/* THIS IS THE THIRD OF FOUR SAS PROGRAMS YOU SHOULD USE TO COMPLETE YOUR "SUPER" PROBLEM. THIS PROGRAMS DETERMINES THE STATISTICIAN'S BEST BOX-JENKINS MODEL FOR YOUR Y?? SERIES. */ DATA ONE; input obs x?? y??; X = X??; Y = Y??; cards; ; /* THE NEXT PROC ARIMA STATEMENT ALLOWS YOU TO CONSTRUCT THE P-Q BOX FOR THE Y SERIES SO THAT YOU CAN CHOOSE THE CORRECT BOX-JENKINS MODEL FOR IT. THIS IS THE STATISTICIAN'S MODEL AND SHOULD BE USED AS A BENCHMARK FORECASTING METHOD TO JUDGE THE TRANSFER FUNCTION BY. */ PROC ARIMA DATA=ONE(OBS=80); IDENTIFY VAR = Y NOPRINT; ESTIMATE P=0 Q=0 METHOD = CLS MAXIT = 50; ESTIMATE P=0 Q=1 METHOD = CLS MAXIT = 50; ESTIMATE P=0 Q=2 METHOD = CLS MAXIT = 50; ESTIMATE P=0 Q=3 METHOD = CLS MAXIT = 50; ESTIMATE P=1 Q=0 METHOD = CLS MAXIT = 50; ESTIMATE P=2 Q=0 METHOD = CLS MAXIT = 50; ESTIMATE P=1 Q=1 METHOD = CLS MAXIT = 50; run; /* USING THE ACF AND PACF FUNCTIONS FOR THE Y SERIES AND THE P-Q BOX GENERATED BY THE ABOVE ESTIMATE STATEMENTS YOU SHOULD BE ABLE TO MAKE A TENTATIVE CHOICE FOR P AND Q FOR A BOX-JENKINS MODEL FOR THE Y SERIES. DON'T FORGET TO OVERFIT YOUR TENTATIVE MODEL CHOICE. IF THE ABOVE STATEMENTS DON'T INCLUDE ALL OF THE OVERFITTING MODELS YOU NEED, YOU HAVE TO ADD THEM TO YOUR PROGRAM. */ /* THIS ENDS THE SPRO3.SAS PROGRAM. */