@Zuhdiyah wrote:
Can you please help me how to write the codes?
Let's say I have an ARIMA model (2,0,1) and the coefficients are as below:
AR1=0.5
AR2=0.8
MA1=3.5
I want to generate the forecast with confidence level for 0.5, 0.7, and 0.9, can the below codes work?
proc arima data=mydata; identify var=hist; estimate ar=0.5 0.8 ma=3.5 noest; forecast id=date interval=month lead=12 alpha=0.5 out=myoutput; run;
Thank you.
What is wrong with the code you show?
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