Arimax model

[Ecotrix]

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

[user24feb]

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]

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 · Accepted solution]

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-...

[ldeclou]

Is there a more helpful link that could be provided? 

[ShelleySessoms]

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