BookmarkSubscribeRSS Feed
☑ This topic is solved. Need further help from the community? Please sign in and ask a new question.
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.

sas-innovate-2024.png

Available on demand!

Missed SAS Innovate Las Vegas? Watch all the action for free! View the keynotes, general sessions and 22 breakouts on demand.

 

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 3 replies
  • 347 views
  • 0 likes
  • 2 in conversation