topic Re: I need help for ARIMA Procedure results in Statistical Procedures

I need help for ARIMA Procedure results

iskenderc — Thu, 05 Jan 2023 10:02:04 GMT

My input and output results of ARIMA procedure are as follows:

INPUT :

proc arima data=poparima plots ;

identify var=polag1 ;

run;

identify var=polag2;

run;

identify var=po nlag=24 stationarity=(adf=3 ) crosscorr=(polag1 polag2 Po3 ) ;

run;

OUTPUT:

Conditional Least Squares Estimation
Parameter	Estimate	Standard Error	t Value
MU	0.19818	0.03490	5.68
MA1,1	1.13442	0.02177	52.10
MA2,1	-0.56556	0.12745	-4.44
NUM1	1.99898	0.01805	110.76
NUM2	-1.00248	0.01810	-55.37
NUM3	-0.20601	0.0032769	-62.87

Question is: How should I write mathematical form of the estimated model?

Thanks for your helps

Regards

Ksharp — Thu, 05 Jan 2023 11:55:16 GMT

iskenderc — Thu, 05 Jan 2023 13:17:17 GMT

Below given lines will be added to the end of input section

estimate input=(polag1 polag2 Po3 ) printall Q=(3)(3) nostable ;
run;

iskenderc — Mon, 09 Jan 2023 09:56:10 GMT

Not solved yet.