BookmarkSubscribeRSS Feed
LNA2021
Calcite | Level 5
data ARIMA_ASTHMA_AB;
Set ASTHMA_ab;
step= (Quarter>='2020-Q1');
ramp= time_after;
if Quarter < '2020-Q1' then ramp=0;
Run;
Trial (1);
proc arima data=ARIMA_ASTHMA_AB;
identify var= Preval_qtr_ResprtyAnti (2,4) crosscorr=(step(2,4) ramp(2,4));
estimate p=2 q=(4) input=(step ramp) method=ml outmodel=AB_AS3;
run; quit;
Trial(2);
proc arima data=ARIMA_ASTHMA_AB;
identify var= Preval_qtr_ResprtyAnti (2,4) crosscorr=(step ramp);
estimate p=1 q=(4) input=(step ramp) method=ml outmodel=AB_AS5;
run; quit;

Hello,

I am using ITS (ARIMA) to study the impact of intervention on drug utilzation.

Based on the above codes: My question is when to use crosscorr= [Step(1,4) Ramp(1,4)] and when to use only crosscorr= [Step Ramp]?

I know in order to choose between different ARIMA models, I need to check SBC and AIC (the lower the better model).

Also, I attached the output for both trial 1 and 3 SAS codes. Could you please advise which model is better and why?

Thanks in advance.

1 REPLY 1
sbxkoenk
SAS Super FREQ

Hello @LNA2021 ,

 

I have moved your question to the

SAS Forecasting and Econometrics board (under the Analytics header).

You will get much better answers here.

 

Note there's a lot of literature on this subject.
And many approaches are taken : ARIMA(X) , State Space Models (SSM), Mixed models , ...

But to re-assure you : PROC ARIMA can definitely be used for interrupted time series analysis.

 

Cheers,

Koen

SAS INNOVATE 2024

Innovate_SAS_Blue.png

Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.

If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website. 

Register now!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • 201 views
  • 0 likes
  • 2 in conversation