ARIMA Process Specification Window
Use the ARIMA Process Specification window to
define ARIMA processes for simulation.
Invoke this window from the Add Series button
in the Time Series Simulation window.
Controls and Fields
- Series Name
-
is the variable name for the series to be simulated.
- Series Label
-
is the variable label for the series to be simulated.
- Series Mean
-
is the mean of the simulated series.
- Transformation
-
defines the series transformation.
- Simple Differencing
-
is the order of simple differencing for the series.
- Seasonal Differencing
-
is the order of seasonal differencing for the series.
- AR Parameters
-
is a table of Autoregressive terms for the simulated ARIMA process.
Enter a value for Factor, Lag, and Value for each term of the
AR part of the process you want to simulate.
For a non-factored AR model, make the Factor values the same for all terms.
For a factored AR model, use different Factor values to group the terms
into the factors.
- MA Parameters
-
is a table of Moving Average terms for the simulated ARIMA process.
Enter a value for Factor, Lag, and Value for each term of the
MA part of the process you want to simulate.
For a non-factored MA model, make the Factor values the same for all terms.
For a factored MA model, use different Factor values to group the terms
into the factors.
- OK
-
closes the ARIMA Process Specification window and
adds the specified process to the Series to Generate list
in the Time Series Simulation window.
- Cancel
-
closes the window without adding to the Series to Generate list.
Any options you specified are lost.
- Reset
-
resets all the fields to their initial values upon entry to the window.
- Clear
-
resets all the fields to their default values.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
