topic Re: Seasoning and trend timeseries in SAS Forecasting and Econometrics

Seasoning and trend timeseries

NIM_TS — Thu, 14 Apr 2016 06:52:06 GMT

I have timeseries data set and I want to find out if there is a trend or seasoning component.

Which SAS analiysis or procedure need to aply and which parameters could tell me that data set has trend or seasoning component?

Thank you!

NIM

Re: Seasoning and trend timeseries

udo_sas — Thu, 14 Apr 2016 22:10:48 GMT

Hello -

There are different approaches to time series decomposition available in SAS.

You may want to start with PROC TIMESERIES, which is part of SAS/ETS software.

See http://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/viewer.htm#etsug_timeseries_examples02.htm as an example.

Thanks,

Udo

Re: Seasoning and trend timeseries

NIM_TS — Fri, 15 Apr 2016 06:06:58 GMT

Udo,

thank you for answering.

I have more then 540 variables and according to seasoning and trend component I would like to try diffenet forcasting methods for different kind of variables.

Hope there is another way to detect sesasoning index and trend exept ploting variable by variable.

Is there another method?

Kind regards,

TIM

Re: Seasoning and trend timeseries

udo_sas — Fri, 15 Apr 2016 19:38:40 GMT

Hello -

The use case you describe is suitable for SAS Forecasting for Desktop I think (http://www.sas.com/en_us/software/analytics/forecasting-for-desktop.html) - see: https://www.youtube.com/watch?v=LHmKkkwMXpU for a recording.

Alternatively you may want to check out https://support.sas.com/rnd/app/ets/cap/ets_forecasting.html which is part of SAS/ETS software.

Thanks,

Udo

Re: Seasoning and trend timeseries

NIM_TS — Mon, 18 Apr 2016 09:38:04 GMT

Thank you Udo.

All thing with forcasting studio look interesting, with a lot of options, but we don't have licence for that product.

We use data miner, but resaults are not so easy for interpretation.

Thank you,

NIM

Re: Seasoning and trend timeseries

udo_sas — Mon, 18 Apr 2016 13:17:54 GMT

Hello -

Feel free to open a new thread on the SAS Data Mining Community on how to interpret results.

In the meantime this tip of the week: https://communities.sas.com/t5/SAS-Communities-Library/Tip-Getting-started-with-Time-Series-Clustering/ta-p/257997 may be of interest.

Thanks,

Udo