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
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_
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variable name
- _TIMEID_
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time ID values
- _CYCLE_
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cycle index
- _SEASON_
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seasonal index
- ORIGINAL
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original series values
- _GROUPi_
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SSA result groups
The _GROUPi_ 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_
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variable name
- _GROUP_
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group number
- PERIODt
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SSA group value for time period t