Time Series Simulation Window
Use the Time Series Simulation window to create a data set of simulated series generated by ARIMA processes. Access this window from the Tools menu in the Develop Models and Manage Forecasting Project windows.
Controls and Fields
- Output Data Set
is the name of the data set to be created. Type in a one-level or two-level SAS data set name.- Interval
is the time interval between observations (data frequency) in the simulated data set. Type in an interval name or select one from the pop-up list.- Seed
is the seed for the random number generator used to produce the simulated time series.- N Observations
is the number of time periods to simulate.- Starting Date
is the starting date for the simulated observations. Type in a date in a form recognizable by a SAS data informat, for example, 1998:1, feb1997, or 03mar1998.- Ending Date
is the ending date for the simulated observations. Type in a date in a form recognizable by a SAS data informat.- Series to Generate
is the list of variable names and ARIMA processes to simulate.- Add Series
opens the ARIMA Process Specification window to enable you to add entries to the Series to Generate list.- Delete Series
deletes selected (highlighted) entries from the Series to Generate list.- OK
closes the Time Series Simulation window and performs the specified simulations and creates the specified data set.- Cancel
closes the window without creating a simulated data set. Any options you specified are lost.