CARIMA Procedure

Syntax: CARIMA Procedure

The following statements are available in the CARIMA procedure:

PROC CARIMA options;
BY variables;
ID variable INTERVAL= interval <options>;
IDENTIFY variable-list;
ESTIMATE <options>;
FORECAST <options>;

The PROC CARIMA and IDENTIFY statements are required. The CARIMA procedure supports multiple IDENTIFY, ESTIMATE, and FORECAST statements. The FORECAST statement forecasts all variables in the variable-list that is specified in the preceding IDENTIFY statement according to the model that is specified in the preceding ESTIMATE statement. If no ESTIMATE statement is specified before a FORECAST statement, then prediction is carried out according to a white noise model.

Last updated: July 09, 2026