Overview: HPFARIMASPEC Procedure

The HPFARIMASPEC procedure is used to create an ARIMA (autoregressive integrated moving average) model specification file. The output of this procedure is an XML file that stores the intended ARIMA model specification. This XML specification file can be used for different purposes—for example, to populate the model repository used by the HPFENGINE procedure (see Chapter 5, The HPFENGINE Procedure ). You can specify very general ARIMA models with this procedure. In particular, any model that can be analyzed with the ARIMA procedure can be specified; see Chapter 7, The ARIMA Procedure (SAS/ETS User's Guide). Moreover, the model specification can include series transformations such as or Box-Cox transformations.