PROC ARIMA: PROC ARIMA Statement :: SAS/ETS(R) 9.22 User's Guide

The ARIMA Procedure

PROC ARIMA Statement

PROC ARIMA options ;

The following options can be used in the PROC ARIMA statement.

DATA=SAS-data-set

specifies the name of the SAS data set that contains the time series. If different DATA= specifications appear in the PROC ARIMA and IDENTIFY statements, the one in the IDENTIFY statement is used. If the DATA= option is not specified in either the PROC ARIMA or IDENTIFY statement, the most recently created SAS data set is used.

PLOTS<(global-plot-options)> <= plot-request <(options)>>

PLOTS<(global-plot-options)> <= (plot-request <(options)> <... plot-request <(options)>>)>

controls the plots produced through ODS Graphics. When you specify only one plot request, you can omit the parentheses around the plot request.

Here are some examples:

plots=none
plots=all
plots(unpack)=series(corr crosscorr)
plots(only)=(series(corr crosscorr) residual(normal smooth))

You must enable ODS Graphics before requesting plots as shown in the following statements. For general information about ODS Graphics, see Chapter 21, Statistical Graphics Using ODS (SAS/STAT 9.22 User's Guide). If you have enabled ODS Graphics but do not specify any specific plot request, then the default plots associated with each of the PROC ARIMA statements used in the program are produced. The old line printer plots are suppressed when ODS Graphics is enabled.

ods graphics on;

proc arima;
   identify var=y(1 12);
   estimate q=(1)(12) noint;
run;

Since no specific plot is requested in this program, the default plots associated with the identification and estimation stages are produced.

Global Plot Options:
The global-plot-options apply to all relevant plots generated by the ARIMA procedure. The following global-plot-options are supported:

ONLY: suppresses the default plots. Only the plots specifically requested are produced.
UNPACK: breaks a graphic that is otherwise paneled into individual component plots.

Specific Plot Options:
The following list describes the specific plots and their options.

ALL

produces all plots appropriate for the particular analysis.

NONE

suppresses all plots.

SERIES(<series-plot-options> )

produces plots associated with the identification stage of the modeling. The panel plots corresponding to the CORR and CROSSCORR options are produced by default. The following series-plot-options are available:

ACF

produces the plot of autocorrelations.

ALL

produces all the plots associated with the identification stage.

CORR

produces a panel of plots that are useful in the trend and correlation analysis of the series. The panel consists of the following:

the time series plot
the series-autocorrelation plot
the series-partial-autocorrelation plot
the series-inverse-autocorrelation plot

CROSSCORR

produces panels of cross-correlation plots.

IACF

produces the plot of inverse-autocorrelations.

PACF

produces the plot of partial-autocorrelations.

RESIDUAL(<residual-plot-options> )

produces the residuals plots. The residual correlation and normality diagnostic panels are produced by default. The following residual-plot-options are available:

ACF

produces the plot of residual autocorrelations.

ALL

produces all the residual diagnostics plots appropriate for the particular analysis.

CORR

produces a summary panel of the residual correlation diagnostics that consists of the following:

the residual-autocorrelation plot
the residual-partial-autocorrelation plot
the residual-inverse-autocorrelation plot
a plot of Ljung-Box white-noise test p-values at different lags

HIST

produces the histogram of the residuals.

IACF

produces the plot of residual inverse-autocorrelations.

NORMAL

produces a summary panel of the residual normality diagnostics that consists of the following:

histogram of the residuals
normal quantile plot of the residuals

PACF

produces the plot of residual partial-autocorrelations.

QQ

produces the normal quantile plot of the residuals.

SMOOTH

produces a scatter plot of the residuals against time, which has an overlaid smooth fit.

WN

produces the plot of Ljung-Box white-noise test p-values at different lags.

FORECAST(<forecast-plot-options> )

produces the forecast plots in the forecasting stage. The forecast-only plot that shows the multistep forecasts in the forecast region is produced by default.

The following forecast-plot-options are available:

ALL: produces the forecast-only plot as well as the forecast plot.
FORECAST: produces a plot that shows the one-step-ahead forecasts as well as the multistep-ahead forecasts.
FORECASTONLY: produces a plot that shows only the multistep-ahead forecasts in the forecast region.

OUT=SAS-data-set

specifies a SAS data set to which the forecasts are output. If different OUT= specifications appear in the PROC ARIMA and FORECAST statements, the one in the FORECAST statement is used.

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