Changes and Enhancements to SAS/ETS Software in Versions 7 and 8

The ARIMA Procedure

The following option was added to the FORECAST statement.

SIGSQ=

specifies the variance term used in the formula for computing forecast standard errors and confidence limits. The default value is the variance estimate computed by the preceding ESTIMATE statement. This option is useful when you wish to generate forecast standard errors and confidence limits based on a published model. It would often be used in conjunction with the NOEST option in the preceding ESTIMATE statement.

The following observations were added to the where variable _STAT_ in the OUTSTAT= Data Set.

_STAT_=NITER	Number of iterations
_STAT_=CONV	Convergence Status

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