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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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