Time Series Viewer Window
Use the Time Series Viewer window to explore time series data using
plots, tranformations, statistical tests, and tables.
It is available as a standalone
application and as part of the Time Series Forecasting System.
To use it as a standalone application, select it from the Analysis
submenu of the Solutions pull-down menu, or use the tsview
command (see Chapter 28, "Command Reference," in this book).
To use it within the Time Series Forecasting System, select the
View Series Graphically icon in the Time Series Forecasting,
Develop Models, or Model List window, or select Series from the
View pull-down menu of the Develop Models, Manage Project,
or Model List window.
The various plots and tables available are referred to as views.
The following View Selection Icons section explains how to change the view.
The state of the Time Series Viewer window is controlled by the current series,
the current series transformation specification,
and the currently selected view.
You can resize this window, and you can use other windows without closing
the Time Series Viewer window. You can explore a number of series
conveniently by keeping the Series Selection window open. Each time you
make a selection, the viewer window is updated to show the selected series.
Keep both windows visible, or switch between them using the Next Viewer
tool bar icon or the F12 function key.
You can bring up multiple Time Series Viewer windows. This enables you
to "freeze" a plot so you can come back to it later, or compare two
plots side by side on your screen. To do this, unlink the viewer
using the Link/Unlink icon on the window's tool bar or the
corresponding item in the Tools pull-down menu. While the viewer
window remains unlinked, it is not updated when other selections are made
in the Series Selection window. Instead, when you select a series and
click the graph button, a new Time Series Viewer window is invoked.
You can continue this process to bring up as many viewer windows as you want.
The Next Viewer icon and corresponding F12 function key are useful
for navigating between windows when they are not simulataneously visible on
your screen.
A wide range of series transformations is available. Basic transformations
are available from the window's horizontal tool bar, and others are available
by selecting Other Transformations from the Tools pull-down menu.
Horizontal Tool Bar
The Time Series Viewer window contains a horizontal tool bar with the following icons:
- Zoom in
-
changes the mouse cursor into cross hairs that you can use with the
left mouse button to drag out a region of the time series plot to zoom in on.
In the Autocorrelations view and the White Noise and Stationarity Tests view,
Zoom In reduces the number of lags displayed.
- Zoom out
-
reverses the previous Zoom In action
and expands the time range of the plot to show more of the series.
In the Autocorrelations view and the White Noise and Stationarity Tests view,
Zoom Out increases the number of lags displayed.
- Link/Unlink viewer
-
disconnects or connects the Time Series Viewer window to the window in which the
series was selected.
When the Viewer is linked, it always shows the current series.
If you select another series, linked Viewers are updated.
Unlinking a Viewer freezes its current state,
and changing the current series has no effect on the Viewer's display.
The View Series action creates a new Series Viewer window if there is
no linked Viewer.
By using the unlink feature,
you can bring up several Time Series Viewer windows and display several
different series simultaneously.
- Log Transform
-
applies a log transform to the current view. This can be combined with other
transformations: The current transformations are shown in the title.
- Difference
-
applies a simple difference to the current view. This can be combined with other
transformations: The current transformations are shown in the title.
- Seasonal Difference
-
applies a seasonal difference to the current view. For example, if the data
are monthly, the seasonal cycle is one year. Each value has subtracted from
it the value from one year previous. This can be combined with other
transformations: The current transformations are shown in the title.
- Close
-
closes the Time Series Viewer window and returns to the window from which it
was invoked.
Vertical Toolbar View Selection Icons
At the right-hand side of the Time Series Viewer window
is a vertical tool bar used to select
the kind of plot or table that the Viewer displays.
- Series
-
displays a plot of series values over time.
- Autocorrelations
-
displays plots of the sample autocorrelations,
partial autocorrelation, and inverse autocorrelation functions
for the series, with lines overlaid at plus and minus two standard errors.
- White Noise and Stationarity Tests
-
displays horizontal bar charts representing results of white noise and
stationarity tests. The first bar chart
shows the significance probability of the Ljung-Box chi-square statistic
computed on autocorrelations up to the given lag. Longer bars favor
rejection of the null hypothesis that the series is
white noise. Click on any of the bars to display an interpretation.
The second bar chart shows tests of stationarity,
where longer bars favor the conclusion that the series is stationary.
Each bar displays the significance probability of the augmented Dickey-Fuller
unit root test to the given autoregressive lag. Long bars represent higher
levels of significance against the null hypothesis that the series contains
a unit root. For seasonal data, a third bar chart appears for seasonal
root tests. Click on any of the bars to display an interpretation.
- Data Table
-
displays a data table containing the values in the input data set.
Menu Bar
- File
-
- Save Graph
-
saves the current plot as a SAS/GRAPH grseg catalog entry
in a default or most recently specified catalog.
This item is grayed out in the Data Table view.
- Save Graph as
-
saves the current plot as a SAS/GRAPH grseg catalog entry
in a SAS catalog that you specify.
This item is grayed out in the Data Table view.
- Save Data
-
saves the data displayed in the viewer window to an output SAS data set.
This item is grayed out in the Series view.
- Save Data as
-
brings up the Output Data Set window, then saves the
data displayed in the viewer window to the specified SAS data set.
This item is grayed out in the Series view.
- Import Data
-
is available if you license SAS/Access software.
It brings up an Import Wizard which you can use to import your data
from an external spreadsheet or data base to a SAS data set for use
in the Time Series Forecasting System.
- Export Data
-
is available if you license SAS/Access software.
It brings up an Export Wizard which you can use to export a SAS
data set, such as a forecast data set created with the Time Series
Forecasting System, to an external spreadsheet or data base.
- Print Graph
-
prints the plot displyed in the viewer window.
This item is grayed out in the Data Table view.
- Print Data
-
prints the data displayed in the viewer window.
This item is grayed out in the Series view.
- Print Setup
-
brings up the Print Setup window, which allows you to access your
operating system print setup or choose SAS/Graph print drivers.
- Print Preview
-
brings up a preview window to show how your plots will look when printed.
This item is grayed out if Use host drivers is not selected in
the Print Setup window.
- Close
-
closes the Time Series Viewer window and returns to the
window from which it was invoked.
- View
-
- Series
-
displays a plot of series values over time.
This is the same as the Series icon in the vertical tool bar.
- Autocorrelations
-
displays plots of the sample autocorrelation,
partial autocorrelation, and inverse autocorrelation functions
for the series.
This is the same as the Autocorrelations icon
in the vertical tool bar.
- White Noise and Stationarity Tests
-
displays horizontal bar charts representing results of white noise and
stationarity tests. This is the same as the White Noise and Stationarity Tests
icon in the vertical tool bar.
- Data Table
-
displays a data table containing the values in the input data set.
This is the same as the Data Table icon in the vertical tool bar.
- Zoom In
-
zooms the display. This is the same as the Zoom In icon in the window's
horizontal tool bar.
- Zoom Out
-
undoes the last zoom in action. This is the same as the Zoom Out icon in the window's
horizontal tool bar.
- Zoom Way Out
-
reverses all previous Zoom In actions
and expands the time range of the plot to show all of the series,
or shows the maximum number of lags in the Autocorrelations View or the
White Noise and Stationarity Tests view.
- Tools
-
- Log Transform
-
applies a log transformation. This is the same as the Log Transform
icon in the window's horizontal tool bar.
- Difference
-
applies simple differencing. This is the same as the Difference
icon in the window's horizontal tool bar.
- Seasonal Difference
-
applies seasonal differencing. This is the same as the Seasonal Difference
icon in the window's horizontal tool bar.
- Other Transformations
-
brings up the Series Viewer Transformations window
to enable you to apply a wide range of transformations.
- Diagnose Series
-
brings up the Series Diagnostics window to
determine the kinds of forecasting models appropriate
for the current series.
- Define Interventions
-
brings up the Interventions for Series window
to enable you to edit or add intervention effects for use
in modeling the current series.
- Link Viewer
-
connects or disconnects the Time Series Viewer window to the window from which
series are selected. This is the same as the Link item in the window's
horizontal tool bar.
- Options
-
- Number of Lags
-
brings up a window to let you specify the number of lags shown in the
Autocorrelations view and the White Noise and Stationarity Tests view.
You can also use the Zoom In and Zoom Out actions to control the number
of lags displayed.
- Correlation Probabilities
-
controls whether the bar charts in the Autocorrelations view
represent significance probabilities or values of the correlation coefficient.
A check mark or filled check box next to this item indicates that significance
probabilities are displayed. In each case the bar graph horizonal axis label changes
accordingly.
Mouse Button Actions
You can examine the data value and date of individual points in
the Series view
by positioning the mouse cursor over the point
and clicking the left mouse button.
The date and value are displayed in a box that appears
in the upper right corner of the Viewer window.
Click the mouse elsewhere or select any action to dismiss the data box.
You can examine the values of the bars and confidence limits
at different lags in the
Autocorrelations view by clicking on individual bars in the vertical
bar charts.
You can display an interpretation of the tests in the White Noise and
Stationarity Tests view by clicking on the bars.
When you select the Zoom In action,
you can use the mouse to define a region of the graph to
take a closer look at.
Position the mouse cursor at one corner of the region,
press the left mouse button,
and move the mouse cursor to the opposite corner of the region
while holding the left mouse button down.
When you release the mouse button,
the plot is redrawn to show an expanded view of the data within the
region you selected.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.