Hi I am in the process of automating ARIMA (with forecasts) for 290 employment series. Two questions: 1) Is there a way to get ARIMA to choose an ARIMA optimal model (ie, which AR and MA terms to include) for each (perhaps based on minimising AIC)? Particularly, when including multiple AR and MA terms (eg AR(1,2) and MA(2,6,8))? 2) If not, we plan to use a general ARIMA model that seems to work quite well across all series. The issue is, occasionally this gives rise to a model which is 'non-invertible'. Is there a way of measuring/identifying non-invertible models (perhaps by a statistic of some sort produced in the output) such that SAS can know to seperate these variables? Basically, I want sas to run the standard ARIMA process on all series, and for those series that are deemed non-invertible, spit them into a seperate data set (to be dealt with seperately). Any assistance would be greatly appreciated. @sas
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