Time Series Analysis Package

This example uses the TSMODEL procedure to compute the autocorrelation of lag 3 of the time series Air:

proc tsmodel data=mycas.air outscalar=mycas.outscalars
              outarray=mycas.outarray;
   id date interval=month;
   var air;
   outscalars mu;
   outarrays pacf lags df pacfstd;
   require tsa;
   submit;
   declare object TSA(tsa);
   rc=TSA.PACF(air, 3, lags, df, mu, pacf, pacfstd, , , , );
   endsubmit;
run;