Hello. I'm using the ATSM package of the Proc TSMODEL. I would like to know if the EXTREME string of the PREFILTER option of the DIAGSPEC.SetOption Method, is equivalent to the OUTLIER OPTION of the ARIMAX statement of the PROC HPF DIAGNOSE. Here below the 2 statements (the first for the PROC TSMODEL and the second for the PROC HPFDIAGNOSE). Many thanks in advance Proc tsmodel; ...... diagspec.setOption('PREFILTER','EXTREME'); ...... quit; Proc hpfdiagnose; ..... arimax outlier=(detect=yes); ... run;
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