In PROC TIMESERIES why would seasonally adjusted estimate be missing?

plf515 — Fri, 20 Nov 2015 23:24:15 GMT

I am running this sort of code (the data set is proprietary, so I can't give it)

title "Time series output to make graphs of seasonally adjusted";

proc timeseries data = cohort outdecomp = upg;

id event_mth interval=month;

decomp orig tcc sc ic sa/mode=mult;

var upg;

where cohort = "&date"d;

run;

For some cohorts and some event_mth , SA and other decomposition variables are missing. Why could this happen?

Thanks!

Peter

Re: In PROC TIMESERIES why would seasonally adjusted estimate be missing?

udo_sas — Fri, 08 Jan 2016 21:17:17 GMT

Hello -

On behalf of Technical Support:

"The reason why the Seasonal Component and the Seasonally-Adjusted series are missing could be releated to no non-missing Seasonal-Irregular component (SIC) values associated in your data. The Seasonal Component is computed as the average of the SIC for a given seasonal period. (Details on the computation of each of the components can be found here: http://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/viewer.htm#etsug_timeseries_details07.htm)"

Technical Support has also created an example to illustrate this point further:

data test;

set sashelp.air(where=('01dec1958'd <= date <='01oct1960'd));

run;

proc timeseries data = test outdecomp = out;

id date interval=month;

decomp orig tcc sic sc ic sa/mode=mult;

var air;

run;

proc expand data=test out=expandout method=none;

id date;

convert air=tc / transformout=( cd_tc 12 );

convert air=my_tc / transformout=(cmovave 12 movave 2 trim 6);

convert air=s / transformout=( cd_s 12 );

convert air=i / transformout=( cd_i 12 );

convert air=sa / transformout=( cd_sa 12 );

run;

proc print data=out;

run;

proc print data=expandout;

run;

Thanks,

Udo

topic Re: In PROC TIMESERIES why would seasonally adjusted estimate be missing? in SAS Forecasting and Econometrics

In PROC TIMESERIES why would seasonally adjusted estimate be missing?

Re: In PROC TIMESERIES why would seasonally adjusted estimate be missing?