https://communities.sas.com/t5/SAS-Health-and-Life-Sciences/How-can-you-calculate-the-Confidence-Limit-around-the-sum-of/m-p/709887#M2328 You should post it at Forecasting Forum. Since PROC ARIMMA is under SAS/ETS . Thu, 07 Jan 2021 12:35:14 GMT Ksharp 2021-01-07T12:35:14Z https://communities.sas.com/t5/SAS-Health-and-Life-Sciences/How-can-you-calculate-the-Confidence-Limit-around-the-sum-of/m-p/709770#M2327 <P>We are using Proc ARIMA to estimate daily mortality using daily time series data from the previous 4 years. There are daily trends that we would like to be captured in our model, which is why we prefer to use daily time series data instead of monthly.</P><P>&nbsp;</P><P>Our issue is that we want to present our daily estimates as monthly estimates. Is there a method we could use to sum our daily estimates and calculate a 95% confidence limit around those aggregates?&nbsp;</P><P>Here is the code used to produce our daily estimates:</P><PRE><CODE class=" language-sas">proc arima data=filename; identify var=COUNT (1,365) crosscorr=monday crosscorr=tuesday crosscorr=wednesday crosscorr=thursday crosscorr=friday crosscorr=saturday crosscorr=sunday nlag=1000 stationarity=(adf=100); run; estimate p=(1 2 7 30)(365) q=(1)(7)(30)(365) nostable maxiter=250 method=ml; run; forecast alpha=0.05 lead=366 interval=Day id=DATE; run; quit;</CODE></PRE><P>Thank you</P> Wed, 06 Jan 2021 23:17:58 GMT https://communities.sas.com/t5/SAS-Health-and-Life-Sciences/How-can-you-calculate-the-Confidence-Limit-around-the-sum-of/m-p/709770#M2327 Chrkoch93 2021-01-06T23:17:58Z https://communities.sas.com/t5/SAS-Health-and-Life-Sciences/How-can-you-calculate-the-Confidence-Limit-around-the-sum-of/m-p/709887#M2328 You should post it at Forecasting Forum. Since PROC ARIMMA is under SAS/ETS . Thu, 07 Jan 2021 12:35:14 GMT https://communities.sas.com/t5/SAS-Health-and-Life-Sciences/How-can-you-calculate-the-Confidence-Limit-around-the-sum-of/m-p/709887#M2328 Ksharp 2021-01-07T12:35:14Z