The VARMAX Procedure

ID Statement

ID variable INTERVAL=value <ALIGN=value> ;

The ID statement specifies a variable that identifies observations in the input data set. The datetime variable specified in the ID statement is included in the OUT= data set if the OUTPUT statement is specified. The ID variable is usually a SAS datetime variable. The values of the ID variable are extrapolated for the forecast observations based on the value of the INTERVAL= option.

ALIGN= value

controls the alignment of SAS dates used to identify output observations. The ALIGN= option allows the following values: BEGINNING | BEG | B, MIDDLE | MID | M, and ENDING | END | E. The default is BEGINNING. The ALIGN= option is used to align the ID variable to the beginning, middle, or end of the time ID interval specified by the INTERVAL= option.

INTERVAL=value

specifies the time interval between observations. This option is required in the ID statement. The INTERVAL= option is used in conjunction with the ID variable to check that the input data are in order and have no missing periods. The INTERVAL= option is also used to extrapolate the ID values past the end of the input data when the OUTPUT statement is specified.

The following is an example of the ID statement:

proc varmax data=one;
   id date interval=qtr align=mid;
   model y1-y3 / p=1;
run;

Last updated: November 05, 2018