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Seasoning and trend timeseries

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Occasional Contributor
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Seasoning and trend timeseries

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

 


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‎04-15-2016 02:07 AM
SAS Employee
Posts: 416

Re: Seasoning and trend timeseries

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_exa... as an example.

Thanks,

Udo

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‎04-15-2016 02:07 AM
SAS Employee
Posts: 416

Re: Seasoning and trend timeseries

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_exa... as an example.

Thanks,

Udo

Occasional Contributor
Posts: 6

Re: Seasoning and trend timeseries

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

SAS Employee
Posts: 416

Re: Seasoning and trend timeseries

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

See how to generate automatic forecasts, view results and build models with SAS Forecasting for Desktop 12.1. To learn more, visit http://support.sas.com/statistics.
Occasional Contributor
Posts: 6

Re: Seasoning and trend timeseries

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

SAS Employee
Posts: 416

Re: Seasoning and trend timeseries

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-Clusteri... may be of interest.

Thanks,

Udo

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