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spiatkow
Calcite | Level 5

Hello, 

I used fixed effect, pooled time-series modeling to examine the impact of law dummy on crash fatalities rates across 50 states (1985-2016). I was suggested to use ARIMA modeling instead. Would ARIMA had to be estimated for each state separately (that is, one separate model for each state)? I have not seen ARIMA estimated across different units..
Can ARIMA model include control variables?

Would yearly data be OK for such ARIMA model? Note that I have data from 1985 to 2016, which gives 32 cases only! Is 32 cases enough?

or is it mandatory to have monthly data for ARIMA modeling ? 

Finally, how to I detect seasonality - in both yearly and monthly datasets?

Thank you so much.
Sylwia

1 REPLY 1
PaigeMiller
Diamond | Level 26

These questions depend heavily on the problem and the goal of the analysis, which you know better than we do. They aren't really SAS or statistics questions. Yearly or monthly data is upto you. Aggregate or individual models is up to you and the data. 

--
Paige Miller

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