In order to prewhiten and filter my variables for a cross correlation analysis using the arima procedure: proc arima data=in;
identify var=x;
estimate p=1 q=1;
identify var=y crosscorr=x;
run; how do I specify a seasonal ARIMA model in the ESTIMATE statement? What syntax should I use? My model is a seasonal ARIMA (1,0,0) (1,0,1) perioid=6. Thanks, Maria
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