Working with Time Series Data

The EXPAND procedure provides a convenient way to transform series. For example, the following statements add variables for the logarithm of AIR and the logistic of SHARE to data set A:

proc expand data=a out=a method=none;
   convert air=logair   / transform=( log );
   convert share=lshare / transform=( / 100 logit );
run;

For a complete list of transformations supported by PROC EXPAND, see Table 2 in Chapter 15, EXPAND Procedure.