ARIMA model to proc autoreg

Levi_M — Tue, 16 Aug 2022 17:43:55 GMT

Hi,

I have a few ARIMA models (R) show below and I was looking to duplicate them using PROC AUTOREG and GARCH, however, I have not been able to replicate them to were they are relatively similar. I was hoping to see if it was possible and how it would fit into the proc autoreg statement.

Models:

ARIMA(0,0,0)
ARIMA(4,0,0)
ARIMA(0,0,2)
ARIMA(1,0,0)(1,0,0)[12]

Thank you,

Re: ARIMA model to proc autoreg

Ksharp — Wed, 17 Aug 2022 12:24:30 GMT

Better post it at Forecasting Forum :

https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics

topic Re: ARIMA model to proc autoreg in Statistical Procedures

ARIMA model to proc autoreg

Re: ARIMA model to proc autoreg