CARIMA Procedure
Functional Summary
The statements and options that control the CARIMA procedure are summarized in Table 1.
Table 1: Functional Summary
| Description | Statement | Option |
|---|---|---|
| Statements | ||
| Specify data tables and options | PROC CARIMA | |
| Request BY-group processing | BY | |
| Specify the variables to model | IDENTIFY | |
| Specify the variables to estimate | ESTIMATE | |
| Specify the variables to forecast | FORECAST | |
| Data Table Options | ||
| Specify the input data table | PROC CARIMA | DATA = |
| Specify the output data table | PROC CARIMA | OUT = |
| Specify parameter output data table | PROC CARIMA | OUTEST = |
| Specify forecast output data table | PROC CARIMA | OUTFOR = |
| Specify summary output data table | PROC CARIMA | OUTSUM= |
| Accumulation Options | ||
| Specify the accumulation frequency | ID | INTERVAL = |
| Specify the interval alignment | ID | ALIGN = |
| Specify the starting time ID value | ID | START = |
| Specify the ending time ID value | ID | END = |
| Specify the accumulation statistic | ID, FORECAST | ACCUMULATE = |
| Specify how to interpret missing values | ID, FORECAST | SETMISSING = |
| Estimation Options | ||
| Specify the convergence criterion | ESTIMATE | CONVERGE = |
| Specify the perturbation value for computing numerical derivatives | ESTIMATE | DELTA = |
| Specify the degrees of differencing | ESTIMATE | DIFF = |
| Specify the maximum number of iterations | ESTIMATE | MAXITER = |
| Specify the estimation method | ESTIMATE | METHOD = |
| Specify a constant term | ESTIMATE | MU = |
| Specify whether to include an intercept in the model | ESTIMATE | NOINT = |
| Specify whether to restrict candidate estimates for the AR and MA parameter estimates to stationarity and invertibility regions | ESTIMATE | NOSTABLE = |
| Specify the AR order | ESTIMATE | P = |
| Specify the MA order | ESTIMATE | Q = |
| Specify the singularity criterion | ESTIMATE | SINGULAR = |
| Specify the transformation type | ESTIMATE | TRANSFORM = |
| Forecasting Horizon | ||
| Specify the forecast horizon or lead | FORECAST | LEAD = |
| Specify the confidence level | FORECAST | ALPHA = |
| Miscellaneous Options | ||
| Specify the time ID format | ID | FORMAT = |
| Specify the method for trimming the data in the BY groups | ID | TRIMID = |
The following sections describe the PROC CARIMA statement and then describe the other statements in alphabetical order.
Last updated: July 09, 2026