Window Reference

Time Series Simulation Window

Use the Time Series Simulation window to create a data set of simulated series generated by ARIMA processes. Access this window from the Tools pull-down menu in the Develop Models and Manage Forecasting Project windows.

Controls and Fields

Output Data Set: is the name of the data set to be created. Type in a one or two level SAS data set name.
Interval: is the time interval between observations (data frequency) in the simulated data set. Type in an interval name or select one from the popup list.
Seed: is the seed for the random number generator used to produce the simulated time series.
N Observations: is the number of time periods to simulate.
Starting Date: is the starting date for the simulated observations. Type in a date in a form recognizable by a SAS data informat, for example, 1998:1, feb1997, or 03mar1998.
Ending Date: is the ending date for the simulated observations. Type in a date in a form recognizable by a SAS data informat.
Series to Generate: is the list of variable names and ARIMA processes to simulate.
Add Series: brings up the ARIMA Process Specification window to enable you to add entries to the Series to Generate list.
Delete Series: deletes selected (highlighted) entries from the Series to Generate list.
OK: closes the Time Series Simulation window and performs the specified simulations and creates the specified data set.
Cancel: closes the window without creating a simulated data set. Any options you specified are lost.

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