topic Re: Arimax model in SAS Forecasting and Econometrics

Arimax model

Ecotrix — Sat, 24 Jan 2015 22:12:53 GMT

can someone please help me with modeling steps for ARIMA model with exogenous variables In Sas?

Re: Arimax model

user24feb — Mon, 26 Jan 2015 06:36:58 GMT

There is an "input=(<X1> <X2>)" option for the estimate statement of proc arima. There are many examples on the internet. You could start with SAS/ETS(R) 9.2 User's Guide

Re: Arimax model

Ecotrix — Tue, 27 Jan 2015 03:16:35 GMT

Thanks for your response. But I am little confused when input variables need to be added. For example, the stationarity test is done on residual series and not on actual series.

Any help would be greatly appreciated.

Re: Arimax model

ShelleySessoms — Thu, 19 Apr 2018 15:02:43 GMT

This topic was covered in a similar question. For information, visit: https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-do-I-Specify-Transfer-Functions-Inputs/m-p/454278?nobounce#M3080

Re: Arimax model

ldeclou — Tue, 18 Sep 2018 18:30:21 GMT

Is there a more helpful link that could be provided?

Re: Arimax model

ShelleySessoms — Tue, 18 Sep 2018 18:41:50 GMT

Do you have a specific question or need @ldeclou? If so, please start a new question so that our experts may best help you.

Thanks,

Shelley