This chapter describes several SAS macros and the SAS function PROBDF that are provided with SAS/ETS software. A SAS macro is a program that generates SAS statements. Macros make it easy to produce and execute complex SAS programs that would be time-consuming to write yourself.
SAS/ETS software includes the following macros:
generates statements to define autoregressive error models for the MODEL procedure.
investigates Box-Cox transformations useful for modeling and forecasting a time series.
computes probabilities for Dickey-Fuller test statistics.
performs Dickey-Fuller tests for unit roots in a time series process.
tests to see if a log transformation is appropriate for modeling and forecasting a time series.
generates statements to define moving-average error models for the MODEL procedure.
generates statements to define polynomial-distributed lag models for the MODEL procedure.
These macros are part of the SAS AUTOCALL facility and are automatically available for use in your SAS program. For information about the SAS macro facility, see SAS Macro Language: Reference.
Since the %AR, %MA, and %PDL macros are used only with PROC MODEL, they are documented with the MODEL procedure. For more information about these macros, see the sections about the %AR, %MA, and %PDL macros in Chapter 24, MODEL Procedure. The %BOXCOXAR, %DFPVALUE, %DFTEST, and %LOGTEST macros are described in the following sections.