Big Data

An In-House SAS Procedure to Balance Time Series: The TSRAKING Procedure

Date Added: Apr 2010
Format: PDF

For various reasons, systems of time series might fail to satisfy cross-sectional aggregation constraints. To restore coherence in such systems (and as part of its Forillon project), Statistics Canada developed an in-house SAS procedure called PROC TSRAKING. This paper introduces the new procedure and describes its main features. The methodology implemented is illustrated with simple examples.