Hello SAS Procedures Community, I would like assistance with syntax for specifying "Zero-Order" and "First-Order" transfer functions for interrupted time series ARIMA models. Specifically, what is the code I would use for: (1) the abrupt, permanent change (zero-order), versus (2) gradual, permanent change (first-order)? I am trying to compare pulse, zero-order, and first-order functions to determine if the introduction of a migration policy at point t (the year 2001) is characterized by a abrupt, temporary impact (pulse), an abrupt, permanent change (zero-order), or by a gradual, permanent change (first-order) on visa issuances. I also wonder if the way I have the dates set up is correct, respectively? (I.e. what would be the temporary shock from 2002 to 2007? Or a permanent change after 2001?) I'm very new to the ARIMA procedures and I have combed the SAS boards, guides, and examples for proper syntax. This is what I have come up with: Pulse (temporary): where variable "temp" is coded as 0 prior to and after the event, and 1 during the temporary event ("000111000"). data a; set a; temp = (date = '2002'd, '2003'd, '2004'd, '2005'd, '2006'd, '2007'd); run; proc arima data=a; identify var=f crosscorr=temp; estimate p=1 q=1 input=temp; run; ??? (permanent): where the variable "perm" is coded as 0 prior to the event (2001), and 1 after the event ("0000011111") data a; set a; temp = (date >= '2002'd); run; proc arima data=a; identify var=f crosscorr=perm; estimate p =1 q=1 input=perm; run; Thank you all for helping a newbie, I appreciate all the help and feedback.
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