Time Series Analysis Package

This example uses the TSMODEL procedure to perform the white noise test of lag 3 of the time series Air:

proc tsmodel data=mycas.air outarray=mycas.outarray;
   id date interval=month;
   var air;
   outarrays lags df wn wnprob wnlprob;
   require tsa;
   submit;
   declare object TSA(tsa);
   rc=TSA.WHITENOISE(air, 3, lags, df, wn, wnprob, wnlprob);
   endsubmit;
run;