BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
Pelox
Fluorite | Level 6

I have a time series with prices. There are 51 prices. And i need to check if it stationary or not ?And if not, i need to make it stationary.

 

So i think, i have to do a Dickey Fuller test.

 

So i tried this code

proc ARIMA data=prices;
identify var=price stationarity=(adf=(0)) nlag=51;
run;

 

Is it correct ?

 And this is results :

 

Capture.PNGCapture1.PNG

So, where i have to look, if i want to see it's stationary or not ?

1 ACCEPTED SOLUTION

Accepted Solutions
Cynthia_sas
SAS Super FREQ

Hi:

This Tech Support note on Frequently Asked For Statistics talks about the Dickey-Fuller test and how to get it, here: http://support.sas.com/kb/30/333.html
and here is a long explanation: http://support.sas.com/documentation/cdl/en/etsug/67525/HTML/default/viewer.htm#etsug_macros_sect019...

cynthia

 

(post modified to show Tech Support and documentation links only)

View solution in original post

1 REPLY 1
Cynthia_sas
SAS Super FREQ

Hi:

This Tech Support note on Frequently Asked For Statistics talks about the Dickey-Fuller test and how to get it, here: http://support.sas.com/kb/30/333.html
and here is a long explanation: http://support.sas.com/documentation/cdl/en/etsug/67525/HTML/default/viewer.htm#etsug_macros_sect019...

cynthia

 

(post modified to show Tech Support and documentation links only)

SAS Innovate 2025: Register Now

Registration is now open for SAS Innovate 2025 , our biggest and most exciting global event of the year! Join us in Orlando, FL, May 6-9.
Sign up by Dec. 31 to get the 2024 rate of just $495.
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
  • 1560 views
  • 0 likes
  • 2 in conversation