Hi, consider this code:
proc tsmodel data=MYCAS.ZZZ outscalar=MYCAS.AAA; id DATE interval=day; var VALORE; outscalars pvalue rc; require tsa; submit; declare object tsa(tsa); rc = tsa.stationaritytest(VALORE,,,,'SSM',pvalue); rc = rc;
pvalue = pvalue; endsubmit; run;
I want to calculate the stationarity test pvalue for the time series (attached as csv):
However in the results I see:
so that the pvalue is missing and the return code is 0, which according to the documentation (link) means Time series is stationary with the default significance level of 0.05 which clearly is false here.
So what's wrong? Can you help me to figure out what is happening? Moreover, what kind of test is stationaritytest performing? Is unclear from the documentation.
Note: I must use only procedures cas-enabled.
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