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
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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?
On Tue, Jul 29, 2008 at 7:05 AM, Suyashi <firstname.lastname@example.org>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.
Samuel T. Croker