3102 ✦ Subject Index printing 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 Subject Index ✦ 3103 EXPAND 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 3104 ✦ Subject Index RPC 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 Subject Index ✦ 3105 SAS 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 LIBNAME libref SASEHAVR ‘physical name’ on Windows, 2512 LIBNAME libref 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 3106 ✦ Subject Index statistics 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 Subject Index ✦ 3107 linear 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 3108 ✦ Subject Index interventions, 2755 level 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 Subject Index ✦ 3109 MODEL 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 3110 ✦ Subject Index Basmann 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 Subject Index ✦ 3111 functions, 147 functions 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 . Subject Index statistics of fit, 291 7 seasonal adjustment time series data, 222 8, 2 297 X11 procedure, 222 8, 223 4 X12 procedure, 2 297 seasonal ARIMA model notation, 290 9 Seasonal ARIMA model options,. 2 897 smoothing weights, 2 899 specifying, 2 690 standard errors, 290 0 underlying model, 2 897 Winters Method, 290 6, 290 7 smoothing state, 2 897 smoothing models, 2 897 smoothing weights, 2870, 2 899 additive-invertible. 2870, 2 899 additive-invertible region, 2 899 boundaries, 2 899 FORECAST procedure, 847 optimizations, 2 899 smoothing models, 2 899 specifications, 2 899 weights, 2 899 solution mode output MODEL procedure,