PS: just in case you are wondering about how to transpose your data set for the Time Series Forecasting System to work - check out: proc sort data=tsslib.have3; by descending qtr; run; proc transpose data=tsslib.have3 out=have4(drop=source) name=source; by descending qtr; id ticker; var fraction; quit; proc sort data=have4; by qtr; run; Remember that the Time Series Forecasting System was not designed for these kinds of tasks - you are much better of with SAS Forecast Server or SAS Forecasting for Desktop (http://support.sas.com/software/products/forecast_desktop/index.html).
... View more
Hello - Adding link to the rolling simulation paper to this thread: http://support.sas.com/resources/papers/proceedings14/SAS213-2014.pdf Thanks, Udo
... View more
The Duke University site contains the following online course: http://www.duke.edu/~rnau/411home.htm One of the sections deals with the ACF and the PACF: http://www.duke.edu/~rnau/411arim3.htm Hope this helps. Regards, Snurre
... View more
