Date:         Wed, 20 Dec 2000 11:06:03 -0700
Reply-To:     "Stanley A. Gorodenski" <vvgsgor@DE.STATE.AZ.US>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "Stanley A. Gorodenski" <vvgsgor@DE.STATE.AZ.US>
Subject:      Re: proc arima syntax
Content-Type: multipart/alternative;

Those familiar with the arima method may find it highly unusual for a
series to be stationary, as was indicated in the code in my prior
message.  It is.  When I copied my code I missed part of it.  The
corrected proc is as follows.  It contains a first and fourth order
difference.

PROC ARIMA; IDENTIFY VAR=Q1A20 (1,4) NLAG=24; ESTIMATE Q=(1)(4)(6);
            FORECAST LEAD=60 ID=DATE INTERVAL=QUARTER OUT=ARIMOUT;

Stan

> tek wrote:
>
>> Kattamuri.Sarma@RESPONSEINSURANCE.COM skrev i meldingen ...
>> >I don't know any internet sources for this. But SAS has atleast 3
>> books on
>> >SAS/ETS which has
>> >   syntax for ARIMA, and Time Series in general.
>> >
>> >  Hope this helps.
>> >
>> >   - Kattamuri Sarma
>>
>> Thanks for answering. Yes, I knew this. I haven't had a chance to
>> look
>> at these books yet. I have seen the documentation that comes with
>> the installation of SAS 8.1,  but I think these documentations are
>> not
>> very good.
>>
>> Terje Karlsen
>

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