I am trying to simulate a transfer model in SAS. I am able to simulate the independent x variable using code provided by sas documentation for a , which is an ARIMA(0,1,1)
title1 'Simulated IMA(1,1) Series'; data a; x1 = 0.9; a1 = 0; do i = -50 to 100; a = rannor( 32565 ); x = x1 + a - .8 * a1; if i > 0 then output; a1 = a; x1 = x; end; run;
but when it comes to simulating the dependent variable y; I start having problems, I have specific values I want for an intercept, numerator, scale and denominator, and including the simulated x variable.i.e
Would anyone have any ideas?