topic Re: STARIMA, STARMA, Spatial-temp ARIMA in SAS? in SAS Forecasting and Econometrics

STARIMA, STARMA, Spatial-temp ARIMA in SAS?

jlajla — Sun, 28 Feb 2016 00:09:08 GMT

I would like to implement a Spatial Temporal ARIMA (STARIMA, STARMA) model in SAS. I'm not able to find much information on this but I'm hoping I can somehow manage this by using the ARIMA procedure.

Can anyone offer any suggestions?

I'm using SAS Studio & am relatively new to SAS. Thank you for your help.

Re: STARIMA, STARMA, Spatial-temp ARIMA in SAS?

Rick_SAS — Tue, 01 Mar 2016 18:46:35 GMT

SAS Studio is an interface that proviudes a program editor and sends the results to SAS. Do you know what SAS products you have licensed, such as SAS/ETS and SAS/STAT? To find out, submit the following and report the results:

proc setinit; 
run;

Re: STARIMA, STARMA, Spatial-temp ARIMA in SAS?

jlajla — Wed, 02 Mar 2016 16:19:31 GMT

Hi Rick, the SAS product I have is:

'UNIVERSITY EDITION 2.2 9.4M3 WITH ETS FOR AMAZON'

Re: STARIMA, STARMA, Spatial-temp ARIMA in SAS?

udo_sas — Wed, 09 Mar 2016 13:14:27 GMT

Hello -

These types of models are not directly supported in any SAS procedures currently I think, however, you might be able to use the MODEL procedure in the SAS/ETS product to specify your desired model. I'm not an expert but best to my knowledge it would require you to determine the desired weighting matrix and then to code the model in the MODEL procedure.

Thanks,

Udo