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Elisabeth1
Calcite | Level 5

Hi,

I am using the SAS studio forecasting procedures which generate the following code to test for White Noise.

I am using a series spanning from 2000-2019 with daily data; HOWEVER the data that I am using is reported only 5 days a week (Monday-Friday); the code generated is below and shows "seasonality=7* (i.e. 7 days of the week).

I have tried to just adjust it to "seasonality=5" however, this does not seem to yield the right results.

How should the code be adjusted to account for only 5 days a week.

 

ods noproctitle;
ods graphics / imagemap=on;

proc sort data=PG2.DATASET_2000_2019 out=Work.preProcessedData;
by date;
run;

proc timeseries data=Work.preProcessedData seasonality=7 plots=(series corr acf
wn);
id date interval=day;
var Spread / accumulate=none transform=none dif=0 sdif=0;
ods exclude ACFNORMPlot;
ods exclude WhiteNoiseProbabilityPlot;
run;

proc delete data=Work.preProcessedData;
run;

3 REPLIES 3
novinosrin
Tourmaline | Level 20

Hi @Elisabeth1  Can the interval be shifted by 2 days?

 

For example: id date interval=week.2;

 

Disclaimer: I am only taking a guess 

 

mkeintz
PROC Star

You have a statement:

   ID DATE  INTERVAL=DAY;

 

Is there a "weekday" interval in proc timeseries?  Then you might try:

   ID DATE INTERVAL=WEEKDAY;

--------------------------
The hash OUTPUT method will overwrite a SAS data set, but not append. That can be costly. Consider voting for Add a HASH object method which would append a hash object to an existing SAS data set

Would enabling PROC SORT to simultaneously output multiple datasets be useful? Then vote for
Allow PROC SORT to output multiple datasets

--------------------------
PGStats
Opal | Level 21

According to the documentation of SAS time series procedures, what @mkeintz suggested should work:

 

https://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_tsdata_sect030.htm&docsetVersion=14... 

PG

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