Proc ARIMA

Proc arima data = dataname1; 

By var1;

Identify var = var2

Alpha = 0.1

      Crosscorr = (var3 var4)

      Nlag = 3

      noprint

      Outcov = dataname2

      ;

Estimate /

      Input = (var3 var4)

      Method = ML

      Noint

      Noprint

      P = (1, 2, 4)

      Plot

      Q = (1) (12)

      Outset = dataname3

      Outstat =dataname4

      Outmodel = dataname5

      ;

Forecast /

      Id = var6

      Interval = var7

      Alpha = 0.05

      Back = 6

      Lead = 4

      Printall

      Out = dataname6

      ;