Date:         Tue, 29 Jul 2008 08:50:50 -0400
Reply-To:     Samuel Croker <samuel.croker@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Samuel Croker <samuel.croker@GMAIL.COM>
Subject:      Re: DF Test
In-Reply-To:  <8f9ad463-c685-4d4a-96f1-f182ba91e5e2@a3g2000prm.googlegroups.com>
Content-Type: text/plain; charset=ISO-8859-1

Hi Suyashi,

Dominique Ladiray has a macro that may help you get a handle on this
http://www.unige.ch/ses/sococ/eda/sas/stationarity.sas.  Once there, jump up
one level and you will see a few more useful ideas.

Are you trying to build models or forecast?

Sam

On Tue, Jul 29, 2008 at 7:05 AM, Suyashi <suyashi.shrivastava@gmail.com>wrote:

> Hi everyone,
>
> I'm implementing SAS Arima & I need to automate the procedure as
> well!! If anyone can help me out with the interpretation of the DF
> Test results, ie what should be the criterion for the automation.. I
> know we can manually see the plots & decide. But how should i decide
> the automation criterion???
> If anyone has any experience in this or has an idea about the same,
> please help me out.
>
> Thanks!!!
>



--
Samuel T. Croker
Lexington, SC