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  • Syntax Sas Arima Intervensi Step

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    Kien Eskaa
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    This document contains data on stock prices (variable y) from an unknown company over multiple time periods, as well as the code and output from an ARIMA time series model that was fitted to this data. The ARIMA model identified an AR(1) process and estimated the coefficient on the lagged y variable to be 0.11, with no intercept. The code forecasts future stock prices over the next 10 periods and outputs the forecasts, and analyzes the residuals from the fitted model.

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    Syntax sas arima intervensi step

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    This document contains data on stock prices (variable y) from an unknown company over multiple time periods, as well as the code and output from an ARIMA time series model that was fitted to this data. The ARIMA model identified an AR(1) process and estimated the coefficient on the lagged y variable to be 0.11, with no intercept. The code forecasts future stock prices over the next 10 periods and outputs the forecasts, and analyzes the residuals from the fitted model.

    Copyright:

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

    Syntax Sas Arima Intervensi Step

    Uploaded by

    Kien Eskaa
    This document contains data on stock prices (variable y) from an unknown company over multiple time periods, as well as the code and output from an ARIMA time series model that was fitted to this data. The ARIMA model identified an AR(1) process and estimated the coefficient on the lagged y variable to be 0.11, with no intercept. The code forecasts future stock prices over the next 10 periods and outputs the forecasts, and analyzes the residuals from the fitted model.

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    © All Rights Reserved
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    of 3

    data saham;

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

    proc arima data=saham;


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

    estimate p=1 input=(11$(3)/(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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