title1
'Gas Furnace Data';
title2
'(Box and Jenkins, Series J)';
data
seriesj;
input
x y @@;
label
x = 'Input Gas Rate'
y = 'Output CO2';
cards;
-0.109
53.8 0.000 53.6
0.178 53.5 0.339
53.5
0.373
53.4 0.441 53.1
0.461 52.7 0.348
52.4
0.127
52.2 -0.180 52.0 -0.588 52.0 -1.055
52.4
-1.421
53.0 -1.520 54.0 -1.302 54.9 -0.814
56.0
-0.475
56.8 -0.193 56.8 0.088
56.4 0.435 55.7
0.771
55.0 0.866 54.3
0.875 53.2 0.891
52.3
0.987
51.6 1.263 51.2
1.775 50.8 1.976
50.5
1.934
50.0 1.866 49.2
1.832 48.4 1.767
47.9
1.608
47.6 1.265 47.5
0.790 47.5 0.360
47.6
0.115
48.1 0.088 49.0
0.331 50.0 0.645
51.1
0.960
51.8 1.409 51.9
2.670 51.7 2.834
51.2
2.812
50.0 2.483 48.3
1.929 47.0 1.485
45.8
1.214
45.6 1.239 46.0
1.608 46.9 1.905
47.8
2.023
48.2 1.815 48.3
0.535 47.9 0.122
47.2
0.009
47.2 0.164 48.1
0.671 49.4 1.019
50.6
1.146
51.5 1.155 51.6
1.112 51.2 1.121
50.5
1.223
50.1 1.257 49.8
1.157 49.6 0.913
49.4
0.620
49.3 0.255 49.2 -0.280
49.3 -1.080 49.7
-1.551
50.3 -1.799 51.3 -1.825 52.8 -1.456
54.4
-0.944
56.0 -0.570 56.9 -0.431 57.5 -0.577
57.3
-0.960
56.6 -1.616 56.0 -1.875 55.4 -1.891
55.4
-1.746
56.4 -1.474 57.2 -1.201 58.0 -0.927
58.4
-0.524
58.4 0.040 58.1
0.788 57.7 0.943
57.0
0.930
56.0 1.006 54.7
1.137 53.2 1.198
52.1
1.054
51.6 0.595 51.0 -0.080
50.5 -0.314 50.4
-0.288
51.0 -0.153 51.8 -0.109 52.4 -0.187
53.0
-0.255
53.4 -0.229 53.6 -0.007 53.7
0.254 53.8
0.330
53.8 0.102 53.8 -0.423
53.3 -1.139 53.0
-2.275
52.9 -2.594 53.4 -2.716 54.6 -2.510
56.4
-1.790
58.0 -1.346 59.4 -1.081 60.2 -0.910
60.0
-0.876
59.4 -0.885 58.4 -0.800 57.6 -0.544
56.9
-0.416
56.4 -0.271 56.0 0.000
55.7 0.403 55.3
0.841
55.0 1.285 54.4
1.607 53.7 1.746
52.8
1.683
51.6 1.485 50.6
0.993 49.4 0.648
48.8
0.577
48.5 0.577 48.7
0.632 49.2 0.747
49.8
0.900
50.4 0.993 50.7 0.968 50.9 0.790
50.7
0.399
50.5 -0.161 50.4 -0.553 50.2 -0.603
50.4
-0.424
51.2 -0.194 52.3 -0.049 53.2
0.060 53.9
0.161
54.1 0.301 54.0
0.517 53.6 0.566
53.2
0.560
53.0 0.573 52.8
0.592 52.3 0.671
51.9
0.933
51.6 1.337 51.6
1.460 51.4 1.353
51.2
0.772
50.7 0.218 50.0 -0.237
49.4 -0.714 49.3
-1.099
49.7 -1.269 50.6 -1.175 51.8 -0.676
53.0
0.033
54.0 0.556 55.3
0.643 55.9 0.484
55.9
0.109
54.6 -0.310 53.5 -0.697 52.4 -1.047
52.1
-1.218
52.3 -1.183 53.0 -0.873 53.8 -0.336
54.6
0.063
55.4 0.084 55.9
0.000 55.9 0.001
55.2
0.209
54.4 0.556 53.7
0.782 53.6 0.858
53.6
0.918
53.2 0.862 52.5
0.416 52.0 -0.336 51.4
-0.959
51.0 -1.813 50.9 -2.378 52.4 -2.499
53.5
-2.473
55.6 -2.330 58.0 -2.053 59.5 -1.739
60.0
-1.261
60.4 -0.569 60.5 -0.137 60.2 -0.024
59.7
-0.050
59.0 -0.135 57.6 -0.276 56.4 -0.534
55.2
-0.871
54.5 -1.243 54.1 -1.439 54.1 -1.422
54.4
-1.175
55.5 -0.813 56.2 -0.634 57.0 -0.582
57.3
-0.625
57.4 -0.713 57.0 -0.848 56.4 -1.039
55.9
-1.346
55.5 -1.628 55.3 -1.619 55.2 -1.149
55.4
-0.488
56.0 -0.160 56.5 -0.007 57.1 -0.092
57.3
-0.620
56.8 -1.086 55.6 -1.525 55.0 -1.858
54.1
-2.029
54.3 -2.024 55.3 -1.961 56.4 -1.952
57.2
-1.794
57.8 -1.302 58.3 -1.030 58.6 -0.918
58.8
-0.798
58.8 -0.867 58.6 -1.047 58.0 -1.123
57.4
-0.876
57.0 -0.395 56.4 0.185
56.3 0.662 56.4
0.709
56.4 0.605 56.0
0.501 55.2 0.603
54.0
0.943
53.0 1.223 52.0
1.249 51.6 0.824
51.6
0.102
51.1 0.025 50.4
0.382 50.0 0.922
50.0
1.032
52.0 0.866 54.0
0.527 55.1 0.093
54.5
-0.458
52.8 -0.748 51.4 -0.947 50.8 -1.029
51.2
-0.928
52.0 -0.645 52.8 -0.424 53.8 -0.276
54.5
-0.158
54.9 -0.033 54.9 0.102
54.8 0.251 54.4
0.280
53.7 0.000 53.3 -0.493
52.8 -0.759 52.6
-0.824
52.6 -0.740 53.0 -0.528 54.3 -0.204
56.0
0.034
57.0 0.204 58.0
0.253 58.6 0.195
58.5
0.131
58.3 0.017 57.8 -0.182
57.3 -0.262 57.0
;
proc
arima data=seriesj;
/*--- Look at the input
process -------------------*/
identify
var=x nlags=10;
run;
/*--- Fit a model for
the input -------------------*/
estimate
p=3;
run;
/*--- Crosscorrelation
of prewhitened series ------*/
identify
var=y crosscorr=(x)
nlags=10;
run;
/*--- Fit transfer
function - look at residuals ---*/
estimate
input=( 3$
(1,2)/(1,2)
x ) plot;
run;
/*--- Estimate full
model -------------------------*/
estimate
p=2
input=( 3$
(1,2)/(1)
x );
run;
quit;