Wednesday, April 26, 2017

SAS: Crosscorrelations over time in PROC ARIMA

proc sort data=sashelp.pricedata out=test;
    by productname regionname;
run;


proc arima data=test ;
  by productname regionname;
  identify var=sale crosscorr=price;
  ods output AutoCorrGraph=correlations;
run;