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The ARIMA Procedure |
Because of the need to make data-based model selections, BY-group processing is not usually done with PROC ARIMA. You usually want different models for the different series contained in different BY-groups, and the PROC ARIMA BY statement does not let you do this.
Using a BY statement imposes certain restrictions. The BY statement must appear before the first RUN statement. If a BY statement is used, the input data must come from the data set specified in the PROC statement; that is, no input data sets can be specified in IDENTIFY statements.
When a BY statement is used with PROC ARIMA, interactive processing only applies to the first BY group. Once the end of the PROC ARIMA step is reached, all ARIMA statements specified are executed again for each of the remaining BY groups in the input data set.
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