Time Series Analysis Package

Required Arguments

You must specify the following arguments, separated by commas:

y

specifies the times series array to decompose.

s

specifies the seasonality to test, where s must be either a positive integer or _SEASONALITY_, which is the length of the seasonal cycle as specified by the SEASONALITY= option in the PROC TSMODEL statement or implied by the INTERVAL= option in the ID statement.

'mode'

specifies the type of decomposition to be used to decompose the time series.

You can specify the following values within single quotation marks:

ADD |ADDITIVE

specifies additive decomposition.

LOGADD |LOGADDITIVE

specifies log-additive decomposition.

MULT |MULTIPLICATIVE

specifies multiplicative decomposition.

MULTORADD

specifies multiplicative or additive decomposition, depending on data.

PSEUDOADD |PSEUDOADDITIVE

specifies pseudo-additive decomposition.

Last updated: June 14, 2018