About lina1583

lina1583 · ‎03-19-2019

hi, can I check why is it NOINT in the airline case? as in based on what information, we decide to omit the mean value? I have the attached data and I can want to check ARIMA(0,0,1)(1,0,1) with period 12. is my code below correct? should I also use NOINT here? I can see the Dec1 is already stationary, so I guess I don't need to use Dec1(0,12) because the seasonality is modeled in p and q in the estimate? data crsp; infile "My SAS Files\m-dec1-8006.txt" firstobs=1; input Date Dec1; proc arima data=crsp plots=all; identify var=Dec1; estimate p=(12) q=(1)(12) method=cls; run;

lina1583 · ‎03-18-2019

many thanks Rselukar! that really helps. can I further ask what it means by differencing order 1 and 12? is it supposed to remove the seasonal effect? or should it be using var=air(0,12) to remove the seasonal effect? thanks!

lina1583 · ‎03-16-2019

hi, I am trying to check arima(2,1,1) model for a given data set. is my programming below correct？ i'm quite new to SAS but i cannot seem to tell difference between arima model and arma model here data mortg; infile "Documents\My SAS Files\m-mortg.txt" firstobs=1; input year month day rate; lrate=log(rate); label lrate="log mortgage rate"; proc arima data=mortg plots=all; identify var=lrate; estimate p=2 q=1 noconstant method=cls; forecast out=b lead=4 alpha=0.05 noprint; run;

lina1583 · ‎03-08-2019

thanks, i can see the acf and pacf's graph are there but I need a table which has all the numbers for ACF and PACF like below. how do I do it? and how do I run Ljung-box test to test my hypothesis that first 12 lags ACF is 0? lag acf pacf 1 0.2 0.2 2 0.1 0.1 3 0.05 0.05 ... 23 24

lina1583 · ‎03-05-2019

hi, thanks for your reply. what are the statements that I need to write down please? I'm quite new to SAS so i'm not even sure how i should write the identify statements. so if i have the below, what needs to be changed to output acf and pacf? data crsp; infile "\\C\\test.txt" input date dec1; proc arima data=crsp; identify var=dec1 nlag=24 stationarity=(adf); run;

lina1583 · ‎03-04-2019

hi all, i'm very new to SAS but have programming experience with java. just wondering if anyone has an example code snippet that reads simple return from a file and compute the acf and pacf for 24 lags? thank you for your help in advance. data will be in this format date r 19700130 0.05 19700227 0.06 19700331 -0.03 ...... ....... ......

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Re: how do I test arima(2,1,1) model and how to check arima modeal (0,...

Re: how do I test arima(2,1,1) model and how to check arima modeal (0,...

how do I test arima(2,1,1) model and how to check arima modeal (0,0,1)...

Re: Given simple returns, how do I generate acf and pacf for for 24 la...

Re: Given simple returns, how do I generate acf and pacf for for 24 la...

Given simple returns, how do I generate acf and pacf for for 24 lags?

Re: Given simple returns, how do I generate acf and pacf for for 24 la...

Re: Given simple returns, how do I generate acf and pacf for for 24 la...

Re: Given simple returns, how do I generate acf and pacf for for 24 la...

Re: how do I test arima(2,1,1) model and how to check arima modeal (0,...

Re: how do I test arima(2,1,1) model and how to check arima modeal (0,...

Re: how do I test arima(2,1,1) model and how to check arima modeal (0,...

Re: how do I test arima(2,1,1) model and how to check arima modeal (0,...

how do I test arima(2,1,1) model and how to check arima modeal (0,0,1)...

Re: Given simple returns, how do I generate acf and pacf for for 24 la...

Re: Given simple returns, how do I generate acf and pacf for for 24 la...

Given simple returns, how do I generate acf and pacf for for 24 lags?