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In PROC TIMESERIES why would seasonally adjusted estimate be missing?

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Frequent Contributor
Posts: 140

In PROC TIMESERIES why would seasonally adjusted estimate be missing?

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

SAS Employee
Posts: 416

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

[ Edited ]

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_det...)"

 

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

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