PROC ARIMA: Statistical Graphics :: SAS/ETS(R) 9.2 User's Guide

The ARIMA Procedure

This section provides information about the basic ODS statistical graphics produced by the ARIMA procedure. To request graphics with PROC ARIMA, you must first enable ODS Graphics by specifying the ODS GRAPHICS ON; statement. See Chapter 21, Statistical Graphics Using ODS (SAS/STAT User's Guide), for more information. The main types of plots available are as follows:

plots useful in the trend and correlation analysis of the dependent and input series
plots useful for the residual analysis of an estimated model
forecast plots

You can obtain most plots relevant to the specified model by default if ODS Graphics is enabled. For finer control of the graphics, you can use the PLOTS= option in the PROC ARIMA statement. The following example is a simple illustration of how to use the PLOTS= option.

Airline Series: Illustration of ODS Graphics

The series in this example, the monthly airline passenger series, is also discussed later, in Example 7.2.

The following statements specify an ARIMA(0,1,1) $\text{[math]}$ (0,1,1) $\text{[math]}$ model without a mean term to the logarithms of the airline passengers series, xlog. Notice the use of the global plot option ONLY in the PLOTS= option of the PROC ARIMA statement. It suppresses the production of default graphics and produces only the plots specified by the subsequent RESIDUAL and FORECAST plot options. The RESIDUAL(SMOOTH) plot specification produces a time series plot of residuals that has an overlaid loess fit; see Figure 7.21. The FORECAST(FORECAST) option produces a plot that shows the one-step-ahead forecasts, as well as the multistep-ahead forecasts; see Figure 7.22.

   proc arima data=seriesg 
      plots(only)=(residual(smooth) forecast(forecasts));
      identify var=xlog(1,12);
      estimate q=(1)(12) noint method=ml;
      forecast id=date interval=month;
   run;

Figure 7.21 Residual Plot of the Airline Model

Figure 7.22 Forecast Plot of the Airline Model

ODS Graph Names

PROC ARIMA assigns a name to each graph it creates by using ODS. You can use these names to reference the graphs when you use ODS. The names are listed in Table 7.13.

Table 7.13 ODS Graphics Produced by PROC ARIMA
ODS Graph Name	Plot Description	Option
SeriesPlot	Time series plot of the dependent series	PLOTS(UNPACK)
SeriesACFPlot	Autocorrelation plot of the dependent series	PLOTS(UNPACK)
SeriesPACFPlot	Partial-autocorrelation plot of the dependent series	PLOTS(UNPACK)
SeriesIACFPlot	Inverse-autocorrelation plot of the dependent series	PLOTS(UNPACK)
SeriesCorrPanel	Series trend and correlation analysis panel	Default
CrossCorrPanel	Cross-correlation plots, either individual or paneled. They are numbered 1, 2, and so on as needed.	Default
ResidualACFPlot	Residual-autocorrelation plot	PLOTS(UNPACK)
ResidualPACFPlot	Residual-partial-autocorrelation plot	PLOTS(UNPACK)
ResidualIACFPlot	Residual-inverse-autocorrelation plot	PLOTS(UNPACK)
ResidualWNPlot	Residual-white-noise-probability plot	PLOTS(UNPACK)
ResidualHistogram	Residual histogram	PLOTS(UNPACK)
ResidualQQPlot	Residual normal Q-Q Plot	PLOTS(UNPACK)
ResidualPlot	Time series plot of residuals with a superimposed smoother	PLOTS=RESIDUAL(SMOOTH)
ForecastsOnlyPlot	Time series plot of multistep forecasts	Default
ForecastsPlot	Time series plot of one-step-ahead as well as multistep forecasts	PLOTS=FORECAST(FORCAST)

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