/* This Monte Carlo program generates white noise data.  */

options pagesize=60 linesize=74 nodate;                                                                                                    
goptions device=win                                                                                                                        
gsfname=plot                                                                                                                               
rotate=landscape                                                                                                                           
gsfmode=append                                                                                                                             
target=hpljs3;                                                                                                                             
*border; 

title1 'Simulated IMA(1,1) Series';
data mc;
  y1 = 0.0; a1 = 0;
  do t = 0 to 100;
     a = rannor( 32565 );
     y =  a;
     if t > 0 then output;
     end;

proc gplot data=mc;                                                                                                                       
  symbol v=dot c=black i=join h=.8;                                                                                                        
  title1 'Monte Carlo White Noise data';                                                                                    
  title2 'X=Time Y=White Noise Series';                                                                                                          
  axis1 order=(0 to 100 by 10)                                                                                                             
  label=(f=duplex 'Obs');                                                                                                                  
  axis2 order=(-5 to 5 by 1)                                                                                                              
  label=(f=duplex 'WN Series');                                                                                                         
  plot y*t / haxis=axis1 vaxis=axis2;

run;

/*  Let's see what the ACF and PACF looks like for this data.  */

title 'Monte Carlo White Noise Data';
proc arima data=mc;
  identify var = y;

run;