TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 264

SAS/Ets User's Guide 264. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 2622 F Chapter 39 Getting Started with Time Series Forecasting Figure CITIQTR Data Set Selected Note that the Time ID field is now set to DATE and the Interval field is set to QTR. These fields are explained in the following section. Now select the OK button to complete selection of the CITIQTR data set. This closes the Data Set Selection window and returns to the Time Series Forecasting window as shown in Figure . Time Series Data Sets ID Variables and Time Intervals F 2623 Figure Time Series Forecasting Window Time Series Data Sets ID Variables and Time Intervals Before you continue with the example it is worthwhile to consider how the system determined the values for the Time ID and Interval fields in the Data Set Selection window. The Forecasting System requires that the input data set contain time series observations with one observation for each time period. The observations must be sorted in increasing time order and there must be no gaps in the sequence of observations. The time period of each observation must be identified by an ID variable which is shown in the Time ID field. If the data set contains a variable named DATE TIME or DATETIME the system assumes that this variable is the SAS date or datetime valued ID variable and the Time ID field is filled in automatically. The time ID variable for the data set is named DATE and therefore the system set the Time ID field to DATE. If the time ID variable for a data set is not named DATE TIME or DATETIME you must specify the time ID variable name. You can specify the time ID variable either by typing the ID variable name in the Time ID field or by clicking the Select button. 2624 F Chapter 39 Getting Started with Time Series Forecasting If your data set does not contain a time ID variable with SAS date values you can add a time ID variable using one of the windows described in Chapter 40 Creating Time ID Variables. Once the time ID variable is known the Forecasting System examines

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