Lack-of-Fit Study
/*--------------------------------------------------------------
SAS Sample Library
Name: autex03.sas
Description: Example program from SAS/ETS User's Guide,
The AUTOREG Procedure
Title: Lack-of-Fit Study
Product: SAS/ETS Software
Keys: autoregression
PROC: AUTOREG
Notes:
--------------------------------------------------------------*/
ods graphics on;
title1 'Lack of Fit Study';
title2 'Fitting White Noise Plus Autoregressive Errors to a Sine Wave';
data a;
pi=3.14159;
do time = 1 to 75;
if time > 75 then y = .;
else y = sin( pi * ( time / 50 ) );
x = ranuni( 1234567 );
output;
end;
run;
proc autoreg data=a plots;
model y = x / nlag=1;
output out=b p=pred pm=xbeta;
run;
proc sgplot data=b;
scatter y=y x=time / markerattrs=(color=black);
series y=pred x=time / lineattrs=(color=blue);
series y=xbeta x=time / lineattrs=(color=red);
run;