This chapter describes several SAS macros and the SAS function PROBDF that are provided with SAS/ETS software. A SAS macro is a program that generates SAS statements. Macros make it easy to produce and execute complex SAS programs that would be time-consuming to write yourself.
SAS/ETS software includes the following macros:
generates statements to define autoregressive error models for the MODEL procedure.
investigates Box-Cox transformations useful for modeling and forecasting a time series.
computes probabilities for Dickey-Fuller test statistics.
performs Dickey-Fuller tests for unit roots in a time series process.
tests to see if a log transformation is appropriate for modeling and forecasting a time series.
generates statements to define moving-average error models for the MODEL procedure.
generates statements to define polynomial-distributed lag models for the MODEL procedure.
These macros are part of the SAS AUTOCALL facility and are automatically available for use in your SAS program. See SAS Macro Language: Reference for information about the SAS macro facility.
Since the %AR, %MA, and %PDL macros are used only with PROC MODEL, they are documented with the MODEL procedure. See the sections on the %AR, %MA, and %PDL macros in Chapter 19, The MODEL Procedure, for more information about these macros. The %BOXCOXAR, %DFPVALUE, %DFTEST, and %LOGTEST macros are described in the following sections.