How to make data stationary in time series by using ARIMA

praveen_ratna — Mon, 16 Mar 2020 10:40:25 GMT

Hi,

I am having the data of 60 months and trying to make it stationary by using ARIMA but i am unable as the data is quite scattered.I have followed the below mentioned process and codes...

PROC GPLOT DATA = Praveen.Projection;
PLOT margin*Month;
RUN;

DATA PRAVEEN.PROJECTION;SET PRAVEEN.PROJECTION;DROP DIF12_LOG_MARGIN;RUN;

/* make the data stationary*/

DATA PRAVEEN.PROJECTION; 
SET PRAVEEN.PROJECTION;
LOG_MARGIN = LOG (MARGIN);
SQRT_MARGIN = MARGIN**0.5;
RUN;

/* TO CHECK DATA IS STATIONARY OR NOT BY USING DICKEY FULLER TEST*/

PROC ARIMA DATA = PRAVEEN.PROJECTION;
IDENTIFY VAR = LOG_MARGIN STATIONARITY = (ADF);
RUN:

DATA PRAVEEN.PROJECTION;
SET PRAVEEN.PROJECTION;
DIF_LOG_MARGIN = DIF(LOG_MARGIN);      
RUN;

topic How to make data stationary in time series by using ARIMA in Statistical Procedures

How to make data stationary in time series by using ARIMA