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jopo12345678
Calcite | Level 5

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?

1 ACCEPTED SOLUTION

Accepted Solutions
mitrov
SAS Employee

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;

View solution in original post

1 REPLY 1
mitrov
SAS Employee

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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