Time-series analysis in SAS

UCM Models

/* Female 65-80 */
ods noproctitle;
ods graphics / imagemap=on;
proc sort data=WORK.MONTH out=Work.preProcessedData;by date;run;
proc ucm data=Work.preProcessedData;
id date interval=month;
deplag lags=(9 14 19 20);
cycle order=2 plot=smooth;
model '65_80_female'n;
level plot=smooth;
slope plot=smooth;
irregular pllot=smooth;
season length=12 type=trig;
estimate plot=(panel acf histogram qq residual model) outest=work.outest0001;
forecast lead=44 back=24 alpha=0.05 plot=(forecasts decomp decompvar fdecomp fdecompvar) outfor=work.outfor;
performance threads=16;
outlier;
nloptions maxiter=500;
run;
proc delete data=Work.preProcessedData;run;
ods graphics / imagefmt=svg width=10in height=5in;
proc sgplot data=outfor noautolegend;
series x=date y='65_80_female'n / lineattrs=(color=black thickness=1) legendlabel="Female Mortality" name="ICU";
series x=date y=forecast / lineattrs=(color=blue) legendlabel="Forecasted" name="f";
band x=date lower=LCL  upper=UCL / transparency=0.9 fillattrs=(color=blue) legendlabel="95% Confidence Interval" name="CI";
xaxis type=time label='Time (days)' grid minor;
yaxis label='Mortality' grid;
keylegend "ICU" "f" "CI";
title 'UCM model to predict female mortality for 65-80';
run;
/* Male 65-80 */
ods noproctitle;
ods graphics / imagemap=on;
proc sort data=WORK.MONTH out=Work.preProcessedData;by date;run;
proc ucm data=Work.preProcessedData;
id date interval=month;
deplag lags=(9 25);
model '65_80_male'n;
level plot=smooth;
slope plot=smooth;
irregular plot=smooth;
season length=12 type=trig;
estimate plot=(panel acf histogram qq residual model) outest=work.outest0001;
forecast lead=44 back=24 alpha=0.05 plot=(forecasts decomp decompvar fdecomp fdecompvar) outfor=work.outfor;
performance threads=16;
outlier;
nloptions maxiter=500;
run;
proc delete data=Work.preProcessedData;run;
ods graphics / imagefmt=svg width=10in height=5in;
proc sgplot data=outfor noautolegend;
series x=date y='65_80_male'n / lineattrs=(color=black thickness=1) legendlabel="Male Mortality" name="ICU";
series x=date y=forecast / lineattrs=(color=blue) legendlabel="Forecasted" name="f";
band x=date lower=LCL  upper=UCL / transparency=0.9 fillattrs=(color=blue) legendlabel="95% Confidence Interval" name="CI";
xaxis type=time label='Time (days)' grid minor;
yaxis label='Mortality' grid;
keylegend "ICU" "f" "CI";
title 'UCM model to predict male mortality for 65-80';
run;