Chapter Contents
Previous
Next
|
Chapter Contents |
Previous |
Next |
| The ARIMA Procedure |
By default PROC ARIMA requires that the parameter estimates for the AR and MA parts of the model always remain in the stationary and invertible regions, respectively. The NOSTABLE option removes this restriction and for high-order models may save some computer time. Note that using the NOSTABLE option does not necessarily result in an unstable model being fit, since the estimates may leave the stable region for some iterations, but still ultimately converge to stable values.
|
Chapter Contents |
Previous |
Next |
 Top |
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.