Forecasting using SAS Forecast Server, SAS/ETS, and more

STARIMA, STARMA, Spatial-temp ARIMA in SAS?

Reply
Contributor
Posts: 23

STARIMA, STARMA, Spatial-temp ARIMA in SAS?

I would like to implement a Spatial Temporal ARIMA (STARIMA, STARMA) model in SAS. I'm not able to find much information on this but I'm hoping I can somehow manage this by using the ARIMA procedure.

 

Can anyone offer any suggestions?

 

I'm using SAS Studio & am relatively new to SAS. Thank you for your help.

SAS Super FREQ
Posts: 3,752

Re: STARIMA, STARMA, Spatial-temp ARIMA in SAS?

SAS Studio is an interface that proviudes a program editor and sends the results to SAS. Do you know what SAS products you have licensed, such as SAS/ETS and SAS/STAT?  To find out, submit the following and report the results:

proc setinit; 
run;
Contributor
Posts: 23

Re: STARIMA, STARMA, Spatial-temp ARIMA in SAS?

Hi Rick, the SAS product I have is:

 

 'UNIVERSITY EDITION 2.2 9.4M3 WITH ETS FOR AMAZON'

SAS Employee
Posts: 416

Re: STARIMA, STARMA, Spatial-temp ARIMA in SAS?

Hello -

These types of models  are not directly supported in any SAS procedures currently I think, however, you might be able to use the MODEL procedure in the SAS/ETS product to specify your desired model. I'm not an expert but best to my knowledge it would require you to determine the desired weighting matrix and then to code the model in the MODEL procedure.

Thanks,

Udo

Ask a Question
Discussion stats
  • 3 replies
  • 495 views
  • 0 likes
  • 3 in conversation