Chapter 4: Interpolation Using PROC EXPAND

4.1 Interpolation of Time Series

4.2 PROC EXPAND

4.1 Interpolation of Time Series

Most SAS procedures require that the time series be observations equidistant in time. This means that a problem appears if one observation is missing, such as when no information is available for a month. For a series of total sales of a particular item, no sales information within a month in principle means no sales at all that month. But such missing observations could be due to errors in the accounting systems. If so, no registrations does not mean a zero value. The price of a share at a stock market is typically recorded every time the share is traded, but in theory, it could also be traded at other points in time ...

Get Practical Time Series Analysis Using SAS now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.