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;