ARIMAX with more than one variable input

[sasgiaz]

Hello. Does somebody happen to know whether ARIMAX method can have three variables input? Because I've never known if there's ARIMAX with more than one variable input. Please help, thank you so much.

[rselukar]

Do you mean you have multiple response variables, that is, multiple time series that you want to model/forecast jointly or you have one response series and multiple predictor series?  If you want to model/forecast multiple series jointly, you can use PROC VARMAX (vector ARIMA modeling).  If you have one response series and multiple predictor series you can use PROC ARIMA (see the doc example ; https://go.documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_arima_examples04.htm&docsetVersi... ).