刚接触时间序列,想预测shibor_3m,加入了三个干预变量x_factor_final,跑出来这几个因子但是不知道具体的模型表达式,有大佬能看一下嘛,非常感谢!
%let amount=shibor_3m;
%let x_factor_final=
rmb_depo_ratio
ppi_yp
m2_yp_qd
;
%let p=2;
%let q=0;
proc arima data=&F_folder..corrdata plots=all;
identify var=&amount. crosscorr=(&x_factor_final.);
estimate p=&p. q=&q. noconstant method=uls input=(&x_factor_final.);
forecast lead=4 back=0 printall out=res_var1&&amount. id=Mon printall;
ods output ParameterEstimates=para1_&amount. FitStatistics=fit1_&amount.;
run;
quit;