
ALTPARM

specifies the alternative parameterization of the overall scale of transfer functions in the model. See the section Alternative Model Parameterization for details.

INPUT=variable
INPUT=( transferfunction variable …)

specifies input variables and their transfer functions.
The variables used on the INPUT= option must be included in the CROSSCORR= list in the previous IDENTIFY statement. If any
differencing is specified in the CROSSCORR= list, then the differenced series is used as the input to the transfer function.
The transfer function specification for an input variable is optional. If no transfer function is specified, the input variable
enters the model as a simple regressor. If specified, the transfer function specification has the following syntax:
Here, S is a shift or lag of the input variable, the terms before the slash (/) are numerator factors, and the terms after the slash
(/) are denominator factors of the transfer function. All three parts are optional. See the section Specifying Inputs and Transfer Functions for details.

METHOD=value

specifies the estimation method to use. METHOD=ML specifies the maximum likelihood method. METHOD=ULS specifies the unconditional
least squares method. METHOD=CLS specifies the conditional least squares method. METHOD=CLS is the default. See the section
Estimation Details for more information.

NOCONSTANT


NOINT

suppresses the fitting of a constant (or intercept) parameter in the model. (That is, the parameter is omitted.)

NODF

estimates the variance by dividing the error sum of squares (SSE) by the number of residuals. The default is to divide the
SSE by the number of residuals minus the number of free parameters in the model.

NOPRINT

suppresses the normal printout generated by the ESTIMATE statement. If the NOPRINT option is specified for the ESTIMATE statement,
then any error and warning messages are printed to the SAS log.

P=order
P=(lag, …, lag ) …(lag, …, lag )

specifies the autoregressive part of the model. By default, no autoregressive parameters are fit.
P=(l , l , …, l ) defines a model with autoregressive parameters at the specified lags. P= order is equivalent to P=(1, 2, …, order).
A concatenation of parenthesized lists specifies a factored model. For example, P=(1,2,5)(6,12) specifies the autoregressive
model

PLOT

plots the residual autocorrelation functions. The sample autocorrelation, the sample inverse autocorrelation, and the sample
partial autocorrelation functions of the model residuals are plotted.

Q=order
Q=(lag, …, lag ) …(lag, …, lag )

specifies the movingaverage part of the model. By default, no movingaverage part is included in the model.
Q=(l , l , …, l ) defines a model with movingaverage parameters at the specified lags. Q= order is equivalent to Q=(1, 2, …, order). A concatenation of parenthesized lists specifies a factored model. The interpretation of factors and lags is the same as
for the P= option.

WHITENOISE=ST  IGNOREMISS

specifies the type of test statistic that is used in the white noise test of the series when the series contains missing values.
If WHITENOISE=IGNOREMISS, the standard LjungBox test statistic is used. If WHITENOISE=ST, a modification of this statistic
suggested by Stoffer and Toloi (1992) is used. The default is WHITENOISE=ST.