"F. J. Kelley" <jkelley@UGA.EDU> wrote: > I have been asked about a program or algorithm called Pulsar > and whether this is available (or someone has implemented it) > in SAS.

The things called Pulsar algorithms typically look like this: [1] fit a curve to time series data; [2] standardize the residuals by dividing by the standard error; [3] plot and see if anything 'looks like a pulse'.

If my description seems less than enthusiastic, it is because *I* am less than enthusiastic about Pulsar algorithms. You can do this yourself in SAS (pretty much every regression-like proc lets you get the Y, the predicted Y, and the standard error so you can 'standardize' and plot it out). Or you can search Google for "Pulsar algorithm" and find stuff there.

But the idea is crucially dependent on fitting the right model! If you have time series data and don't fit the right model, your residuals need be independent, much less have the right standard errors. If you have something like a GARCH model, then assuming, say, a simple ARMA(1,1) model will muck things up because you aren't dealing with the time-series structure of the variance. This will give you the appearance of a big pulse in your Pulsar algorithm, although it may just be more fluctuation in your Y.

So drop this on your end-users and let them make the call.

HTH, David -- David Cassell, CSC Cassell.David@epa.gov Senior computing specialist mathematical statistician