/*SAS examples*/

/* Simulate white noise time series process with n=200*/

title "WN process";
data wn;
do i=1 to 200;
y=rannor(123);
if i>0 then output;
end;
run;
proc arima data=wn;
identify var=y nlag=15;
run;

/* Simulate MA(1) time series process with n=200*/

title "MA1 process";
data ma1;
etm1=rannor(123);
do i=-50 to 200;
et=rannor(123);
yt=et+.9*etm1;
if i>0 then output;
etm1=et;
end;
run;
proc arima data=ma1;
identify var=yt nlag=15;
run;

/* Simulate AR(1) time series process with n=200*/

title "AR1 process";
data ar1;
ytm1=rannor(123);
do i=-50 to 200;
et=rannor(123);
yt=0.9*ytm1+et;
if i>0 then output;

ytm1=yt;
end;
run;
proc arima data=ar1;
identify var=yt nlag=15;
run;