data ARIMA_ASTHMA_AB;
Set ASTHMA_ab;
step= (Quarter>='2020-Q1');
ramp= time_after;
if Quarter < '2020-Q1' then ramp=0;
Run;
Trial (1);
proc arima data=ARIMA_ASTHMA_AB;
identify var= Preval_qtr_ResprtyAnti (2,4) crosscorr=(step(2,4) ramp(2,4));
estimate p=2 q=(4) input=(step ramp) method=ml outmodel=AB_AS3;
run; quit;
Trial(2);
proc arima data=ARIMA_ASTHMA_AB;
identify var= Preval_qtr_ResprtyAnti (2,4) crosscorr=(step ramp);
estimate p=1 q=(4) input=(step ramp) method=ml outmodel=AB_AS5;
run; quit; Hello, I am using ITS (ARIMA) to study the impact of intervention on drug utilzation. Based on the above codes: My question is when to use crosscorr= [Step(1,4) Ramp(1,4)] and when to use only crosscorr= [Step Ramp]? I know in order to choose between different ARIMA models, I need to check SBC and AIC (the lower the better model). Also, I attached the output for both trial 1 and 3 SAS codes. Could you please advise which model is better and why? Thanks in advance.
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