Time Series Analysis Package

The following example uses the TSMODEL procedure to test the seasonality of the time series array Air:

proc tsmodel data=mycas.air outscalar=mycas.outscalars
              outarray=mycas.outarray;
   id date interval=month;
   var air;
   outscalars seasonal;
   outarrays aic;
   require tsa;
   submit;
   declare object TSA(tsa);
   seasonal=0;
   rc=TSA.SEASONTEST(air, _SEASONALITY_, 0, 1, , aic); /*- no detrending -*/
   if rc>0 then seasonal= 1;
   rc=TSA.SEASONTEST(air, _SEASONALITY_, 1, 1, 0.05, ); /*- detrending -*/
   if rc>0 then seasonal= 1;
   endsubmit;
run;