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| The ARIMA Procedure |
Getting Started: ARIMA Procedure
This section outlines the use of the ARIMA procedure and gives a cursory description of the ARIMA modeling process for readers who are less familiar with these methods.
- The Three Stages of ARIMA Modeling
- Identification Stage
- Estimation and Diagnostic Checking Stage
- Forecasting Stage
- Using ARIMA Procedure Statements
- General Notation for ARIMA Models
- Stationarity
- Differencing
- Subset, Seasonal, and Factored ARMA Models
- Input Variables and Regression with ARMA Errors
- Intervention Models and Interrupted Time Series
- Rational Transfer Functions and Distributed Lag Models
- Forecasting with Input Variables
- Data Requirements
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Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.