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Working with Time Series Data

The EXPAND Procedure and Data Transformations

The EXPAND procedure provides a convenient way to transform series. For example, the following statements add variables for the logarithm of AIR and the logistic of SHARE to data set A:

   proc expand data=a out=a method=none;
      convert air=logair   / transform=( log );
      convert share=lshare / transform=( / 100 logit );
   run;

See Table 11.1 in Chapter 11 for a complete list of transformations supported by PROC EXPAND.

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