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