Time series

Phamhhm — Thu, 21 Dec 2017 18:26:56 GMT

1) I download the Apple daily stock market from Yahoo Finance.

2) Import the data into SAS, work perfect.

PROC IMPORT DATAFILE="\AAPL.csv"

OUT=Apple DBMS=CSV REPLACE;

GETNAMES=YES;

RUN;

3)I set the trading day, work perfect.

DATA APPLETD;

SET Apple;

IF weekday(Date)=2 or weekday(Date)=3 or weekday(Date)=4 or weekday(Date)=5 or weekday(Date)=6;

RUN;

4) Try to use X12, but there is error :

ERROR: Time ID variable Date contains gaps.

PROC X12 DATA=APPLETD Date=Date;

VAR AdjClose;

x11;

output out=out a1 d10 d11 d12 d13;

RUN;

TITLE;

Thanks for the answers

Minh

topic Re: Time series in SAS Forecasting and Econometrics