TIMESERIES Procedure
Functional Summary
Table 1 summarizes the statements and options that control the TIMESERIES procedure.
Table 1: Functional Summary
| Description | Statements | Options |
|---|---|---|
| Statements | ||
| Specifies BY-group processing | BY | |
| Specifies variables to analyze | VAR | |
| Specifies cross variables to analyze | CROSSVAR | |
| Specifies the time ID variable | ID | |
| Specifies correlation options | CORR | |
| Specifies cross-correlation options | CROSSCORR | |
| Specifies discrete distribution analysis options | COUNT | |
| Specifies decomposition analysis options | DECOMP | |
| Specifies seasonal statistics options | SEASON | |
| Specifies spectral analysis options | SPECTRA | |
| Specifies SSA options | SSA | |
| Specifies trend statistics options | TREND | |
| Data Set Options | ||
| Specifies the input data set | PROC TIMESERIES | DATA= |
| Specifies the output data set | PROC TIMESERIES | OUT= |
| Specifies the correlations output data set | PROC TIMESERIES | OUTCORR= |
| Specifies the cross-correlations output data set | PROC TIMESERIES | OUTCROSSCORR= |
| Specifies the decomposition output data set | PROC TIMESERIES | OUTDECOMP= |
| Specifies the frequency (count) output data set | PROC TIMESERIES | OUTFREQ= |
| Specifies the SAS log output data set | PROC TIMESERIES | OUTPROCINFO= |
| Specifies the seasonal statistics output data set | PROC TIMESERIES | OUTSEASON= |
| Specifies the spectral analysis output data set | PROC TIMESERIES | OUTSPECTRA= |
| Specifies the SSA output data set | PROC TIMESERIES | OUTSSA= |
| Specifies the summary statistics output data set | PROC TIMESERIES | OUTSUM= |
| Specifies the trend statistics output data set | PROC TIMESERIES | OUTTREND= |
| Accumulation and Seasonality Options | ||
| Specifies the accumulation frequency | ID | INTERVAL= |
| Specifies the length of seasonal cycle | PROC TIMESERIES | SEASONALITY= |
| Specifies the interval alignment | ID | ALIGN= |
| Specifies the interval boundary alignment | ID | BOUNDARYALIGN= |
| Specifies that time ID variable values not be sorted | ID | NOTSORTED |
| Specifies the starting time ID value | ID | START= |
| Specifies the ending time ID value | ID | END= |
| Specifies the accumulation statistic | ID, VAR, CROSSVAR | ACCUMULATE= |
| Specifies missing value interpretation | ID, VAR, CROSSVAR | SETMISSING= |
| Time-Stamped Data Seasonal Statistics Options | ||
| Specifies the form of the output data set | SEASON | TRANSPOSE= |
| Fourier Spectral Analysis Options | ||
| Specifies whether to adjust to the series mean | SPECTRA | ADJUSTMEAN= |
| Specifies confidence limits | SPECTRA | ALPHA= |
| Specifies the kernel weighting function | SPECTRA | PARZEN | BARTLETT | TUKEY | TRUNC | QS |
| Specifies the domain where kernel functions apply | SPECTRA | DOMAIN= |
| Specifies the constant kernel scale parameter | SPECTRA | C= |
| Specifies the exponent kernel scale parameter | SPECTRA | EXPON= |
| Specifies the periodogram weights | SPECTRA | WEIGHTS |
| Singular Spectrum Analysis Options | ||
| Specifies whether to adjust to the series mean | SSA | ADJUSTMEAN= |
| Specifies the grouping of principal components | SSA | GROUPS= |
| Specifies the window length | SSA | LENGTH= |
| Specifies the number of time periods in the transposed output | SSA | NPERIODS= |
| Specifies the division between principal component groupings | SSA | THRESHOLDPCT |
| Specifies that the output be transposed | SSA | TRANSPOSE= |
| Time-Stamped Data Trend Statistics Options | ||
| Specifies the form of the output data set | TREND | TRANSPOSE= |
| Specifies the number of time periods to be stored | TREND | NPERIODS= |
| Time Series Transformation Options | ||
| Specifies simple differencing | VAR, CROSSVAR | DIF= |
| Specifies seasonal differencing | VAR, CROSSVAR | SDIF= |
| Specifies transformation | VAR, CROSSVAR | TRANSFORM= |
| Time Series Correlation Options | ||
| Specifies the list of lags | CORR | LAGS= |
| Specifies the number of lags | CORR | NLAG= |
| Specifies the number of parameters | CORR | NPARMS= |
| Specifies the form of the output data set | CORR | TRANSPOSE= |
| Time Series Cross-Correlation Options | ||
| Specifies the list of lags | CROSSCORR | LAGS= |
| Specifies the number of lags | CROSSCORR | NLAG= |
| Specifies the form of the output data set | CROSSCORR | TRANSPOSE= |
| Specifies the normalization | CROSSCORR | ADJSCALE= |
| Time Series Decomposition Options | ||
| Specifies the mode of decomposition | DECOMP | MODE= |
| Specifies the Hodrick-Prescott filter parameter | DECOMP | LAMBDA= |
| Specifies the number of time periods to be stored | DECOMP | NPERIODS= |
| Specifies the form of the output data set | DECOMP | TRANSPOSE= |
| Time Series Discrete Distribution Analysis Options | ||
| Specifies the confidence limit size | COUNT | ALPHA= |
| Specifies the discrete distribution selection criterion | COUNT | CRITERION= |
| Specifies one or more discrete distributions | COUNT | DISTRIBUTION= |
| Printing Control Options | ||
| Specifies the time ID format | ID | FORMAT= |
| Specifies which output to print | PROC TIMESERIES | PRINT= |
| Specifies that detailed output be printed | PROC TIMESERIES | PRINTDETAILS |
| Miscellaneous Options | ||
| Specifies that analysis variables be processed in sorted order | PROC TIMESERIES | SORTNAMES |
| Limits error and warning messages when running analysis | PROC TIMESERIES | MAXERROR= |
| Limits error and warning messages when loading data | PROC TIMESERIES | MAXDATAERROR= |
| ODS Graphics Options | ||
| Specifies the count series graphical output | PROC TIMESERIES | COUNTPLOTS= |
| Specifies the cross-variable graphical output | PROC TIMESERIES | CROSSPLOTS= |
| Specifies the variable graphical output | PROC TIMESERIES | PLOTS= |
| Specifies the vector time series graphical output | PROC TIMESERIES | VECTORPLOTS= |
Last updated: June 19, 2025