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?
Content-Type: text/plain; format=flowed
>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
>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
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
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 L. Cassell
3115 NW Norwood Pl.
Corvallis OR 97330
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