Time Series Analysis Package

This example uses the TSMODEL procedure to compute the similarity of two time series arrays: x and y.

 data test;
     input i x1 x2 x3 y1 y2 y3 r;
     datalines;
     1  3 2 4 2 3  2   1
     2  5 4 5 4 5  3   1
     3  3 3 4 6 4  5   1
     4  3 6 6 7 6  7   1
     5  3 5 5 3 5  7   1
     6  6 6 6 8 8  8   1
     7  3 8 5 9 9  8   1
     8  8 9 8 3 7  3   1
     9  6 7 6 8 4  9   1
     10 7 9 8 9 6  7   1
 ;
 run;

 data mycas.testsim;
     set test;
 run;

 proc tsmodel data=mycas.testsim
      outscalar=mycas.sim_scalar
      nthreads=1;
     require tsa;
     id i interval=day;
     var x1 y1;
     outscalars measure;
     submit;
     declare object TSA(tsa);
     rc = TSA.SIMILARITY(x1, y1, 'absdev', 'NONE', , , , ,measure);
     endsubmit;
 run;