SAS/ETS User's Guide

Working with Time Series Data

This chapter discusses working with time series data in the SAS System. The following topics are included:

dating time series and working with SAS date and datetime values
subsetting data and selecting observations
storing time series data in SAS data sets
specifying time series periodicity and time intervals
plotting time series
using calendar and time interval functions
computing lags and other functions across time
transforming time series
transposing time series data sets
interpolating time series
reading time series data recorded in different ways

In general, this chapter focuses on using features of the SAS programming language and not on features of SAS/ETS software. However, since SAS/ETS procedures are used to analyze time series, understanding how to use the SAS programming language to work with time series data is important for the effective use of SAS/ETS software.

You do not need to read this chapter to use SAS/ETS procedures. If you are already familiar with SAS programming you may want to skip this chapter, or you may refer to sections of this chapter for help on specific time series data processing questions.

Working with Time Series Data

Time Series and SAS Data Sets

Dating Observations

Subsetting Data and Selecting Observations

Storing Time Series in a SAS Data Set

Time Series Periodicity and Time Intervals

Plotting Time Series

Calendar and Time Functions

Interval Functions INTNX and INTCK

Lags, Leads, Differences, and Summations

Transforming Time Series

Manipulating Time Series Data Sets

Time Series Interpolation

Reading Time Series Data