Using PROC ARIMA to Model Trends in US Home Prices

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I presented a paper at the WUSS Conference in 2013 describing the use of PROC ARIMA to model trends in US home prices over the period April 1997 to April 2013. I demonstrated the use of dynamic regression to include exogenous predictors in the analysis. Given that US home prices today are the topic of much discussion, I think that my earlier work might be of present interest.

I have included the paper and the SAS code that I used to perform the modeling. I can send you the SAS program that I used to create the SAS modeling data from the data that I downloaded from the Zillow website.