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 >