A SAS-IML program for implementing two-phase regression analysis of geophysical time series data

Abstract Two-phase regression analysis has been shown to have utility in geophysical time series analysis. Based on linear regression, the technique operates by locating a change point, if one exists, where a significant change in slope occurs. The timing of the break can then be associated with natural and anthropogenic variables which are thought to impact the behavior of the dependent variable. The technique is not widely available in commercial statistical packages. A SAS Interactive Matrix Language program is presented here to implement the technique.