Date:         Thu, 21 Sep 2006 22:37:03 -0700
Reply-To:     David L Cassell <davidlcassell@MSN.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         David L Cassell <davidlcassell@MSN.COM>
Subject:      Re: Modelling several time series together using Proc Mixed?
In-Reply-To:  <200609190658.k8J4p8ck012719@mailgw.cc.uga.edu>
Content-Type: text/plain; format=flowed

djrk0003@COMCAST.NET wrote:
>
>Chen presented the problem below. I would like to follow up on this issue,
>but in a slightly different direction. Suppose, I have a new data set that
>I
>need to score used the model developed below. For the new data set, I would
>like to forest for each ID over a 72 month period. Is this feasible? If so
>how?
>
>Thanks,
>
>Doyle.

Are you saying that you want to create an entire new data set based
on *no* values from the given ID?  That does not sound reasonable.
In a time series, you need at least *some* starting values for
autoregressive
models, and at least *some* starting error terms for moving average
models, and all of the above in ARIMA(p,d,q) models where p and q are
greater than 0.

Are you going to have some starting values?  Are you going to have
a model from PROC AUTOREG to use to predict some expected values
based on a set of regressors?

Without some more detail, I can't help you much.

David
--
David L. Cassell
mathematical statistician
Design Pathways
3115 NW Norwood Pl.
Corvallis OR 97330

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