forecasting with outlier

sasgiaz — Thu, 13 Sep 2018 05:03:38 GMT

Hello,

I'm doing a research now and i got stuck in forecasting the data.

Does somebody happen to know the syntax to forecast data with outlier in ARIMA model?

Please let me know, your help is greatly appreciated, thank you.

Re: forecasting with outlier

rselukar — Sat, 15 Sep 2018 13:43:37 GMT

for an example.

PROC ARIMA is used for modeling univariate time series. For outlier detection in more general time series settings, see

“Detecting and Adjusting Structural Breaks in Time Series and Panel Data Using the SSM Procedure.” http://support.sas.com/resources/papers/proceedings17/SAS0456-2017.pdf.