Forecasting using SAS Forecast Server, SAS/ETS, and more

ARIMA

Accepted Solution Solved
Reply
Occasional Contributor
Posts: 16
Accepted Solution

ARIMA

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?


Accepted Solutions
Solution
‎03-16-2018 09:43 AM
SAS Employee
Posts: 62

Re: ARIMA

Posted in reply to jopo12345678

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


All Replies
Solution
‎03-16-2018 09:43 AM
SAS Employee
Posts: 62

Re: ARIMA

Posted in reply to jopo12345678

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;
☑ This topic is solved.

Need further help from the community? Please ask a new question.

Discussion stats
  • 1 reply
  • 212 views
  • 0 likes
  • 2 in conversation