### SAS Solutions.

In SAS 7.00 there is the option Solutions, then Analysis, and then the Time Series
Forecasting System. To load a data set click on Browse to the right of Data Set:.
Click on SASHELP and then on AIR, this is a data set related to airline passengers,
then OK. Under Create, click the left button, View Series Graphiclly (Time Series
Viewer), then under Time Series Variables, double click AIR. Now go crazy! Log,
difference, seasonal difference, ACF, PACF.

Next, we will use the Develop Models option. Click in the white space. Click
Fit ARIMA models. Try the log transformation, and d=1, P=1, D=1. Then under
Browse, click the left button View Series Graphically. Then try the right button
View Selected Model Graphically. Then try Model Predictors, Prediction Errors,
Prediction Error Autocorrelation.

Finally, try the above again with p=1, d=1, P=1, D=1.


webmaster: Eric A. Suess    Last Edited: Tuesday, April 25, 2000