Imputing missing values in time series using SAS

If I have missing values in a time series that has 40 quarters (ten cycles or ten years) of data, what is the best SAS procedure to use to impute the missing values?

Part 2: I have 390 series (40 quarters each) that follow similar patterns -- most have missing data points (2-3 each), how do I make use of the other 390 series to help impute missing values in any one series? What SAS procedure would I use for that? In the end I want a complete set of 15600 data points.

• I'm not an expert in the topic, but I think some more details about the nature of your data could be necessary to peek proper way of imputation. – user88 Jun 24 '11 at 16:30

You can use proc expand to impute missing values, but I'm not sure if it can do what you're asking in Part 2.