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NJ
Calcite | Level 5 NJ
Calcite | Level 5
I'm modelling a serie about air traffic using the ARIMA modeling patch. My problem is when I specidy the lag 12 of moving average the estimation failed, a ridge was encountred in the objective function, things can happened.
But the estimation has no problem to estimate with an lag 24 (without 12) of moving average whereas lag 12 and lag 24 are correlated!!

Thanks
NJ
2 REPLIES 2
mbrahm
Calcite | Level 5


We are having this same problem using HPF.  Did you resolve it?

udo_sas
SAS Employee

Hello -

Can you share some more details on the problem you are facing with HPF?

Ideally sharing a code example and test data for illustration purposes...

Thanks,

Udo

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