Time series

[Phamhhm]

Hi

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

[art297 · Accepted solution]

Take a look at: https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-X12-for-seasonal-adjustment/td-...

Art, CEO, AnalystFinder.com