ods
html;
ods
graphics on;
data
simu;
y1=0;
y11=0;
do
i=-10 to
100;
y=.8*y1-.5*y11+rannor(1234);
if
i>0 then
output;
y11=y1;
y1=y;
end;
proc
print data=simu;
run;
proc
arima data=simu;
identify
var=y stationarity=(adf=(0))
esacf scan minic;
estimate
p=(1,2)
noconstant printall
plot;
forecast
lead=12;
run;
ods
graphics off;
ods
html close;