topic Re: "Unit" statement - proc arima in SAS Forecasting and Econometrics

"Unit" statement - proc arima

Jack_Smitherson — Wed, 11 Oct 2017 22:01:43 GMT

Hi everyone,

Proc logistic has a "unit" statement option, to attain an estimate on the association of interest by certain increments.

Can the same be done using proc arima? For example:

proc arima data=data;
identify var=&ylist crosscorr=(&xlist);
estimate input=(&xlist) p=1 method=ml plot;
run;
forecast printall;
run;

quit;

Note: &xlist = continuous exposure/independent variable.

Re: "Unit" statement - proc arima

rselukar — Thu, 12 Oct 2017 17:44:58 GMT

There is no "UNIT" statement in ARIMA. I suspect you want to find how the response variable changes as the values of some input variable change. Kind of scoring or what-if analysis. In ARIMA there is no simple way to do it. You could manually provide the desired input variable values in the forecast region (in the input data set) and reforecast.