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  • Syntax Sas Arima Intervensi Pulse Step

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    Kien Eskaa
    18 views3 pages
    This document contains stock market data with variables for price (y), sales (s), and purchases (pu). It performs an ARIMA time series analysis to identify and estimate an ARIMA(1,0,1) model using the input variables of lagged price and sales. It then forecasts 10 periods ahead and analyzes the residuals of the forecasted values.

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    syntax sas arima intervensi pulse step

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    This document contains stock market data with variables for price (y), sales (s), and purchases (pu). It performs an ARIMA time series analysis to identify and estimate an ARIMA(1,0,1) model using the input variables of lagged price and sales. It then forecasts 10 periods ahead and analyzes the residuals of the forecasted values.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    18 views3 pages

    Syntax Sas Arima Intervensi Pulse Step

    Uploaded by

    Kien Eskaa
    This document contains stock market data with variables for price (y), sales (s), and purchases (pu). It performs an ARIMA time series analysis to identify and estimate an ARIMA(1,0,1) model using the input variables of lagged price and sales. It then forecasts 10 periods ahead and analyzes the residuals of the forecasted values.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
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    of 3

    data saham;

    input y pu s;
    datalines;
    46922500 0 0
    46922500 0 0
    53290000 0 0
    52562500 0 0
    54760000 0 0
    57760000 0 0
    52925625 0 0
    51840000 0 0
    47955625 0 0
    47610000 0 0
    49702500 0 0
    48302500 0 0
    51122500 0 0
    54390625 0 0
    47610000 0 0
    45562500 0 0
    45562500 0 0
    42250000 0 0
    46240000 0 0
    44222500 0 0
    45225625 0 0
    46240000 0 0
    49000000 0 0
    48302500 0 0
    47610000 0 0
    47610000 0 0
    49000000 0 0
    50410000 0 0
    47610000 0 0
    42575625 0 0
    46240000 0 0
    43560000 0 0
    46240000 0 0
    45900625 0 0
    45562500 0 0
    45900625 0 0
    45900625 0 0
    47955625 0 0
    47265625 0 0
    42250000 0 0
    43230625 0 0
    47610000 0 0
    46922500 0 0
    53655625 0 0
    52925625 0 0
    54022500 0 0
    52562500 0 0
    49000000 0 0
    49702500 0 0
    51840000 0 0
    53290000 0 0
    54390625 0 0
    52925625 0 0
    49702500 0 0
    49702500 0 0
    51122500 0 0
    51480625 0 0
    49350625 0 0
    46580625 0 0
    44555625 0 0
    44890000 0 0
    44222500 0 0
    38440000 0 0
    39062500 0 0
    45900625 0 0
    42250000 0 0
    40640625 0 0
    38750625 0 0
    39690000 0 0
    40640625 0 0
    37822500 0 0
    41925625 0 0
    43230625 0 0
    44555625 0 0
    46240000 0 0
    46922500 0 0
    43230625 0 0
    41602500 0 0
    40640625 0 0
    35402500 0 0
    34810000 0 0
    32490000 0 0
    31360000 1 0
    36300625 1 0
    41280625 1 0
    42250000 1 0
    38440000 1 0
    33640000 1 0
    34515625 1 0
    34810000 1 0
    29702500 0 1
    29702500 0 1
    29702500 0 1
    23232400 0 1
    20160100 0 1
    17472400 0 1
    17724100 0 1
    15366400 0 1
    14668900 0 1
    17724100 0 1
    24108100 0 1
    20976400 0 1
    24403600 0 1
    22562500 0 1
    23912100 0 1
    ;

    proc arima data=saham;


    identify var=y(1) crosscorr=(s(1) pu(1));

    estimate p=1 q=1 input=(1$(0)pu 11$(0)s) noconstant method=cls;


    run;

    forecast lead=10 out=ramalan printall;


    proc univariate data=ramalan normal;
    var residual;
    run;

    proc print data=ramalan;


    run;

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