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| The ARIMA Procedure |
The statements and options controlling the ARIMA procedure are summarized in the following table.
| Description | Statement | Option |
| Data Set Options | ||
| specify the input data set | PROC ARIMA | DATA= |
| IDENTIFY | DATA= | |
| specify the output data set | PROC ARIMA | OUT= |
| FORECAST | OUT= | |
| include only forecasts in the output data set | FORECAST | NOOUTALL |
| write autocovariances to output data set | IDENTIFY | OUTCOV= |
| write parameter estimates to an output data set | ESTIMATE | OUTEST= |
| write correlation of parameter estimates | ESTIMATE | OUTCORR |
| write covariance of parameter estimates | ESTIMATE | OUTCOV |
| write estimated model to an output data set | ESTIMATE | OUTMODEL= |
| write statistics of fit to an output data set | ESTIMATE | OUTSTAT= |
| Options for Identifying the Series | ||
| difference time series and plot autocorrelations | IDENTIFY | |
| specify response series and differencing | IDENTIFY | VAR= |
| specify and cross correlate input series | IDENTIFY | CROSSCORR= |
| center data by subtracting the mean | IDENTIFY | CENTER |
| exclude missing values | IDENTIFY | NOMISS |
| delete previous models and start fresh | IDENTIFY | CLEAR |
| specify the significance level for tests | IDENTIFY | ALPHA= |
| perform tentative ARMA order identification using the ESACF Method | IDENTIFY | ESACF |
| perform tentative ARMA order identification using the MINIC Method | IDENTIFY | MINIC |
| perform tentative ARMA order identification using the SCAN Method | IDENTIFY | SCAN |
| specify the range of autoregressive model orders for estimating the error series for the MINIC Method | IDENTIFY | PERROR= |
| determines the AR dimension of the SCAN, ESACF, and MINIC tables | IDENTIFY | P= |
| determines the MA dimension of the SCAN, ESACF, and MINIC tables | IDENTIFY | Q= |
| perform stationarity tests | IDENTIFY | STATIONARITY= |
| Options for Defining and Estimating the Model | ||
| specify and estimate ARIMA models | ESTIMATE | |
| specify autoregressive part of model | ESTIMATE | P= |
| specify moving average part of model | ESTIMATE | Q= |
| specify input variables and transfer functions | ESTIMATE | INPUT= |
| drop mean term from the model | ESTIMATE | NOINT |
| specify the estimation method | ESTIMATE | METHOD= |
| use alternative form for transfer functions | ESTIMATE | ALTPARM |
| suppress degrees-of-freedom correction in variance estimates | ESTIMATE | NODF |
| Printing Control Options | ||
| limit number of lags shown in correlation plots | IDENTIFY | NLAG= |
| suppress printed output for identification | IDENTIFY | NOPRINT |
| plot autocorrelation functions of the residuals | ESTIMATE | PLOT |
| print log likelihood around the estimates | ESTIMATE | GRID |
| control spacing for GRID option | ESTIMATE | GRIDVAL= |
| print details of the iterative estimation process | ESTIMATE | PRINTALL |
| suppress printed output for estimation | ESTIMATE | NOPRINT |
| suppress printing of the forecast values | FORECAST | NOPRINT |
| print the one-step forecasts and residuals | FORECAST | PRINTALL |
| Options to Specify Parameter Values | ||
| specify autoregressive starting values | ESTIMATE | AR= |
| specify moving average starting values | ESTIMATE | MA= |
| specify a starting value for the mean parameter | ESTIMATE | MU= |
| specify starting values for transfer functions | ESTIMATE | INITVAL= |
| Options to Control the Iterative Estimation Process | ||
| specify convergence criterion | ESTIMATE | CONVERGE= |
| specify the maximum number of iterations | ESTIMATE | MAXITER= |
| specify criterion for checking for singularity | ESTIMATE | SINGULAR= |
| suppress the iterative estimation process | ESTIMATE | NOEST |
| omit initial observations from objective | ESTIMATE | BACKLIM= |
| specify perturbation for numerical derivatives | ESTIMATE | DELTA= |
| omit stationarity and invertibility checks | ESTIMATE | NOSTABLE |
| use preliminary estimates as starting values for ML and ULS | ESTIMATE | NOLS |
| Options for Forecasting | ||
| forecast the response series | FORECAST | |
| specify how many periods to forecast | FORECAST | LEAD= |
| specify the ID variable | FORECAST | ID= |
| specify the periodicity of the series | FORECAST | INTERVAL= |
| specify size of forecast confidence limits | FORECAST | ALPHA= |
| start forecasting before end of the input data | FORECAST | BACK= |
| specify the variance term used to compute forecast standard errors and confidence limits | FORECAST | SIGSQ= |
| control the alignment of SAS Date values | FORECAST | ALIGN= |
| BY Groups | ||
| specify BY group processing | BY | |
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Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.