SASCode

/*Setthegraphicsenvironment*/

goptionsreset=allbordercback=whitehtitle=12pthtext=10pt

FILENAMEREFFILE"/home/suryachaitanya1/MyFolder/Switch_Data_Case.csv"

/*SegmentedRegressionanalysisinSAS*/

dataWORK.TRAFFIC
%let_EFIERR_=0/*settheERRORdetectionmacrovariable*/
infileREFFILEdelimiter=','MISSOVERDSDfirstobs=11
informatVAR1anydtdtm40.
informatVAR218.
informatVAR318.
informatVAR418.
informatVAR518.
formatVAR1datetime.
formatVAR218.
formatVAR318.
formatVAR418.
formatVAR518.
input
VAR1
VAR2$
VAR3$
VAR4$
VAR5$

if_ERROR_thencallsymputx('_EFIERR_',1)/*setERRORdetectionmacrovariable
*/
run

datatraffic(rename=(VAR1=DateVAR2=InboundVAR3=col2_cdefaVAR4=OutboundVAR5
=col4_cdeff))
settraffic
run

datatraffic
settraffic
total_traffic=Inbound+Outbound
run


datatraffic2
settraffic
ifdatepart(Date)in('13AUG15'd,'05NOV15'd)thendo
total_traffic=.
end
run

datatraffic2
settraffic2
if_n_=1thendo
time=1
retaintime
end
elsedo
time=time+1
retaintime
end
ifdatepart(Date)ge'27Aug15'dthendo
event=1
end
elsedo
event=0
end
run

datatraffic2
settraffic2
ifdatepart(date)eq'27Aug15'dthendo
time_from_event=0
retaintime_from_event
end
ifdatepart(date)gt'27Aug15'dthendo
time_from_event=time_from_event+1
retaintime_from_event
end
ifdatepart(date)lt'27Aug15'dthendo
time_from_event=0
end
run

datatraffic2
settraffic2

time2=datepart(date)'27Aug15'd
run

%macrotraffic(n=)

ProcAutoregData=traffic2outest=param_estimates_autoreg
model&n=time2eventtime_from_event/dwprob
run

procarimadata=traffic2
identifyvar=&nstationarity=(dickey=0)
quitrun

ProcAutoregData=traffic2outest=param_estimates_autoreg
model&n=time2eventtime_from_event/
method=mlNLAG=6BackstepDWPROBLOGLIKL
outputout=out1p=pvarr=rvar
run

%mend

%traffic(n=total_traffic)
*%traffic(n=InBound)
*%traffic(n=OutBound)

RCode

install.packages("zoo")
install.packages("fpp")
install.packages("forecast")
library(plyr)
library(zoo)
library(fpp)
library(forecast)

#LoadDataIntoR
switchcase<read.csv(file.choose(),header=F)
#Thisisjustthefirst9rows
switchcase_1<switchcase[c(1:9),]

#Thisiswithoutthefirst9rows
switchcase2<switchcase[c(1:10),]
#Renamingcolumns
switchcase2<rename(switchcase2,c("V1"="Date","V2"="Inbound","V3"="col2cdefa","V4
"="Outbound","V5"="col4cdeff"))
str(switchcase2)
switchcase2$total<as.numeric(as.character(switchcase2$Inbound))+
as.numeric(as.character(switchcase2$Outbound))

#justforplotting
sc_plot<switchcase2[,c(2,3,4,5)]
#convertingthevaluestologvaluesforbetterinterpretability
sc_plot$total2<sc_plot$total
sc_plot<sc_plot[,c(2)]
sc_plot2=ts(sc_plot$total2)
Zoo1<zoo(sc_plot$total2,order.by=as.Date(as.character(sc_plot$Date),
format='%m/%d/%Y'))
ts(Zoo1)

#splittheseriesatAugust27,2015andcomparethemeans,mediansandvariances
sc_plot$row<as.numeric(row.names(sc_plot))10

sc_plot$total2<ifelse(sc_plot$row==175,NA,sc_plot$total2)
sc_plot$total2<ifelse(sc_plot$row==259,NA,sc_plot$total2)
#usingtheZoolibrarytoforceittobecomeTSobject
Zoo2<zoo(sc_plot$total2,order.by=as.Date(as.character(sc_plot$Date),
format='%m/%d/%Y'))
ts(Zoo2)

#plotwiththeinterventionasanabline
plot(Zoo1,type="b",xlab="Time",ylab="totalinboundoutbound",main="Traffic")
abline(v=as.Date("20150827"),col="red",lwd=2)
text(x=as.Date("20150827"),y=1,"knownintervention",col="red",pos=3)

#plottingnowwithoutthespike
plot(Zoo2,type="b",xlab="Time",ylab="totalinboundoutbound",main="Traffic")
abline(v=as.Date("20150827"),col="red",lwd=2)
text(x=as.Date("20150827"),y=1,"knownintervention",col="red",pos=3)

#Stationaritytest


stationarity<adf.test(na.omit(Zoo),alternative="stationary")
#attributes(stationarity)
print(stationarity$p.value)
#thepvalueis0.01whichislessthanthethresholdof0.05.Thissuggeststhatwereject
thenullhypothesisthatthe
#seriesisnonstationary.Wealsovalidatethatusingthendiffsfunction
ndiffs(na.omit(Zoo),alpha=0.05,test="adf")