Time Series Analysis Package

This example uses the TSMODEL procedure to tentatively identify the autoregressive and moving average orders for the time series Air:

proc tsmodel data=mycas.air outscalar=mycas.outscalars;
   id date interval=month;
   var air;
   outscalars porders qorders;
   require tsa;
   submit;
   declare object TSA(tsa);
   porders = 0;
   qorders = 0;
   Array P[2]/nosymbols; P[1]=0; P[2]=5;
   Array Q[2]/nosymbols; Q[1]=0; Q[2]=5;
   rc=TSA.ARMAORDERS(air, 0, 'SCAN', P, Q, , porders, qorders);
   rc=TSA.ARMAORDERS(air, 1, 'ESACF', P, Q, , porders, qorders);
   rc=TSA.ARMAORDERS(air, 1, 'MINIC', P, Q, ,porders, qorders);
   endsubmit;
run;