Syntax
The %LOGTEST macro has the following form:
 %LOGTEST( SASdataset , variable ,[options] )
The first argument, SASdataset, specifies the name of the
SAS data set containing the time series variable to be analyzed.
The second argument, variable, specifies
the time series variable name to be analyzed.
The first two arguments are required.
The following options can be used with the %LOGTEST macro.
Options must follow the required arguments and are separated by commas.
 AR= n

specifies the order of the autoregressive model fit to the
series and the log transformed series.
The default is AR=5.
 CONST= value

specifies a constant to be added to the series before transformation.
Use the CONST= option when some values of the series are 0 or negative.
The series analyzed must be greater than the negative of the CONST= value.
The default is CONST=0.
 DIF= ( differencinglist )

specifies the degrees of differencing applied
to the original and log transformed
series before fitting the autoregressive model.
The differencinglist is a list of positive integers separated by commas
and enclosed in parentheses.
For example, DIF=(1,12) specifies that the transformed
series be differenced once at lag 1 and once at lag 12.
For more details, see "IDENTIFY Statement" in Chapter 7, "The ARIMA Procedure,".
 OUT= SASdataset

writes the results to an output data set.
The output data set includes
a variable TRANS identifying the transformation (LOG or NONE),
the log likelihood value (LOGLIK),
residual mean square error (RMSE),
Akaike Information Criterion (AIC),
and Schwarz's Bayesian Criterion (SBC)
for the log transformed and untransformed cases.
 PRINT= YES  NO

specifies whether the results are printed.
The default is PRINT=NO.
The printed output shows the log likelihood value,
residual mean square error,
Akaike Information Criterion (AIC),
and Schwarz's Bayesian Criterion (SBC)
for the log transformed and untransformed cases.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.