/*
  Regression method 3 for the original values.
  Seasonal Intervention Model (pp 618-624)
*/
OPTIONS PS=58 LS=80 PAGENO=1;
DATA HOTEL;
  INFILE 'C:\YT\TEACHING\ST3217\SAS\BO\HOTEL\HOTEL.DAT';
  TITLE 'HOTEL ROOMS FROM 1977-1990';
  INPUT T Y; RUN;

/*
  Create dummy variables.
*/
DATA HOTEL1;
  SET HOTEL;
  mon=mod(_n_-1,12)+1;
  m1 = mon=1;
  m2 = mon=2;
  m3 = mon=3;
  m4 = mon=4;
  m5 = mon=5;
  m6 = mon=6;
  m7 = mon=7;
  m8 = mon=8;
  m9 = mon=9;
  m10 = mon=10;
  m11 = mon=11; RUN;

/*
  Seasonal Intervention Model for Y(12)
  First attempt
*/
PROC ARIMA DATA = HOTEL1;
  I VAR = Y(12) CROSSCOR = (m1 m2 m3 m4 m5 m6 m7 m8 m9 m10 m11);
  E INPUT = (m1 m2 m3 m4 m5 m6 m7 m8 m9 m10 m11)
        P = (1 3 5)(12) PRINTALL PLOT;
  F LEAD = 12;

/*
  Seasonal Intervention Model for Y(12)
  Second attempt
*/
PROC ARIMA DATA = HOTEL1;
  I VAR = Y(12) CROSSCOR = (m1 m2 m3 m4 m5 m6 m7 m8 m9 m10 m11) NOPRINT;
  E INPUT = (m1 m2 m3 m4 m5 m6 m7 m8 m9 m10 m11)
        P = (1 3 5)(12 18 24) PRINTALL PLOT;
  F LEAD = 12; RUN; 
QUIT;