TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 238

SAS/Ets User's Guide 238. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 2362 F Chapter 34 The X12 Procedure Output Output from the AUTOMDL Statement TRAMO Automatic Model Identification The X12 Procedure ARIMA Estimates for Unit Root Identification For Variable sales Model Number Estimation Method Estimated Model ARMA Parameter Estimate 1 H-R 2 0 0 1 0 0 NS_AR_1 H-R 2 0 0 1 0 0 NS_AR_2 H-R 2 0 0 1 0 0 S_AR_12 2 H-R 1 1 1 1 0 1 NS_AR_1 H-R 1 1 1 1 0 1 S_AR_12 H-R 1 1 1 1 0 1 NS_MA_1 H-R 1 1 1 1 0 1 S_MA_12 3 H-R 1 1 1 1 1 1 NS_AR_1 H-R 1 1 1 1 1 1 S_AR_12 H-R 1 1 1 1 1 1 NS_MA_1 H-R 1 1 1 1 1 1 S_MA_12 Results of Unit Root Test for Identifying Orders of Differencing For Variable sales Regular Seasonal difference difference Mean order order Significant 1 1 no Example RegARIMA Automatic Model Selection F 2363 Output Output from the AUTOMDL Statement Models estimated by Automatic ARIMA Model Selection procedure For Variable sales Model ARMA Statistics of Fit Number Estimated Model Parameter Estimate BIC BIC2 1 3 1 0 0 1 0 NS_AR_1 3 1 0 0 1 0 NS_AR_2 3 1 0 0 1 0 NS_AR_3 3 1 0 0 1 0 2 3 1 0 0 1 1 NS_AR_1 3 1 0 0 1 1 NS_AR_2 3 1 0 0 1 1 NS_AR_3 3 1 0 0 1 1 S_MA_12 3 1 0 0 1 1 3 3 1 0 1 1 0 NS_AR_1 3 1 0 1 1 0 NS_AR_2 3 1 0 1 1 0 NS_AR_3 3 1 0 1 1 0 S_AR_12 3 1 0 1 1 0 4 3 1 0 1 1 1 NS_AR_1 3 1 0 1 1 1 NS_AR_2 3 1 0 1 1 1 NS_AR_3 3 1 0 1 1 1 S_AR_12 3 1 0 1 1 1 S_MA_12 3 1 0 1 1 1 5 0 1 0 0 1 1 S_MA_12 0 1 0 0 1 1 6 0 1 1 0 1 1 NS_MA_1 0 1 1 0 1 1 S_MA_12 0 1 1 0 1 1 7 1 1 0 0 1 1 NS_AR_1 1 1 0 0 1 1 S_MA_12 1 1 0 0 1 1 8 1 1 1 0 1 1 NS_AR_1 1 1 1 0 1 1 NS_MA_1 1 1 1 0 1 1 S_MA_12 1 1 1 0 1 1

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