How to get MSE of ARIMA model in SAS?
问题 I am comparing two models, one with exponential smoothing and one with ARIMA. For this specific assignment, it's enough that I compare the MSE of the two models. So how do I compute the MSE of the ARIMA procedure? This is the last assignment on this grueling course, help would be greatly appreciated! 回答1: proc arima does not specifically output the MSE, but proc model does. You can recreate the ARIMA model using proc model and the %AR and %MA macros. proc model data=have; endo y; id date; y =