Programming the statistical procedures from SAS

How to write a time series model

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New User
Posts: 1

How to write a time series model

[ Edited ]

Hi guys!
I have estimated c ar(1) ar(12) model, because there was certain autocorrelation on k=12. Its monthly data, series has one unit root.
How to write this model?
reduced ARIMA(12,1,0) or
ARIMA(1,1,0)x(1,0,0)?

I must say sar(12) is not significant. 

Grand Advisor
Posts: 9,443

Re: How to write a time series model

Are you trying to fit a Time Series Mode ?  Plz post it at 

SAS Forecasting and Econometrics

 

Or are you trying to simulate Time Serise Data ? Plz post it at 

SAS/IML Software and Matrix Computations

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