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Ecotrix
Calcite | Level 5

can someone please help me with modeling steps for ARIMA model with exogenous variables In Sas?

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ShelleySessoms
Community Manager

This topic was covered in a similar question. For information, visit: https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-do-I-Specify-Transfer-Functions-...

 

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user24feb
Barite | Level 11

There is an "input=(<X1> <X2>)" option for the estimate statement of proc arima. There are many examples on the internet. You could start with SAS/ETS(R) 9.2 User's Guide

Ecotrix
Calcite | Level 5

Thanks for your response. But I am little confused when input variables need to be added. For example, the stationarity test is done on residual series and not on actual series.

Any help would be greatly appreciated.

ShelleySessoms
Community Manager

This topic was covered in a similar question. For information, visit: https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-do-I-Specify-Transfer-Functions-...

 

It's time to register for SAS Innovate! Join your SAS user peers in Las Vegas on April 16-19 2024.
ldeclou
Calcite | Level 5

Is there a more helpful link that could be provided? 

ShelleySessoms
Community Manager

Do you have a specific question or need @ldeclou? If so, please start a new question so that our experts may best help you.

 

Thanks,

Shelley

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