Arima: Fitting Model to Time Series in SAS EG

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  • Опубликовано: 4 ноя 2024

Комментарии • 7

  • @MasterofPlay7
    @MasterofPlay7 4 года назад +2

    Does it have auto arima which the program automatically select the appropriate model for you in SAS/BASE?

    • @sastutorials5245
      @sastutorials5245  4 года назад

      MasterofPlay7 It’s a great question and I adore that function in R! I couldn’t find that function in SAS, unfortunately!

    • @MasterofPlay7
      @MasterofPlay7 4 года назад

      @@sastutorials5245 i know you can do that in python with stats.model, i don't know R....

    • @sastutorials5245
      @sastutorials5245  4 года назад +1

      MasterofPlay7 I mean, it doesn’t really matter which language you use. The thing is SAS doesn’t seem to offer it. I typically do it in R, you can do it in Python and then use the obtained parameters in SAS if you need to.

    • @MasterofPlay7
      @MasterofPlay7 4 года назад +1

      @@sastutorials5245 yes python sklearn doesn't give you the parameter estimates and its corresponding p values like in sas

    • @MasterofPlay7
      @MasterofPlay7 4 года назад

      @@sastutorials5245 do you work for sas?