topic Re: How to write a time series model in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/How-to-write-a-time-series-model/m-p/269943#M14205 <P>Are you trying to fit a Time Series Mode ? &nbsp;Plz post it at&nbsp;</P> <P><A class="" href="https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics" target="_blank">SAS Forecasting and Econometrics</A></P> <P>&nbsp;</P> <P>Or are you trying to simulate Time Serise Data ? Plz post it at&nbsp;</P> <P><A class="" href="https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/bd-p/sas_iml" target="_blank">SAS/IML Software and Matrix Computations</A></P> Thu, 12 May 2016 03:10:44 GMT Ksharp 2016-05-12T03:10:44Z How to write a time series model https://communities.sas.com/t5/Statistical-Procedures/How-to-write-a-time-series-model/m-p/269859#M14203 <P><SPAN>Hi guys! </SPAN><BR /><SPAN>I have estimated c ar(1) ar(12) model, because there was certain autocorrelation on k=12. Its monthly data, series has one unit root.</SPAN><BR /><SPAN>How to write this model?</SPAN><BR /><SPAN>reduced ARIMA(12,1,0) or</SPAN><BR /><SPAN>ARIMA(1,1,0)x(1,0,0)?</SPAN><BR /><BR /><SPAN>I must say sar(12) is not significant.&nbsp;</SPAN></P> Wed, 11 May 2016 20:58:11 GMT https://communities.sas.com/t5/Statistical-Procedures/How-to-write-a-time-series-model/m-p/269859#M14203 NemanjaV 2016-05-11T20:58:11Z Re: How to write a time series model https://communities.sas.com/t5/Statistical-Procedures/How-to-write-a-time-series-model/m-p/269943#M14205 <P>Are you trying to fit a Time Series Mode ? &nbsp;Plz post it at&nbsp;</P> <P><A class="" href="https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics" target="_blank">SAS Forecasting and Econometrics</A></P> <P>&nbsp;</P> <P>Or are you trying to simulate Time Serise Data ? Plz post it at&nbsp;</P> <P><A class="" href="https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/bd-p/sas_iml" target="_blank">SAS/IML Software and Matrix Computations</A></P> Thu, 12 May 2016 03:10:44 GMT https://communities.sas.com/t5/Statistical-Procedures/How-to-write-a-time-series-model/m-p/269943#M14205 Ksharp 2016-05-12T03:10:44Z