Time Series Analysis Package

This example uses the TSMODEL procedure to test the stationarity on the time series array Air:

proc tsmodel data=mycas.air outscalar=mycas.outscalars;
   id date interval=month;
   var air;
   outscalars stationary1 stationary2;
   require tsa;
   submit;
   declare object TSA(tsa);
   stationary1=1; stationary2=1;
   rc = TSA.STATIONARITYTEST(air,,,,,pvalue);
   *test with the default significant level=0.05;
   if rc =1 then stationary1 = 0;
   *test with significant level = 0.1;
   if pvalue > 0.1 then stationary2 = 0;
   endsubmit;
run;