The following output is for a data set for monthly airport arrivals that have been log transformed, with first difference & seasonal difference. My interpretation from the SAS output is p=P=2 ...
I tried to fit an AR(1) model and was examining the estimates of the model. I had a question on the output (ran in SAS - Proc ARIMA): The residual auto-correlation up to lag 6 was non-significant (in ...
I am using both R and SAS for the time series modeling. There is an option in SAS that I could not find so far in any packages developed in R for the time series modeling such as TSA or forecast ...
I have several groups of data for time series analysis, and I need some automatic way to do the analysis. I try to find a way in SAS to automatically do the job, but I can't find one corresponding to ...
I have an error that says The estimation algorithm did not converge after 50 iterations and the forecast was not done. What can I do to prevent this error? Like how can I check the data before ...
I am using Proc Arima to produce the Dickey-Fuller and the augmented Dickey-Fuller tests. According to documentation Proc Arima uses the Dickey-Fuller method that tests the following hypothesis: ...