Tut 5 SAS OUTPUT MEMO

# Tut 5 SAS OUTPUT MEMO - TUT 5 2010 Hand in 9 March 2010 In...

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TUT 5 2010 Hand in 9 March 2010 In SAS : Create Lake.sas. Copy the data from the EXCEL or STATISTICA and write a program in SAS to create sas7bdat. File. Identify the degree of polynomial to fit to the trend by looking at the output given by Proc ARIMA using the identify statement for different differenced series. 1.1 Describe the stationarity of the time series by examining the time series plot and autocorrelations. (Use only the Time Series Viewer)

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The time series has a decreasing trend which makes it non-stationary. The ACFs are slowly moving towards zero which is also an indication of non-stationarity. 1.2 Identify the degree of polynomial which can be fitted to the trend of this time series by: 2.1. looking at the descriptive statistics for different differences (Proc ARIMA). Explain why you decide on a specific polynomial degree. Number of differencing Mean Standard Deviation 0 9.004 1.312 1 -0.004 0.745 2 -0.015 0.975 3 0.0196 1.552 The smallest standard deviation was found after one difference with the mean at two differences close to zero. Take one difference according to this
method. 2.2. looking at the autocorrelations and partial autocorrelations for different differences of Proc ARIMA and the Time series

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## This note was uploaded on 08/23/2010 for the course STATISTICS 507 taught by Professor Brown during the Spring '10 term at St. Mary MN.

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Tut 5 SAS OUTPUT MEMO - TUT 5 2010 Hand in 9 March 2010 In...

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