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Arimax model

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New Contributor
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Arimax model

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

Super Contributor
Posts: 336

Re: Arimax model

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

New Contributor
Posts: 4

Re: Arimax model

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.

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