Tut 5 SAS OUTPUT MEMO

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

Info iconThis preview shows pages 1–4. Sign up to view the full content.

View Full Document Right Arrow Icon
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)
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
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
Background image of page 2
method. 2.2. looking at the autocorrelations and partial autocorrelations for different differences of Proc ARIMA and the Time series
Background image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Image of page 4
This is the end of the preview. Sign up to access the rest of the document.

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.

Page1 / 10

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

This preview shows document pages 1 - 4. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online