topic Re: How do I capture ChiSqAuto from Proc Arima with BY statement in SAS Forecasting and Econometrics

How do I capture ChiSqAuto from Proc Arima with BY statement

dspsas — Thu, 13 Jul 2017 10:13:01 GMT

I am running SAS 9.4 and I am trying to use ods output to capture the ChiSqAuto output across a proc arima which includes a by statement. I cannot find qstats after the code is run. It does not seem to be created.

ods output ChiSqAuto(persist=proc)=qstats;

proc arima data = all;
identify var=dror noprint;
estimate noprint q=2 noconstant method=ml outest=arima_a (where=(_type_='EST') keep=_type_ _status_ ma1_1 ma1_2 source id);
by source id;
run;

Re: How do I capture ChiSqAuto from Proc Arima with BY statement

WarrenKuhfeld — Thu, 13 Jul 2017 11:04:02 GMT

Since I did not have your data, I just simplified a bit and used a sashelp data set. This runs. I don't use persist much. Why do you want it here? I think it is good practice to put the ods output statement with the proc code.

ods trace on;
proc arima data = sashelp.iris;
  ods output ChiSqAuto=qstats;
  identify var=petalwidth;
  estimate noprint q=2 noconstant method=ml outest=arima_a (where=(_type_='EST'));
  by species;
  run;

proc print data=qstats; run;

Re: How do I capture ChiSqAuto from Proc Arima with BY statement

dspsas — Thu, 13 Jul 2017 12:54:13 GMT

Thank you. It seems the key difference to making it work is the removal of noprint from the identify statement. Do you know why this matters? Also, the proc arima used to run across my dataset (2300 different by variables, about 100 obs per run) in less than a minute. It has been running for an hour and is still running. Would appreciate any thoughts you have on why the massive decrease in speed.

Re: How do I capture ChiSqAuto from Proc Arima with BY statement

WarrenKuhfeld — Thu, 13 Jul 2017 13:10:04 GMT

For most procedures, NOPRINT means no ODS. There are unfortunate exceptions, so check the documentation to find the options that suppress printing. You can't use ODS OUTPUT on a table that was suppressed by NOPRINT or some other no printing option.

If you are experiencing that kind of performance issues, please enter a ticke with tech support. They can help you with that better than me. http://support.sas.com/ctx/supportform/createForm