Hi!
I am fitting a time-series model using proc arima in SAS.I fitted the model with the AR,MA parameter and model is parsimonious with smalles AIC,BIC and variance.In short looks like a best fit but unfortunately I am not been able remove the correlation in the residuals I tried with different parameters but correlation of residuals does not goes away. There is no exogenous variable available. I tried series with over differencing and taking Log transform also but the problem persists.. can anybody help me in how I can model this time series using proc arima? or any other suggestion is welcome. Thanks in advance, Sharad . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
