Hi Forum, I have a variable named "ninety" in the attahced file. I need to forecast its values for maximum possible length ahead as dictated by my 24 month's actual observations. I have tried various methods such as moving average (3point, 12point), weighted moving average, exponential smoothing etc. but the Percent Absolue Deviation between predicted and actual values are way too high. So, I tried ARIMA as the last resort. Honestly I do not have any previous ARIMA expereince, so I have followed the SAS documentation mecahnically and followed the steps. Question: I cannot run the last two steps to get the final forecasts. Could someone please help? Thanks, Mirisage /*taking the graph*/ ods graphics on; proc sgplot data=test; scatter y=ninety x=current_date; run; /*Analyzing correlation properties*/ proc arima data=test ; identify var=ninety nlag=6; run; /*White Noise Test*/ proc arima data=test ; identify var=ninety nlag=6; run; proc arima data=test ; identify var=ninety nlag=5; run; proc arima data=test ; identify var=ninety nlag=4; run; proc arima data=test ; identify var=ninety nlag=3; run; /*Since the series is nonstationary, I transformed it to a stationary series by differencing.*/ /*Identification of the Differenced Series*/ proc arima data=test; identify var=ninety(1); run; /*The autocorrelations decrease rapidly in this plot, indicating that the change in ninety is a stationary time series. */ /*not running*/ proc arima data=test; estimate p=1; run; /*Not running*/ /*forecasting*/ proc arima data=test; forecast lead=12 interval=month id=date out=results; run;
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