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.

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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.