Date:         Sun, 3 Jul 2005 12:35:27 -0400
Reply-To:     SUBSCRIBE SAS-L hanszhu <hanshengchen@HOTMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         SUBSCRIBE SAS-L hanszhu <hanshengchen@HOTMAIL.COM>
Subject:      What model I should choose, ARCH or ARIMA?

A Question from my friend in Germany:

Dear SAS-Ler:

I am now doing an analysis about oil price. I have done the first step,
Rt = Mean + epsilon, random term
Then I have got a series of data. I do not know what model I should
choose, ARCH or ARIMA, and how to do itin SAS?

Best regards!




sonya