/* This program plots the ACF and PACF for an AR(1) process.
   Phi1 is the first-order autoregressive coefficient.  In order
   for the model to be stationary, -1 < phi1 < 1. */
   
data a;

    phi1=0.8;  /* Here is where you can choose the value of phi1. */
    do lag = 1 to 30;
    rho=phi1**lag;
    if lag = 1 then phijj=phi1**lag;
    else phijj=0;
      
   output;
   end;
run;

symbol interpol=needle
       cv=blue
	   ci=black
	   value=dot
	   height=1
	   width=1;

proc gplot data=a;
  title1 'Theoretical ACF for AR(1) Process';
  title2 'with phi1 = 0.8';
  plot rho*lag;   
  run;
  title1 'Theoretical PACF for AR(1) Process';
  title2 'with phi1 = 0.8';
  plot phijj*lag;
run;