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critiasun
Calcite | Level 5

data arima.js_dispos;
set arima.js_2005to2018;
label year="y" cases="c";
run;

proc gplot data=arima.js_dispos;

plot cases*year;
symbol i=spline v=star ci=red cv=bib;
run;


proc arima data=arima.js_dispos;
identify var=cases stationarity=(adf=1);
run;

data arima.js_dispos_dif2;
set arima.js_dispos;
z=cases;
difz=dif(z);
difz2=dif(difz);
label z="n" difz="d1" difz2="d2" ;
run;


proc gplot data=arima.js_dispos_dif2;
plot (z difz difz2)*year;
symbol i=spline v=star ci=red cv=bib;
run;
proc arima data=arima.js_dispos_dif2;
identify var=difz2 stationarity=(adf=1);
run;

proc arima data=arima.js_dispos_dif2;
identify var=difz2 stationarity=(adf=1) WHITENOISE=IGNOREMISS;
run;

proc arima data=arima.js_dispos_dif2;
identify var=difz2 minic perror=(8:11);
run;

/*test proc arima data=arima.js_dispos_dif2;
identify var=difz2 minic P=(0:5) Q=(0:5) ;
run; 

---------------test end*/


proc arima data=arima.js_dispos_dif2;
identify var=z(2) nlag=6;
estimate q=0 p=0 method=ml;
forecast lead=5   out=arima.outvalue id=year;
run;
quit;

4 REPLIES 4
Reeza
Super User

You can capture the output from an OUTSTATS option on the estimate statement. It will have the data needed to calculate the MAPE, I don't see a default option to have it displayed as part of the output. 

 

https://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_arima_details47.htm&docsetVersion=1...

 

https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-ARIMA-checks-and-MAPE/td-p/3930...

 

 

critiasun
Calcite | Level 5

Thanks for your replying! I don’t see the default option too, so I want to confirm if there is a default option or not. Thank you very much!

Ksharp
Super User
Plz post it at Forcasting Forum , Maybe some SAS/ETS guy know the answer .
critiasun
Calcite | Level 5
OK! I will try, Thank you!

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