ARIMA model to proc autoreg

[Levi_M]

Hi, 

I have a few ARIMA models (R) show below and I was looking to duplicate them using PROC AUTOREG and GARCH, however, I have not been able to replicate them to were they are relatively similar. I was hoping to see if it was possible and how it would fit into the proc autoreg statement.

Models:

ARIMA(0,0,0)
ARIMA(4,0,0)
ARIMA(0,0,2)
ARIMA(1,0,0)(1,0,0)[12]

Thank you,

[Ksharp · Accepted solution]

Better post it at Forecasting Forum :

https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics