Hi everybody!
My ARIMA model has both seasonal and nonseasonal factors (p,d,q)(P,D,Q)s
and model has following parameters (2,1,1)(1,0,1)12
Has anybody know how will code looks like?
Hi, the code is very easy to generate with the point-and-click interface provided by the Forecasting Tasks in SAS Studio. See my signature for more information.
/*
*
* Task code generated by SAS Studio 3.6
*
*
*/
ods noproctitle;
ods graphics / imagemap=on;
proc sort data=SASHELP.AIR out=Work.preProcessedData;
by DATE;
run;
proc arima data=Work.preProcessedData plots
(only)=(series(corr crosscorr) residual(corr normal)
forecast(forecastonly));
identify var=AIR(1);
estimate p=(1 2) (12) q=(1) (12) method=ML;
forecast lead=12 back=0 alpha=0.05 id=DATE interval=month;
outlier;
run;
quit;
proc delete data=Work.preProcessedData;
run;
Hi, the code is very easy to generate with the point-and-click interface provided by the Forecasting Tasks in SAS Studio. See my signature for more information.
/*
*
* Task code generated by SAS Studio 3.6
*
*
*/
ods noproctitle;
ods graphics / imagemap=on;
proc sort data=SASHELP.AIR out=Work.preProcessedData;
by DATE;
run;
proc arima data=Work.preProcessedData plots
(only)=(series(corr crosscorr) residual(corr normal)
forecast(forecastonly));
identify var=AIR(1);
estimate p=(1 2) (12) q=(1) (12) method=ML;
forecast lead=12 back=0 alpha=0.05 id=DATE interval=month;
outlier;
run;
quit;
proc delete data=Work.preProcessedData;
run;
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