To use input series, list the input series in a CROSSCORR= option on the IDENTIFY statement and specify how they enter the model with an INPUT= option on the ESTIMATE statement. For example, you might ...
Refer to SAS/ETS User's Guide for details on the ARIMA procedure. The plot, shown in Figure 49.2, indicates that the data are highly autocorrelated with a lag 1 autocorrelation of 0.83.