topic STAT Time Series Help in Statistical Procedures

STAT Time Series Help

scched — Wed, 07 Sep 2011 19:59:40 GMT

Hello, I'm not sure if this is the right place to be requesting help with a problem for school but I figured I'd try.

Anyway, I am trying to use SAS and familiar with how to use if for multiple and logistic regression, however, I am struggling using it now for Time Series.

I am supposed to create a sample of length 200 from the time series model and then I am supposed to:

1. Plot the Series

2. Give the corresponding ACF and PACF plots.

3. Identify it as ARMA (p,q) for appropriate values of p and q.

The model (with subscripts listed as lowercase letters) the sample is supposed to run off is:

Yt= 1.5Y(t-1) - 0.56Y(t-2) + Et

here is the code I entered into SAS, I recieve the error message LIBNAME TS is not assigned.

data TS.ARMA11;

y_1=0;

y_2=0;

do N=1 to 300;

e = normal (0822016280);

y= 1.5*y_1-0.56*y_2 + e;

y_2=y_1;

y_1=y;

time = -100 + n;

if n > 100 then output;

end;

keep time y;

run;

Someone please help me. Thanks a lot in advance.

Scott

STAT Time Series Help

Rick_SAS — Wed, 07 Sep 2011 20:04:42 GMT

In SAS, a dot in a data set name is interpretted as a two-level name: library.member.

Assuming you want to create the data in the WORK library, just use DATA TSARMA11 without the dot (or use an underscore, if you want).

STAT Time Series Help

scched — Wed, 07 Sep 2011 20:13:34 GMT

Hey Rick, thanks for your reply. I removed the period so my first line now reads as you wrote. I now get the error message:

NOTE: The data set WORK.TSARMA11 has 200 observations and 2 variables.

NOTE: DATA statement used (Total process time):

real time 0.04 seconds

cpu time 0.00 seconds

STAT Time Series Help

scched — Wed, 07 Sep 2011 20:14:55 GMT

Oh wait, I found the dataset, in the Work folder. Whattyaknow? haha. Thanks.