Working with Time Series Data

This section discusses aspects of storing time series in SAS data sets. The topics discussed are the standard form of a time series data set, storing several series with different time ranges in the same data set, omitted observations, cross-sectional dimensions and BY groups, and interleaved time series.

Any number of time series can be stored in a SAS data set. Normally, each time series is stored in a separate variable. For example, the following statements augment the USCPI data set read in the previous example with values for the producer price index (PPI):

data usprice;
   input date : monyy7. cpi ppi;
   format date monyy7.;
   label cpi = "Consumer Price Index"
         ppi = "Producer Price Index";
datalines;
jun1990 129.9 114.3
jul1990 130.4 114.5
aug1990 131.6 116.5

   ... more lines ...   

proc print data=usprice;
run;