Standard Error Estimation in PROC ARIMA

[sasalex2024]

Dear SAS Community,

For proc arima estimation, I couldn’t find detailed information about how standard errors (and thus t-values) are computed. The manual states: 

The t-values reported in the table of parameter estimates are approximations whose accuracy depends on the validity of the model, the nature of the model, and the length of the observed series...

Could you please clarify what method SAS uses to estimate standard errors for ARMA model parameters? For example, does it rely on the Outer Product of Gradients (OPG), the Observed Information Matrix (OIM), Huber/White/sandwich estimator, or something similar?

Additionally, is there any way in proc arima to specify alternative methods for standard error estimation, or are the defaults considered standard for ARMA models?

Thank you very much.

[Ksharp]

It would be better if you post this question at Forecasting Forum,since it is related to SAS/ETS .
https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics