https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-ARIMA-How-to-forecast-with-user-supplied-parameter/m-p/414084#M2843 <P>You can use the ESTIMATE statement&nbsp;options such as &nbsp;AR=, MA=, ... and NOEST to fix the parameter values to your desired settings.&nbsp; See the "Options to Specify Parameter Values" section of the ESTIMATE statement documentation.</P> Thu, 16 Nov 2017 16:47:24 GMT rselukar 2017-11-16T16:47:24Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-ARIMA-How-to-forecast-with-user-supplied-parameter/m-p/413856#M2841 <P>Hello,</P><P>&nbsp;</P><P>Instead of generating forecast values for a time series by using the parameter estimates produced by the previous ESTIMATE statement as in the forecast statement in PROC ARIMA, I want to generate forecast values for a time series by user supplied parameter estimates.</P><P>&nbsp;</P><P>Basically I want to perturb the parameter estimates produced by the previous ESTIMATE statement by adding a random noise to it and then use them to generate forecast values.</P><P>&nbsp;</P><P>Is there any way I could accomplish this?</P><P>&nbsp;</P><P>Thanks</P><P>&nbsp;</P><P>P.S: Please tell me if any part of the question is unclear.</P> Thu, 16 Nov 2017 08:43:59 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-ARIMA-How-to-forecast-with-user-supplied-parameter/m-p/413856#M2841 Farzana 2017-11-16T08:43:59Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-ARIMA-How-to-forecast-with-user-supplied-parameter/m-p/414084#M2843 <P>You can use the ESTIMATE statement&nbsp;options such as &nbsp;AR=, MA=, ... and NOEST to fix the parameter values to your desired settings.&nbsp; See the "Options to Specify Parameter Values" section of the ESTIMATE statement documentation.</P> Thu, 16 Nov 2017 16:47:24 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-ARIMA-How-to-forecast-with-user-supplied-parameter/m-p/414084#M2843 rselukar 2017-11-16T16:47:24Z