BookmarkSubscribeRSS Feed
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

sas-innovate-wordmark-2025-midnight.png

Register Today!

Join us for SAS Innovate 2025, our biggest and most exciting global event of the year, in Orlando, FL, from May 6-9. Sign up by March 14 for just $795.


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
  • 2 replies
  • 1275 views
  • 0 likes
  • 3 in conversation