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ARIMA Model to the Log Reference Series

Note that the data must be sorted by sample date.

A. Initial analysis for examining the ACF and PACF ratios.

PROC ARIMA; /* compute the ACF and PACF */
IDENTIFY VAR=LOGREF; /* ACF and PACF plots produced automatically */

B. Based on the initial analysis, a model of order p = 1 is fit to the data.

PROC ARIMA; /* fit an AR(1) model */
ESTIMATE P=1 /* P = order of model */
MAXIT=30 /* maximum number of iterations = 30 */
METHOD=ML /* use maximum likelihood */
PLOT; /* plot ACF and PACF residuals to test for model fit */

/*** Similar analyses of reference and treatment basins not shown for brevity ***/

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