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writing residuals to an excel file

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Frequent Contributor
Posts: 91

writing residuals to an excel file

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?

Attachment
SAS Employee
Posts: 416

Re: writing residuals to an excel file

data have;

input ar;

i=_n_;

cards;

-1.703233141

-1.703850657

0.091440462

0.022882462

-0.224949807

1.367217146

2.512797936

0.669231031

-0.150223471

0.759437408

0.435890183

0.242421635

0.766223353

0.673573325

0.589709362

0.619025926

-0.731962503

-0.669309886

-0.277606805

-0.093268198

0.04727051

0.282256656

-1.015885861

-0.962834737

0.612218648

1.357896244

0.589988689

0.637063037

0.974907176

1.004179541

0.589961515

1.547349773

1.730216041

-0.861477052

-2.626268836

-1.779317662

0.061755533

1.534604015

0.526923035

1.614684892

0.173828311

0.488559228

0.719774332

-0.191777895

-1.771017794

-0.058856223

0.679685944

3.269724873

1.091529825

0.971006867

-0.107460208

0.293076027

0.370636623

0.533093946

0.391928966

-0.492171644

0.839278575

-0.425762518

-1.207455241

-1.54961444

-1.641561189

-0.27123277

-0.397213342

0.724231229

-0.157298162

1.066291385

1.128867801

1.609255864

0.086916055

-0.115766379

0.537818057

-0.343593782

-2.467415689

-2.173708286

0.072657043

-0.375419903

0.338660815

1.011734183

-0.158013934

0.239575285

-2.583980999

-2.846387638

-0.603616568

-0.497500862

0.297922

-0.015076177

0.150838215

-0.115385963

-1.732796511

-1.592980786

-1.401058263

-0.969909419

-0.163289582

0.762052852

-1.585677285

-1.418407659

-1.243692625

0.622140761

0.485028199

0.933575088

0.788277596

0.069538939

0.235537624

-0.736203794

0.318672947

1.017047843

0.933484359

0.741096717

1.714004131

1.739542595

-0.033124656

-0.173701443

0.440641251

0.643783836

0.457639771

-0.620456893

-1.37360193

-0.95579669

-0.277869925

0.751280471

-0.062705563

-0.688951776

1.60764724

0.568455209

-0.373085754

-0.942035048

-0.081296576

-1.647495371

0.173496866

2.966331223

2.245816685

2.100557048

-1.077766643

-1.161580974

-0.93895674

1.022260341

1.237106891

0.839522745

0.205026862

0.630623776

0.531449234

-0.714343268

-1.355814622

0.548880834

0.267590847

-1.014296508

-0.098426097

-0.491855559

1.225178831

0.470209127

0.699238472

0.5724062

0.029438365

-0.482742156

-0.723112385

0.989385252

0.989329295

-0.578363002

1.321796813

-0.874560301

-0.631065408

-1.529170029

-2.681906783

-0.119903064

0.004533811

0.730458562

0.578137122

0.236370805

-2.079182525

-0.071340718

-0.303920122

0.613980152

1.371999419

-0.814722568

-1.848830753

-0.130395496

-0.509307917

-0.393216756

-1.421626376

-1.260456909

1.717350204

-0.061588567

1.576699575

0.158695843

0.673967143

-0.01453695

-0.4530414

-0.88008168

-0.474358787

-1.648059003

-0.904919194

-0.5591077

0.733474439

0.940235238

-0.212510383

-0.656917914

0.371847888

-0.844212576

0.333547821

1.619507802

0.369515674

0.804317214

0.89894827

0.77951859

0.981110897

0.314118497

-1.051161227

-2.210462871

-0.657069879

1.492717871

1.553498307

-1.024299473

-2.197860477

-0.925403182

-0.583727976

-0.976836244

-2.19909525

-0.725045734

-1.776861852

1.627229106

2.361392176

1.397083255

0.192149392

-0.552117478

-0.598968735

-1.23673472

-0.602974611

0.787100327

0.536302509

-1.008315127

0.084224151

-1.167576987

-0.405077966

-1.203027374

-1.378858106

-1.698293468

-2.093450717

-1.1818349

-1.247048078

-3.544954943

-1.092977498

-1.298717529

0.906210929

0.800989891

2.236083499

-0.362437186

0.422974814

0.588826273

-0.336866824

1.204007401

0.677138821

-1.331655364

-2.241190093

0.184259721

1.930920361

2.311793146

1.109200185

-0.791974638

-1.08564213

1.607991439

1.011779543

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1.262175791

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-1.806022722

-1.310659139

0.391443028

0.55421646

0.464512184

-0.431567189

-1.541712974

-1.406008525

-2.755092752

-2.200624179

-1.43483199

0.704004341

0.185227002

0.939864088

0.232468301

-0.773638109

1.113680641

0.705881922

-0.714587966

-2.015997007

-0.807841071

-0.552233873

-0.805833024

-1.050298585

2.041769753

3.492041813

0.166761303

0.302023916

-1.568907022

-1.774899356

-2.006743891

-2.083914682

0.321201287

-0.005636432

-0.444885535

-0.906073134

1.158743314

1.194715332

0.777231062

-1.625914092

-2.959616502

-1.547453664

0.237328828

-0.061896927

-1.014056666

-0.59835862

-1.77473216

-1.461187464

-0.312216045

-1.371742185

-0.148572264

-0.501180413

0.173015441

-0.062940728

1.320793115

1.617685141

0.413626948

-0.304411351

-0.120355904

0.965082051

0.009849071

2.026863315

1.646435429

-0.380605304

-0.165769236

0.60243475

0.70210055

-0.585501567

-0.663213955

-0.557129177

-0.468884536

-0.442566792

0.485117227

-1.253108375

1.404758252

0.129529169

-0.999482169

0.529962734

-0.182542511

0.500887528

1.050330058

3.047949942

1.846735789

0.438194217

0.774039271

2.380831831

0.714461788

-0.991705441

-1.812732618

-0.31411008

-0.64944534

-1.258499416

-0.915516218

-0.271856335

-1.911122908

-1.291926834

-1.767002829

-0.391157141

-1.024920688

-2.589483443

0.198653089

0.448796084

-1.392323862

-0.880774034

0.104594641

0.824904778

0.479992249

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0.91284545

-0.770693108

1.506673497

-1.179183132

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0.104652556

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1.493706233

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-1.241886252

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2.271797928

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0.337811568

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-0.12218939

-0.261627236

0.806883033

-0.209998381

0.831548748

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0.229057983

1.544714194

0.705456536

0.554796121

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1.340979979

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-2.523280678

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-2.149867681

-0.976943982

-1.243429489

0.075316396

1.062966307

0.323823434

0.84395791

1.129555031

1.228139926

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:

Export.JPG

Thanks,

Udo

Trusted Advisor
Posts: 1,630

Re: writing residuals to an excel file

You could also use PROC GPLOT and skip Excel

SAS Employee
Posts: 416

Re: writing residuals to an excel file

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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