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SAS Code

/* Set the graphics environment */

goptions reset=all border cback=white htitle=12pt htext=10pt;

FILENAME REFFILE "/home/suryachaitanya1/MyFolder/Switch_Data_Case.csv";

/* Segmented Regression analysis in SAS */

data WORK.TRAFFIC ;

%let _EFIERR_ = 0; /* set the ERROR detection macro variable */

infile REFFILE delimiter = ',' MISSOVER DSD firstobs=11 ;

informat VAR1 anydtdtm40. ;

informat VAR2 18.;

informat VAR3 18.;informat VAR4 18.;

informat VAR5 18.;

format VAR1 datetime. ;

format VAR2 18.;

format VAR3 18.;

format VAR4 18.;

format VAR5 18.;

input

VAR1

VAR2 $VAR3 $

VAR4 $

VAR5 $

;

if _ERROR_ then call symputx('_EFIERR_',1); /* set ERROR detection macro variable

*/

run;

data traffic(rename = (VAR1 = Date VAR2 = Inbound VAR3=col2_cdefa VAR4=Outbound VAR5

=col4_cdeff));

set traffic;

run;

data traffic;

set traffic;

total_traffic=Inbound + Outbound;

run;

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data traffic2;

set traffic;

if datepart(Date) in ('13AUG15'd,'05NOV15'd) then do;

total_traffic = .;

end;run;

data traffic2;

set traffic2;

if _n_ =1 then do;

time = 1;

retain time;

end;

else do;

time = time + 1;retain time;

end;

if datepart(Date) ge '27Aug15'd then do;

event = 1;

end;

else do;

event = 0;

end;

run;

data traffic2;

set traffic2;

if datepart(date) eq '27Aug15'd then do;

time_from_event = 0;

retain time_from_event;

end;

if datepart(date) gt '27Aug15'd then do;

time_from_event = time_from_event + 1;

retain time_from_event;

end;

if datepart(date) lt '27Aug15'd then do;

time_from_event = 0;

end;

run;

data traffic2;

set traffic2;

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time2= datepart(date)-'27Aug15'd;

run;

%macro traffic(n=);

Proc Autoreg Data = traffic2 outest= param_estimates_autoreg;model &n = time2 event time_from_event/dwprob

run;

proc arima data=traffic2;

identify var=&n stationarity=(dickey=0);

quit;run;

Proc Autoreg Data = traffic2 outest= param_estimates_autoreg;

model &n = time2 event time_from_event/

method = ml NLAG = 6 Backstep DWPROB LOGLIKL;output out = out1 p=pvar r = rvar;

run;

%mend;

%traffic(n=total_traffic);

*%traffic(n=InBound);

*%traffic(n=OutBound);

R Code

install.packages("zoo")

install.packages("fpp")

install.packages("forecast")

library(plyr)

library(zoo)

library(fpp)

library(forecast)

# Load Data Into R

switchcase

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# This is with out the first 9 rows

switchcase2

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stationarity