CARIMA Procedure
PROC CARIMA Statement
PROC CARIMA options;
You can specify the following options:
- DATA=libref.data-table
-
names the input data table for PROC CARIMA to use. The default is the most recently created data table. libref.data-table is a two-level name, where
- libref
refers to a collection of information that is defined in the LIBNAME statement and includes the
library, 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 libref, see the section Using CAS Sessions and CAS Engine Librefs.- data-table
specifies the name of the input data table.
- OUT=libref.data-table
-
names the output data table to contain the forecasts of the variables specified in the subsequent FORECAST statements. libref.data-table is a two-level name, where libref refers to the library, 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=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=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=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.