The TSCSREG Procedure

The ID statement is used to specify variables in the input data set that identify the cross section and time period for each observation.

When an ID statement is used, the TSCSREG procedure verifies that the input data set is sorted by the cross section ID variable and by the time series ID variable within each cross section. The TSCSREG procedure also verifies that the time series ID values are the same for all cross sections.

To make sure the input data set is correctly sorted, use PROC SORT with a BY statement with the variables listed exactly as they are listed in the ID statement to sort the input data set. For example,

   proc sort data=a;
      by csid tsid;
   run;

   proc tscsreg data=a;
      id csid tsid;
      ... etc. ...
   run;

If the ID statement is not used, the TS= and CS= options must be specified on the PROC TSCSREG statement. Note that the input data must be sorted by time within cross section, regardless of whether the cross section structure is given by an ID statement or by the options TS= and CS=.

If an ID statement is specified, the time series length T is set to the minimum number of observations for any cross section, and only the first T observations in each cross section are used. If both the ID statement and the TS= and CS= options are specified, the TS= and CS= options are ignored.