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iskenderc
Fluorite | Level 6

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

1 ACCEPTED SOLUTION

Accepted Solutions
3 REPLIES 3
iskenderc
Fluorite | Level 6

Below given lines will be added to the end of input section

estimate input=(polag1 polag2 Po3 ) printall Q=(3)(3) nostable ;
run;

iskenderc
Fluorite | Level 6

Not solved yet.

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