The CARIMA Procedure
PROC CARIMA Statement
PROC CARIMA options;
You can specify the following options:
- DATA=CAS-libref.data-table
-
names the input data table for PROC CARIMA to use. The default is the most recently created data table. CAS-libref.data-table is a two-level name, where
- CAS-libref
refers to a collection of information that is defined in the LIBNAME statement and includes the
caslib, which includes a path to the data, and a session identifier, which defaults to the active session but which can be explicitly defined in the LIBNAME statement. For more information about CAS-libref, see the section Using CAS Sessions and CAS Engine Librefs.- data-table
specifies the name of the input data table.
- OUT=CAS-libref.data-table
-
names the output data table to contain the forecasts of the variables specified in the subsequent FORECAST statements. CAS-libref.data-table is a two-level name, where CAS-libref refers to the
casliband session identifier, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.If an ID statement is specified, its variable is also included in the OUT= data table and its values are accumulated on the basis of the ACCUMULATE= option in the ID statement.
- OUTEST=CAS-libref.data-table
names the output data table to contain the model parameter estimates and the associated test statistics and probability values. The OUTEST= data table is useful for evaluating the significance of the model parameters and understanding the model dynamics.
- OUTFOR=CAS-libref.data-table
names the output data table to contain the forecast time series components (actual, predicted, lower confidence limit, upper confidence limit, prediction error, and prediction standard error). The OUTFOR= data table is useful for displaying the forecasts in tabular or graphical form.
- OUTSUM=CAS-libref.data-table
names the output data table to contain the summary statistics and the forecast summation. The summary statistics are based on the accumulated time series when the ACCUMULATE= or SETMISSING= option is specified in the ID statement. The OUTSUM= data table is useful for summarizing results when large numbers of series are forecast.