I am looking for SAS procedures that can help me fit nonlinear arima models. I could not yet find any.
can the ARIMA procedure be used to do so, with some settings? The normal ARIMA model is used to fit linear models, and not nonlinear.
I have found different nonlinear models. like NLAR fingerprints, and nonlinear autoregressive with exogenous input. I am looking if a *nonlinear arima* exists to solve for parameters in these models.