As far as I can tell, PROC LOESS by itself might not give you the decomposition you want (it could be used recursively to within the overall algorithm). PROC ARIMA also is not directly useful for this. You can use PROC UCM (both ARIMA and UCM are in SAS/ETS) to get such a decomposition. See the getting started example in the UCM doc: https://go.documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_ucm_gettingstarted01.htm&docsetV...
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