Introduction to Packages for the TSMODEL Procedure
What Is a Package?
A package is a set of related specialized objects and functions that tackles a unique facet of the time series analysis problem. You can use these specialized objects and functions when you write your custom SAS code in order to gain access both to cutting-edge data analysis tools and to utilities that are designed to significantly speed up code development and improve the quality of the resulting code.
Table 1 shows the packages that you can use with the TSMODEL procedure. Each package has a unique abbreviation that contains up to five alphabetic characters.
Table 1: Packages for the TSMODEL Procedure
| Package Name | Abbreviation | Description |
|---|---|---|
| Automatic time series analysis and forecasting | ATSM | Tools for automatic modeling and forecasting of time series using various model families such as exponential smoothing (ESM), ARIMA, intermittent demand (IDM), and unobserved component models (UCM) |
| External Languages | EXTLANG | Tools for enabling the seamless integration of external language programs into SAS environments |
| Time series motif discovery | MOTIF | Tools for the discovery of frequent patterns or repeated subsequences in time series |
| Multivariate singular spectrum analysis | MSSA | Tools for decomposing a multivariate time series into additive components and categorizing those components based on the magnitudes of their contributions |
| Simple forecast service | SFS | Tools for automatic forecasting of time series with a simple-to-use interface and using only ARIMA models |
| Singular spectrum analysis | SSA | Tools for decomposing a time series into additive components and categorizing those components based on the magnitudes of their contributions |
| Subspace tracking | SST | Tools for tracking the principal subspace of multiple time series |
| Time filters | TIMFIL | Tools for filtering and aggregation of time series |
| Time frequency analysis | TFA | Tools for efficient analysis of time series in both time and frequency domains |
| Time series analysis | TSA | Tools for efficient statistical analysis of time series (transformations, decompositions, statistical tests for intermittency, seasonality, stationarity, and forecast bias, and so on) |
| Time series dimension reduction | TDR | Tools for reducing the dimensionality of time series |
| Time series distance measure | TSD | Tools for measuring the distance between two time series or among sequences in temporal data |
| Time series model | TSM | Tools for efficient time series modeling and forecasting |
| Utility | UTL | Tools for performing basic statistical computations on pairs of actual and predicted time series |
Last updated: September 15, 2022