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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)

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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)

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