The CARIMA Procedure
Functional Summary
The statements and options that control the CARIMA procedure are summarized in Table 4.1.
Table 4.1: Functional Summary
Description | Statement | Option |
|---|---|---|
Statements | ||
Specify data tables and options | ||
Request BY-group processing | ||
Specify the variables to model | ||
Specify the variables to estimate | ||
Specify the variables to forecast | ||
Data Table Options | ||
Specify the input data table | ||
Specify the output data table | ||
Specify parameter output data table | ||
Specify forecast output data table | ||
Specify summary output data table | ||
Accumulation Options | ||
Specify the accumulation frequency | ||
Specify the interval alignment | ||
Specify the starting time ID value | ||
Specify the ending time ID value | ||
Specify the accumulation statistic | ||
Specify how to interpret missing values | ||
Estimation Options | ||
Specify the convergence criterion | ||
Specify the perturbation value for computing numerical derivatives | ||
Specify the degrees of differencing | ||
Specify the maximum number of iterations | ||
Specify the estimation method | ||
Specify a constant term | ||
Specify whether to include an intercept in the model | ||
Specify whether to restrict candidate estimates for the AR and MA parameter estimates to stationarity and invertibility regions | ||
Specify the AR order | ||
Specify the MA order | ||
Specify the singularity criterion | ||
Specify the transformation type | ||
Forecasting Horizon | ||
Specify the forecast horizon or lead | ||
Specify the confidence level | ||
Miscellaneous Options | ||
Specify the time ID format | ||
Specify the method for trimming the data in the BY groups |
The following sections describe the PROC CARIMA statement and then describe the other statements in alphabetical order.