ARIMA

jopo12345678 — Sat, 03 Mar 2018 11:53:17 GMT

Hi everybody!

My ARIMA model has both seasonal and nonseasonal factors (p,d,q)(P,D,Q)s

and model has following parameters (2,1,1)(1,0,1)12

Has anybody know how will code looks like?

Re: ARIMA

mitrov — Mon, 05 Mar 2018 15:03:49 GMT

Hi, the code is very easy to generate with the point-and-click interface provided by the Forecasting Tasks in SAS Studio. See my signature for more information.

/*
 *
 * Task code generated by SAS Studio 3.6 
 *
  *
 */


ods noproctitle;
ods graphics / imagemap=on;

proc sort data=SASHELP.AIR out=Work.preProcessedData;
	by DATE;
run;

proc arima data=Work.preProcessedData plots
    (only)=(series(corr crosscorr) residual(corr normal) 
		forecast(forecastonly));
	identify var=AIR(1);
	estimate p=(1 2) (12) q=(1) (12) method=ML;
	forecast lead=12 back=0 alpha=0.05 id=DATE interval=month;
	outlier;
	run;
quit;

proc delete data=Work.preProcessedData;
run;

topic Re: ARIMA in SAS Forecasting and Econometrics

ARIMA

Re: ARIMA