference
the time series.
dif=(1) sdif=(1) dif=(1,12)
Additionally, when is strictly positive and the TRANSFORM=, DIF=, and SDIF= options are combined in the VAR and CROSSVAR statements, the transformation
operation is performed before the differencing operations.