tailieunhanh - SAS/ETS 9.22 User's Guide 272

SAS/Ets User's Guide 272. 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 | 2702 F Chapter 41 Specifying Forecasting Models To illustrate how to use the Custom Model Specification window the following example specifies the same model you fit by using the ARIMA Model Specification window. First specify the data transformation to use. Select Log using the Transformation combo box. Second specify how to model the trend in the series. Select First Difference in the Trend Model combo box as shown in Figure . Figure Trend Model Options Next specify how to model the seasonal pattern in the series. Select Seasonal ARIMA in the Seasonal Model combo box as shown in Figure . Custom Model Specification Window F 2703 Figure Seasonal Model Options This opens the Seasonal ARIMA Model Options window as shown in Figure . 2704 F Chapter 41 Specifying Forecasting Models Figure Seasonal ARIMA Model Options Specify a first-order seasonal moving-average term by typing 1 or by selecting 1 from the Moving Average Q combo box pop-up menu and then select the OK button. Finally specify how to model the autocorrelation pattern in the model prediction errors. Select the Set button to the right of the Error Model field. This opens the Error Model Options window as shown in Figure . This window allows you to specify an ARMA error process. Set the Moving Average order q to 2 and then select the OK .