/*
  Box-Jenkins methodology for seasonal series
*/
OPTIONS PS=58 LS=80 PAGENO=1;
DATA HOTEL;
  INFILE 'HOTEL.DAT';
  TITLE 'HOTEL ROOMS FROM 1977-1990';
  INPUT T Y;
  Y0 = LOG(Y);
  Y1=DIF1(Y0);
  Y12=DIF12(Y0);
  Y112=DIF12(Y1);
  X = Y**.25;
  X1=DIF1(X);
  X12=DIF12(X);
  X112=DIF12(X1);
  TM=INTNX( 'month', '31dec1976'd, _n_ );
  FORMAT TM MONYY.;  /* Try year2. or year4.  */
 label TM = 'TIME';
RUN;

proc print data=hotel;
var y x x1 x12 x112; run;

symbol i=join v=none;
proc gplot data=hotel;
 plot Y*TM;
 plot Y0*TM;
 plot Y1*TM;
 plot Y12*TM;
 plot Y112*TM;
run;

GOPTIONS CBACK=WHITE COLORS=(BLACK) BORDER RESET=(AXIS SYMBOL);
axis1 offset=(1 cm)
       label=('Month') minor=none
       order=('1jan77'd to '1jan92'd by year);
axis2 label=(angle=90 'Hotel Guests');
symbol1 i=join;
PROC GPLOT DATA=HOTEL;
 plot X*TM;
 plot X1*TM;
 plot X12*TM;
 plot X112*TM / haxis=axis1
              vaxis=axis2
              vminor=1; run;
/*
proc arima data=hotel;
 I VAR = x;
 I VAR = x(1);
 I VAR = x(1,12);
 I VAR = x(12);
 E P=(1,3,5)(12) Q=(1)(12);
 F LEAD = 12;
run;
/*

/*
  Model from the text p.534
*/
PROC ARIMA DATA=HOTEL;
 I VAR = x;
 I VAR = x(1);
 I VAR = x(1,12);
 I VAR = x(12);
 E P=(1,3,5) Q=(12);
 F LEAD = 12 OUT=fcast1;
DATA FORE1;
 SET FCAST1;
 Y=X**4;
 FY=FORECAST**4;
 L95CI=L95**4;
 U95CI=U95**4;
PROC PRINT DATA=FORE1;
 VAR Y FY L95CI U95CI;
run;
quit;