forecasting with outlier

[sasgiaz]

Hello,

I'm doing a research now and i got stuck in forecasting the data.

Does somebody happen to know the syntax to forecast data with outlier in ARIMA model?

Please let me know, your help is greatly appreciated, thank you.

[rselukar · Accepted solution]

In PROC ARIMA you can use the OUTLIER statement: see https://go.documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_arima_syntax10.htm&docsetVersion... for the syntax and https://go.documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_arima_examples06.htm&docsetVersi...

for an example.

PROC ARIMA is used for modeling univariate time series.  For outlier detection in more general time series settings, see 

“Detecting and Adjusting Structural Breaks in Time Series and Panel Data Using the SSM Procedure.” http://support.sas.com/resources/papers/proceedings17/SAS0456-2017.pdf.