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-white.png

Our biggest data and AI event of the year.

Don’t miss the livestream kicking off May 7. It’s free. It’s easy. And it’s the best seat in the house.

Join us virtually with our complimentary SAS Innovate Digital Pass. Watch live or on-demand in multiple languages, with translations available to help you get the most out of every session.

 

Register now!

Discussion stats
  • 1 reply
  • 1737 views
  • 0 likes
  • 2 in conversation