How can I apply differencing to my time series using the arima action?

5 vues

Réponse

You can specify the differencing orders using the 'diff' parameter within the 'estimate' options. This parameter accepts a list of integers representing the differencing lags.
Did this answer help you?
arima

uniTimeSeries

See technical action
Other questions about arima
What kind of data transformations are available with the 'transform' parameter? What is the purpose of the arima action in the Univariate Time Series Analysis action set? How do I generate forecasts with the arima action? How do you specify the autoregressive part of an ARIMA model in this action? Which estimation methods can be used for an ARIMA model?
Copyright © WeAreCAS 2014-2026
SAS and all other SAS Institute Inc. product or service names are registered trademarks or trademarks of SAS Institute Inc. in the USA and other countries. ® indicates USA registration. WeAreCAS is an independent community site and is not affiliated with SAS Institute Inc.