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| The HPFARIMASPEC Procedure |
| Functional Summary |
Table 3.1 summarizes the statements and options that control the HPFARIMASPEC procedure.
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Description |
Statement |
Option |
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Model Repository Options |
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specify the model repository |
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specify the model specification name |
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specify the model specification label |
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Options for Specifying Symbolic Series Names |
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specify a symbolic name for the response series |
FORECAST |
SYMBOL= |
specify a symbolic name for the input series |
INPUT |
SYMBOL= |
specify a predefined trend as the input series |
INPUT |
PREDEFINED= |
Options for Specifying the Model |
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specify the response series transformation |
FORECAST |
TRANSFORM= |
specify the response series transformation options |
FORECAST |
TRANSOPT= |
specify the response series differencing orders |
FORECAST |
DIF= |
specify the input series transformation |
INPUT |
TRANSFORM= |
specify the input series differencing orders |
INPUT |
DIF= |
specify the input series lagging order |
INPUT |
DELAY= |
specify the ARIMA part of the model |
FORECAST |
|
specify the AR polynomial |
FORECAST |
P= |
specify autoregressive starting values |
FORECAST |
AR= |
specify the MA polynomial |
FORECAST |
Q= |
specify moving average starting values |
FORECAST |
MA= |
indicate absence of a constant in the model |
FORECAST |
NOINT |
specify a starting value for the mean parameter |
FORECAST |
MU= |
specify the NOISE variance |
FORECAST |
NOISEVAR= |
specify the transfer function part of the model |
INPUT |
|
specify the numerator polynomial of a transfer function |
INPUT |
NUM= |
specify starting values for the numerator polynomial coefficients |
INPUT |
NC= |
specify starting value for the zero degree numerator polynomial coefficient |
INPUT |
NZ= |
specify the denominator polynomial of a transfer function |
INPUT |
DEN= |
specify starting values for the denominator polynomial coefficients |
INPUT |
DC= |
Options to Control the Parameter Estimation |
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specify the estimation method |
ESTIMATE |
METHOD= |
suppress the iterative estimation process |
ESTIMATE |
NOEST |
specify the maximum number of iterations |
ESTIMATE |
MAXITER= |
specify convergence criterion |
ESTIMATE |
CONVERGE= |
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Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.