BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
Kboukaabar
Obsidian | Level 7

In Cryer and Chan's text Time Series Analysis With Applications in R, they simulate an MA(1) with different values of theta (say theta =-0.9).  How to do that in SAS studio?  Thanks.

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

If you have SAS/IML software, the easiest way is to use the ARMASIM function, which simulates, AR models, MA models, and combined ARMA models.

 

View solution in original post

1 REPLY 1
Rick_SAS
SAS Super FREQ

If you have SAS/IML software, the easiest way is to use the ARMASIM function, which simulates, AR models, MA models, and combined ARMA models.

 

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Find more tutorials on the SAS Users YouTube channel.

Click image to register for webinarClick image to register for webinar

Classroom Training Available!

Select SAS Training centers are offering in-person courses. View upcoming courses for:

View all other training opportunities.

Discussion stats
  • 1 reply
  • 944 views
  • 0 likes
  • 2 in conversation