My input and output results of ARIMA procedure are as follows:
INPUT :
proc arima data=poparima plots ;
identify var=polag1 ;
run;
identify var=polag2;
run;
identify var=po nlag=24 stationarity=(adf=3 ) crosscorr=(polag1 polag2 Po3 ) ;
run;
OUTPUT:
Conditional Least Squares Estimation | |||
Parameter | Estimate | Standard Error | t Value |
MU | 0.19818 | 0.03490 | 5.68 |
MA1,1 | 1.13442 | 0.02177 | 52.10 |
MA2,1 | -0.56556 | 0.12745 | -4.44 |
NUM1 | 1.99898 | 0.01805 | 110.76 |
NUM2 | -1.00248 | 0.01810 | -55.37 |
NUM3 | -0.20601 | 0.0032769 | -62.87 |
Moving Average Factors | |
Factor 1: | 1 - 1.13442 B**(3) |
Factor 2: | 1 + 0.56556 B**(3) |
Question is: How should I write mathematical form of the estimated model?
Thanks for your helps
Regards
Not solved yet.
Below given lines will be added to the end of input section
estimate input=(polag1 polag2 Po3 ) printall Q=(3)(3) nostable ;
run;
Not solved yet.
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