SAS/ETS(R) 9.2 User's Guide

The OUTLIER statement of the ARIMA procedure is production in SAS 9.1. A new ID option that provides date labels to the discovered outliers was added.

In the presence of embedded missing values, the new default white noise test of residuals uses the one proposed by Stoffer and Toloi (1992), which is more appropriate.

When the data have embedded missing values and the model has multiple orders of differencing for the dependent series, the default forecasting algorithm has been slightly modified. This modification usually improves the statistical properties of the forecasts.