/*First pick theta to be .3 then .9 */

ods html;

ods graphics on;

data a;

y1 = 0; a1 = 0;

do i = -50 to 100;

a = rannor( 32565 );

y = y1 + a - .9* a1;

if i > 0 then output;

a1 = a;

end;

run;

proc arima data=a;

identify var=y stationarity=(adf=(0)) esacf scan minic;

estimate q=1;

run;

ods graphics off;

ods html close;