topic Re: Proc Expand: with beginning missing values in SAS Forecasting and Econometrics

Proc Expand: with beginning missing values

pilicasalv — Mon, 02 Apr 2018 19:37:44 GMT

Is it possible to use proc expand to extrapolate missing values at the beginning of the period? I have an annual variable with data from 1993 to 2016 and will like to complete the missing values from 1990 to 1992

Any help will be appreciated

Maria

Re: Proc Expand: with beginning missing values

Reeza — Tue, 03 Apr 2018 02:24:48 GMT

Yes, as long as the method makes sense. PROC TIMESERIES does a good job at this. What is the algorithm you want to use to fill in the earlier values?

See the SAS PROC TIMESERIES documentation for the options, under the ID statement and SETMISSING.

They include:

MISSING

Missing values are set to missing. This is the default option.

AVERAGE | AVG

Missing values are set to the accumulated average value.

MINIMUM | MIN

Missing values are set to the accumulated minimum value.

MEDIAN | MED

Missing values are set to the accumulated median value.

MAXIMUM | MAX

Missing values are set to the accumulated maximum value.

FIRST

Missing values are set to the accumulated first nonmissing value.

LAST

Missing values are set to the accumulated last nonmissing value.

PREVIOUS | PREV

Missing values are set to the previous period’s accumulated nonmissing value. Missing values at the beginning of the accumulated series remain missing.

NEXT

Missing values are set to the next period’s accumulated nonmissing value. Missing values at the end of the accumulated series remain missing.

http://support.sas.com/documentation/cdl/en/etsug/66840/HTML/default/viewer.htm#etsug_timeseries_syntax07.htm

Re: Proc Expand: with beginning missing values

rselukar — Wed, 04 Apr 2018 20:14:44 GMT

If you want a more model based extrapolation of earlier values, you could use PROC SSM (also in ETS). See an example in the doc:

Example 34.3 Backcasting, Forecasting, and Interpolation in http://support.sas.com/documentation/onlinedoc/ets/indexproc.html#ets143

(go to the SSM chapter).