I need to fit a AR(1) model to the attached data set and out put the RESIDUALS to an excel file for plotting.
Can some one help me with this writing residuals to an excel file step please?
data have;
input ar;
i=_n_;
cards;
-1.703233141
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0.091440462
0.022882462
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1.367217146
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1.243521791
0.113778895
0.714317526
0.566813465
-0.734423548
1.697551258
2.111181943
1.628494325
-0.08886197
2.229940274
1.095423802
-1.269850982
0.212139503
0.813363764
2.074538017
-0.379978441
0.582723039
1.007738264
-1.343523263
-1.281435722
-1.709919199
-2.221110283
-0.357830805
-0.957889455
-0.828228651
-2.21342328
-1.741858015
-0.4136128
1.152547859
0.767231874
;
run;
proc arima data=work.have plot=residual(smooth);
identify var=AR nlag=1 noprint;
estimate p=1;
forecast id=I interval=1 align=BEGINNING lead=0 alpha=0.05 out=want;
quit;
Once you created WANT you can export it to EXCEL in many different ways - the easiest might be to right click the data set in the explorer window:
Thanks,
Udo
You could also use PROC GPLOT and skip Excel
Very true - in fact ARIMA does create the plot you are looking for out-of-the-box:
proc arima data=work.have plot=residual(smooth);
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