printing SAS data sets, see PRINT procedureprobability functions,51 PROBDF Function Dickey-Fuller test,162 Financial Functions,162 significance probabilities,162 significance probabiliti
Trang 1printing SAS data sets, see PRINT procedure
probability functions,51
PROBDF Function
Dickey-Fuller test,162
Financial Functions,162
significance probabilities,162
significance probabilities for Dickey-Fuller
tests,162
PROBDF function
defined,162
probit
QLIM Procedure,1422
produced by SAS/ETS procedures
output data sets,82
Producer Price Index Survey, see DATASOURCE
procedure
producing
forecasts,2632,2852
producing forecasts,2852
program flow
COMPUTAB procedure,482
program listing
MODEL procedure,1218
program variables
MODEL procedure,1204
programming statements
COMPUTAB procedure,479
Project Management window
forecasting project,2639
properties of the estimates
MODEL procedure,1075
properties of time series,2681
PROTO procedure,50
printing SAS data sets,50
QGARCH model,379
AUTOREG procedure,342
Quadratic GARCH model,379
QLIM Procedure,1422
logit,1422
probit,1422
selection,1422
tobit,1422
QLIM procedure
Bivariate Limited Dependent Variable
Modeling,1454
Box-Cox Modeling,1453
BY groups,1433
Censored Regression Models,1446
Frontier,1450
Heteroscedasticity,1452
Limited Dependent Variable Models,1446
Multivariate Limited Dependent Models,
1457
Ordinal Discrete Choice Modeling,1443 Output,1459
output table names,1465 Selection Models,1455 syntax,1428
Tests on Parameters,1458 Truncated Regression Models,1449 Types of Tobit Model,1447 quadratic
trend curves,2912 Quadratic GARCH model, see QGARCH model quadratic trend,2912
quadrature spectrum cross-spectral analysis,1701 SPECTRA procedure,1701 qualitative variables, see classification variables quasi-Newton
optimization methods,362,524,941 quasi-Newton method,362,524,941 AUTOREG procedure,350 quasi-random number generators MODEL procedure,1179
R convergence measure,1078
R square statistic statistics of fit,2012
R squared MODEL procedure,1077,1084 R-square measure
PANEL procedure,1364 R-square statistic
statistics of fit,2917 SYSLIN procedure,1799 R-squared measure,1364 ramp
interventions,2914 ramp function, see ramp interventions ramp interventions,2914
ramp function,2913 Ramsey’s test, see RESET test random effects model
one-way,1339 two-way,1342 random number functions,51 random walk model
AUTOREG procedure,425 random walk R-square
statistics of fit,2012,2917 random-number functions functions,1208 random-number generating functions MODEL procedure,1208 random-walk with drift tests,234 range of output observations
Trang 2EXPAND procedure,780
RANGE= option in the LIBNAME statement
SASEFAME engine,2520
RANK procedure,50
order statistics,50
Rank Version of von Neumann Ratio test,397
Rank version of von Neumann ratio test,360
Rank Version of von Neumann Ratio test for
Independence,397
Rank version of von Neumann ratio test for
Independence,360
rate adjustment cases
LOAN procedure,890
rates
contrasted with stocks or levels,768
ratio operators,800
rational transfer functions
ARIMA procedure,222
reading
time series data,66,125
reading data files
DATASOURCE procedure,567
reading from a Fame data base
SASEFAME engine,2501
reading from a Haver DLX database
SASEHAVR engine,2556
reading from CRSP data files
SASECRSP engine,2401
reading, with DATA step
time series data,123,124
recommended for time series ID
formats,71
recursive residuals,369,382
reduced form coefficients
SIMLIN procedure,1667,1672,1676
SYSLIN procedure,1801
reference
forecasting models,2736
SGPLOT procedure,87
regression model with ARMA errors
ARIMA procedure,216,218
regressor
definition,531
regressor selection,2856
regressors
forecasting models,2747
specifying,2747
relation to ARMA models
state space models,1747
Remote Fame Access, Using Fame CHLI
SASEFAME engine,2502
remote monitoring
NLO system,185
RENAME in the DATA step
SASEFAME engine,2517 renaming
SAS data sets,49 renaming variables DATASOURCE procedure,576,591 replacing with missing values
omitted observations,102 represented by different series cross sectional dimensions,79 represented with BY groups cross-sectional dimensions,79 reserved words
COMPUTAB procedure,490 RESET test,354
Ramsey’s test,354 RESID variables,1104,1109,1204 residual
plotting,91 residual analysis,2726 residuals, see prediction errors ARIMA procedure,260 AUTOREG procedure,369 FORECAST procedure,851 PANEL procedure,1328 PDLREG procedure,1405 SIMLIN procedure,1666 STATESPACE procedure,1749 structural,369,1405
SYSLIN procedure,1788 response variable,531 restarting the SASEFAME engine SASEFAME engine,2501 RESTRICT statement,364,692,1049 restricted estimates
STATESPACE procedure,1735 restricted estimation,364
linear models,692 nonlinear models,1024,1049,1126 PDLREG procedure,1406
SYSLIN procedure,1789,1790 restricted vector autoregression,1148 restrictions on parameters
MODEL procedure,1148 RETAIN statement
computing lags,107 RETAIN statement and differencing,107 lags,107 root mean square error statistics of fit,2012,2917 row blocks
COMPUTAB procedure,490 ROWxxxxx: label
COMPUTAB procedure,480
Trang 3RPC convergence measure,1078
Runs test,355,396
Runs test for
Independence,355,396
S convergence measure,1078
S matrix
definition,1058
MODEL procedure,1076
S matrix used in estimation,1076
S-iterated methods
MODEL procedure,1077
sample cross covariances
VARMAX procedure,2089,2127
sample cross-correlations
VARMAX procedure,2089,2127
sample data sets,2608,2621
sampling frequency
changing by interpolation,122
of time series,71,84,122
time intervals and,84
sampling frequency of
time series data,84,122
sampling frequency of time series
time intervals,84,122
SAS and CRSP Dates
SASECRSP engine,2416
SAS catalogs, see CATALOG procedure
SAS data sets
contents of,49
copying,49
DATA step,49
moving between computer systems,49
printing,50
renaming,49
sorting,50
structured query language,50
summarizing,49,50
transposing,50
SAS data sets and
time series data,65
SAS DATA step
SASECRSP engine,2402
SASEFAME engine,2501
SASEHAVR engine,2557
SAS Date Format
SASECRSP engine,2416
SAS language features for
time series data,64
SAS macros
BOXCOXAR macro,154
DFPVALUE macro,157
DFTEST macro,158
LOGTEST macro,160
macros,153 SAS options statement, using
VALIDVARNAME=ANY SASEFAME engine,2512,2517 SAS output data set
SASECRSP engine,2415 SASEFAME engine,2508 SASEHAVR engine,2563 SAS representation for
date values,68 datetime values,69 SAS Risk Products,60 SAS source statements,2810 SAS YEARCUTOFF= option DATASOURCE procedure,588 SAS/ETS procedures using
OUTPUT statement,83 SAS/GRAPH software,52 graphics,52
SAS/HPF,52 SAS/IML software,54 IML,54
matrix language,54 SAS/IML Studio software,55 SAS/OR software,55 operations research,55 SAS/QC software,56 statistical quality control,56 SAS/STAT software,53
SASECRSP engine
@CRSPDB Date Informats,2417
@CRSPDR Date Informats,2417
@CRSPDT Date Informats,2417 CONTENTS procedure,2402 Converting Dates Using the CRSP Date Functions,2416
CRSP and SAS Dates,2416 CRSP Date Formats,2416 CRSP Date Functions,2416 CRSP Date Informats,2417 CRSP Integer Date Format,2416 CRSPDB_SASCAL environment variable, 2401
CRSPDCI Date Functions,2418 CRSPDCS Date Functions,2418 CRSPDI2S Date Function,2418 CRSPDIC Date Functions,2418 CRSPDS2I Date Function,2418 CRSPDSC Date Functions,2418 CRSPDT Date Formats,2416 Environment variable, CRSPDB_SASCAL, 2401
LIBNAME statement,2398 reading from CRSP data files,2401
Trang 4SAS and CRSP Dates,2416
SAS DATA step,2402
SAS Date Format,2416
SAS output data set,2415
SETID option,2401
SQL procedure, creating a view,2402
SASEFAME engine
CONTENTS procedure,2501
convert option,2501
creating a Fame view,2500
DOT as a GLUE character,2507
DRI data files in FAME.db ,2500
DRI/McGraw-Hill data files in FAME.db,
2500
DROP in the DATA step,2517
Fame data files,2500
Fame glue symbol named DOT,2512
Fame Information Services Databases,2500
fatal error when reading from a Fame data
base,2501
finishing the Fame CHLI,2501
GLUE symbol,2507
KEEP in the DATA step,2517
LIBNAMElibref SASEHAVR ‘physical
name’ on Windows,2512
LIBNAMElibref SASEHAVR ‘physical
name’on UNIX,2512
LIBNAME interface engine for Fame
databases,2500
LIBNAME statement,2500
main economic indicators (OECD) data files
in FAME.db,2500
national accounts data files (OECD) in
FAME.db,2500
OECD data files in FAME.db,2500
Organization for Economic Cooperation and
Development data files in FAME.db,
2500
Physical Names on Supported hosts,2512
Physical path name syntax for variety of
environments,2512
RANGE= option in the LIBNAME statement,
2520
reading from a Fame data base,2501
Remote Fame Access, Using Fame CHLI,
2502
RENAME in the DATA step,2517
restarting the SASEFAME engine,2501
SAS DATA step,2501
SAS options statement, using
VALIDVARNAME=ANY,2512,2517
SAS output data set,2508
Special characters in SAS Variable names,
the glue symbol DOT,2512
SQL procedure, using clause,2501 SQL procedure,creating a view,2501 Supported hosts,2500
Using CROSSLIST= option to create a view, 2502
Using Fame expressions and Fame functions
in an INSET,2502 Using INSET= option with the CROSSLIST= option to create a view, 2502
Using INSET= option with the KEEPLIST= clause to create a view,2502
Using KEEPLIST clause to create a view, 2502
Using RANGE= option to create a view, 2502
Using WHERE clause with INSET= option
to create a view,2502 Using WILDCARD= option to create a view, 2502
VALIDVARNAME=ANY, SAS option statement,2512,2517
viewing a Fame database,2500 WHERE in the DATA step,2520 SASEHAVR engine
creating a Haver view,2555 frequency option,2556 Haver data files,2555 Haver Information Services Databases,2555 LIBNAME interface engine for Haver databases,2555
LIBNAME statement,2556 Listing the Haver selection keys, OUTSELECT=ON,2557 reading from a Haver DLX database,2556 SAS DATA step,2557
SAS output data set,2563 viewing a Haver database,2555 SASHELP library,2621
saving and restoring forecasting project,2640 Savings,3000
SBC, see Schwarz Bayesian criterion, see
Schwarz Bayesian information criterion scale operators,799
SCAN (Smallest Canonical) correlation method,
248 Schwarz Bayesian criterion ARIMA procedure,254 AUTOREG procedure,383 SBC,254
Schwarz Bayesian information criterion BIC,2917
SBC,2917
Trang 5statistics of fit,2917
seasonal adjustment
time series data,2228,2297
X11 procedure,2228,2234
X12 procedure,2297
seasonal ARIMA model
notation,2909
Seasonal ARIMA model options,2860
seasonal component
X11 procedure,2228
X12 procedure,2297
seasonal dummies,2915
predictor variables,2915
seasonal dummy variables
forecasting models,2767
specifying,2767
seasonal exponential smoothing,2904
smoothing models,2904
seasonal forecasting
additive Winters method,846
FORECAST procedure,843,846
WINTERS method,843
seasonal model
ARIMA model,215
ARIMA procedure,215
seasonal transfer function
notation,2911
seasonal unit root test,250
seasonality
FORECAST procedure,848
testing for,158
seasonality test,2916
seasonality tests,2270
seasonality, testing for
DFTEST macro,158
second difference
DIF function,108
differencing,108
See ordinary differential equations
differential equations,1120
seemingly unrelated regression,1060
cross-equation covariance matrix,1060
joint generalized least squares,1762
SUR estimation method,1762
SYSLIN procedure,1770,1797
Zellner estimation,1762
Seidel method
MODEL procedure,1191
Seidel method with General Form Equations
MODEL procedure,1191
selecting from a list
forecasting models,2685
selection
QLIM Procedure,1422
selection criterion,2838 sequence operators,797 serial correlation correction AUTOREG procedure,320 series
autocorrelations,2723 series adjustments,2895 series diagnostics,2681,2861,2915 series selection,2862
series transformations,2724 set operators,798
SETID option SASECRSP engine,2401 SETMISS operator,793 SEVERITY procedure
BY groups,1514 ODS graph names,1561 SGMM simulated generalized method of
moments,1066 SGPLOT procedure plot axis for time series,87 plotting time series,86 reference,87
time series data,86 Shapiro-Wilk test,1098 normality tests,1098 sharing
forecasting project,2644 Shewhart control charts,56 shifted
time intervals,129 shifted intervals, see time intervals, shifted significance probabilities
Dickey-Fuller test,162 PROBDF Function,162 unit root,162
significance probabilities for Dickey-Fuller test,157 significance probabilities for Dickey-Fuller tests PROBDF Function,162
SIMILARITY procedure
BY groups,1598 ODS graph names,1631 SIMLIN procedure
BY groups,1664 dynamic models,1660,1661,1667,1682 dynamic multipliers,1667,1668
dynamic simulation,1661 EST= data set,1669
ID variables,1665 impact multipliers,1667,1672 initializing lags,1670
interim multipliers,1663,1668,1671,1672 lags,1670
Trang 6linear structural equations,1667
multipliers,1663,1664,1667,1668,1671,
1672
multipliers for higher order lags,1668,1682
output data sets,1670,1671
output table names,1673
predicted values,1661,1666
printed output,1671
reduced form coefficients,1667,1672,1676
residuals,1666
simulation,1661
statistics of fit,1672
structural equations,1667
structural form,1667
total multipliers,1664,1668,1671,1672
TYPE=EST data set,1667
SIMNLIN procedure, see MODEL procedure
simple
data set,2635
simple exponential smoothing,2900
smoothing models,2900
simulated method of moments
GMM,1066
simulated nonlinear least squares
MODEL procedure,1069
simulating
ARIMA model,2788,2882
Simulating from a Mixture of Distributions
examples,1273
simulation
MODEL procedure,1169
of time series,2788,2882
SIMLIN procedure,1661
time series,2788,2882
simultaneous equation bias,1059
SYSLIN procedure,1763
single equation estimators
SYSLIN procedure,1796
single exponential smoothing, see exponential
smoothing
sliding spans analysis,2254
Smallest Canonical (SCAN) correlation method,
248
SMM,1066
GMM,1066
SMM simulated method of moments,1066
smoothing equations,2897
smoothing models,2897
smoothing model specification,2868,2870
smoothing models
calculations,2897
damped-trend exponential smoothing,2903
double exponential smoothing,2901
exponential smoothing,2897
forecasting models,2690,2897 initializations,2898
linear exponential smoothing,2902 missing values,2898
multiplicative seasonal smoothing,2905 predictions,2898
seasonal exponential smoothing,2904 simple exponential smoothing,2900 smoothing equations,2897
smoothing state,2897 smoothing weights,2899 specifying,2690
standard errors,2900 underlying model,2897 Winters Method,2906,2907 smoothing state,2897
smoothing models,2897 smoothing weights,2870,2899 additive-invertible region,2899 boundaries,2899
FORECAST procedure,847 optimizations,2899
smoothing models,2899 specifications,2899 weights,2899 solution mode output MODEL procedure,1181 solution modes
MODEL procedure,1166,1189 SOLVE Data Sets
MODEL procedure,1198 SORT procedure,50
sorting,50 sorting, see SORT procedure forecasting models,2732,2809 SAS data sets,50
time series data,72 sorting by
ID variables,72 Special characters in SAS Variable names, the
glue symbol DOT SASEFAME engine,2512 specification tests
PANEL procedure,1364 specifications
smoothing weights,2899 specifying
adjustments,2750 ARIMA models,2693 combination models,2710 custom models,2700 dynamic regression,2751 Factored ARIMA models,2696 forecasting models,2681
Trang 7level shifts,2760
predictor variables,2739
regressors,2747
seasonal dummy variables,2767
smoothing models,2690
state space models,1726
time ID variable,2877
trend changes,2758
trend curves,2743
SPECTRA procedure
BY groups,1694
Chirp-Z algorithm,1696
coherency of cross-spectrum,1701
cospectrum estimate,1701
cross-periodogram,1701
cross-spectral analysis,1690,1701
cross-spectrum,1701
fast Fourier transform,1696
finite Fourier transform,1690
Fourier coefficients,1701
Fourier transform,1690
frequency,1700
kernels,1697
output data sets,1700
output table names,1702
periodogram,1690,1701
quadrature spectrum,1701
spectral analysis,1690
spectral density estimate,1690,1701
spectral window,1695
white noise test,1699,1702
spectral analysis
SPECTRA procedure,1690
spectral density estimate
SPECTRA procedure,1690,1701
spectral window
SPECTRA procedure,1695
SPLINE method
EXPAND procedure,783
splitting series
time series data,116
splitting time series data sets,116
SQL procedure,50
structured query language,50
SQL procedure, creating a view
SASECRSP engine,2402
SQL procedure, using clause
SASEFAME engine,2501
SQL procedure,creating a view
SASEFAME engine,2501
square root
transformations,2895
square root transformation, see transformations
stable seasonality test,2270 standard errors
smoothing models,2900 standard form
of time series data set,76 standard form of
time series data,76 STANDARD procedure,50 standardized values,50 standardized values, see STANDARD procedure starting dates of
time intervals,99,100 starting values
GARCH model,350 MODEL procedure,1081,1088 state and area employment, hours, and earnings
survey, see DATASOURCE procedure state space model
UCM procedure,1979 state space models
form of,1716 relation to ARMA models,1747 specifying,1726
state vector of,1716 STATESPACE procedure,1716 state transition equation
of a state space model,1717 state vector
of a state space model,1716 state vector of
state space models,1716 state-space representation VARMAX procedure,2105 STATESPACE procedure automatic forecasting,1716
BY groups,1734 canonical correlation analysis,1718,1741 confidence limits,1749
differencing,1735 forecasting,1716,1745
ID variables,1734 Kalman filter,1718 multivariate forecasting,1716 multivariate time series,1716 output data sets,1749,1750 output table names,1752 predicted values,1745,1749 printed output,1751 residuals,1749 restricted estimates,1735 state space models,1716 time intervals,1733 Yule-Walker equations,1738 static simulation,1118
Trang 8MODEL procedure,1118
static simulations
MODEL procedure,1167
stationarity
and state space models,1719
ARIMA procedure,198
nonstationarity,198
of time series,213
prediction errors,2659
testing for,158
VARMAX procedure,2133,2141
stationarity tests,234,250,355
stationarity, testing for
DFTEST macro,158
statistical quality control
SAS/QC software,56
statistics of fit,2011,2653,2662,2872,2916
adjusted R-square,2012,2917
Akaike’s information criterion,2917
Amemiya’s prediction criterion,2917
Amemiya’s R-square,2012,2917
corrected sum of squares,2917
error sum of squares,2917
goodness of fit,2662
goodness-of-fit statistics,2011,2916
mean absolute error,2917
mean absolute percent error,2012,2917
mean percent error,2918
mean prediction error,2918
mean square error,2012
mean squared error,2917
nonmissing observations,2916
number of observations,2916
R square statistic,2012
R-square statistic,2917
random walk R-square,2012,2917
root mean square error,2012,2917
Schwarz Bayesian information criterion,
2917
SIMLIN procedure,1672
uncorrected sum of squares,2917
step
interventions,2913
step function, see step interventions
interpolation of time series,785
intervention model and,220
step interventions,2913
step function,2913
STEP method
EXPAND procedure,785
STEPAR method
FORECAST procedure,840
stepwise autoregression
AUTOREG procedure,332
FORECAST procedure,818,840 stochastic simulation
MODEL procedure,1170 stock data files, see DATASOURCE procedure stocks
contrasted with flow variables,768 stored in SAS data sets
time series data,75 storing programs MODEL procedure,1216 structural
predicted values,369,405,1405 residuals,369,1405
structural change Chow test for,352 structural equations SIMLIN procedure,1667 structural form
SIMLIN procedure,1667 structural predictions
AUTOREG procedure,405 structured query language, see SQL procedure SAS data sets,50
subset model ARIMA model,215 ARIMA procedure,215 AUTOREG procedure,334 subsetting data, see WHERE statement subsetting data files
DATASOURCE procedure,567,580 summarizing
SAS data sets,49,50 summary of
time intervals,131 summary statistics MODEL procedure,1184 summation
higher order sums,113 multiperiod lags and,112,113
of time series,112 summation of
time series data,112,113 Supported hosts
SASEFAME engine,2500 SUR estimation method, see seemingly unrelated
regression Switching Regression example examples,1269
syntax for date values,68 datetime values,69 time intervals,84 time values,69 SYSLIN procedure
Trang 9Basmann test,1787,1802
BY groups,1785
endogenous variables,1764
exogenous variables,1764
full information maximum likelihood,1772,
1797
Fuller’s modification to LIML,1802
instrumental variables,1764
iterated seemingly unrelated regression,1797
iterated three-stage least squares,1797
jointly dependent variables,1764
K-class estimation,1796
lagged endogenous variables,1764
limited information maximum likelihood,
1796
minimum expected loss estimator,1796
ODS graph names,1808
output data sets,1803,1804
output table names,1807
over identification restrictions,1802
predetermined variables,1764
predicted values,1788
printed output,1805
R-square statistic,1799
reduced form coefficients,1801
residuals,1788
restricted estimation,1789,1790
seemingly unrelated regression,1770,1797
simultaneous equation bias,1763
single equation estimators,1796
system weighted MSE,1799
system weighted R-square,1799,1805
tests of hypothesis,1791,1792
three-stage least squares,1770,1797
two-stage least squares,1767,1796
SYSNLIN procedure, see MODEL procedure
system weighted MSE
SYSLIN procedure,1799
system weighted R-square
SYSLIN procedure,1799,1805
systems of
ordinary differential equations (ODEs),1263
systems of differential equations
examples,1263
systems of ordinary differential equations
MODEL procedure,1263
t distribution
GARCH model,380
table cells, direct access to
COMPUTAB procedure,490
table names
UCM procedure,2003
TABULATE procedure,50
tabulating data,50 tabulating data, see TABULATE procedure taxes
LOAN procedure,896 tentative order selection VARMAX procedure,2127 test of hypotheses
nonlinear models,1055 TEST statement,365 testing for
heteroscedasticity,334 seasonality,158 stationarity,158 unit root,158 testing order of differencing,158 testing overidentifying restrictions,1065 tests of hypothesis
SYSLIN procedure,1791,1792 tests of parameters,365,693,1055 tests on parameters
MODEL procedure,1128 TGARCH model,379
AUTOREG procedure,342 Threshold GARCH model,379 The D-method
example,1269 three-stage least squares,1061 3SLS estimation method,1762 SYSLIN procedure,1770,1797 Threshold GARCH model, see TGARCH model time functions,94
time ID creation,2873,2875,2876 time ID variable,2617
creating,2667
ID variable,2617 observation numbers,2671 specifying,2877
time intervals,2623 alignment of,130 ARIMA procedure,263 calendar calculations and,103 ceiling of,101
checking data periodicity,102 counting,98,101
data frequency,2612 date values,128 datetime values,128 ending dates of,100 examples of,134 EXPAND procedure,779 EXPAND procedure and,122 FORECAST procedure,839 frequency of data,2612
Trang 10functions for,97,147
ID values for,99
incrementing dates by,97,98
INTCK function and,98,101
INTERVAL= option and,84
intervals,84
INTNX function and,97
midpoint dates of,100
naming,84,128
periodicity of time series,84,122
plot axis and,87
plot reference lines and,87
sampling frequency of time series,84,122
shifted,129
starting dates of,99,100
STATESPACE procedure,1733
summary of,131
syntax for,84
UCM procedure,1959
use with SAS/ETS procedures,85
VARMAX procedure,2084
widths of,100,780
time intervals and
calendar calculations,103
date values,99
frequency,84,122
sampling frequency,84
time intervals, functions
interval functions,97
time intervals, shifted
shifted intervals,129
time range
DATASOURCE procedure,588
time range of data
DATASOURCE procedure,570
time ranges,2734,2803,2878
of time series,77
time ranges of
time series data,77
time series
definition,2608
diagnostic tests,2681
in SAS data sets,2608
simulation,2788,2882
time series cross sectional form
TSCSREG procedure and,80
time series cross-sectional form
BY groups and,79
ID variables for,79
of time series data set,79
TSCSREG procedure and,1919
time series cross-sectional form of
time series data set,79
time series data aggregation of,765,768 changing periodicity,122,765 converting frequency of,765 differencing,104–110 distribution of,768 embedded missing values in,78 giving dates to,67
ID variable for,67 interpolation,123 interpolation of,121,122,767 lagging,104–110
leads,111 merging series,117 missing values,767 missing values and,77,78 omitted observations in,78 overlay plot of,88
percent change calculations,109,110 periodicity of,84,122
PLOT procedure,91 plotting,86
reading,66,125 reading, with DATA step,123,124 sampling frequency of,84,122 SAS data sets and,65
SAS language features for,64 seasonal adjustment,2228,2297 SGPLOT procedure,86
sorting,72 splitting series,116 standard form of,76 stored in SAS data sets,75 summation of,112,113 time ranges of,77 Time Series Viewer,86 transformation of,770,786 transposing,117,119 time series data and missing values,77 time series data set interleaved form of,80 time series cross-sectional form of,79 time series forecasting,2880
Time Series Forecasting System invoking,2774
invoking from SAS/AF and SAS/EIS applications,2774
running in unattended mode,2774 time series methods
FORECAST procedure,830 time series variables
DATASOURCE procedure,568,593 Time Series Viewer,2647,2719,2883