topic Re: Screening out weak predictors in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Screening-out-weak-predictors/m-p/180009#M1126 <HTML><HEAD></HEAD><BODY><P>Hello -</P><P>If you have access to SAS Forecast Server - you may want to use the HPFDIAG procedure as a variable selection tool.</P><P>Screening out weak predictors for time series models is a bit more tricky than for static regression models. Cross-correlation is an obvious way to assess predictors.</P><P>Thanks,</P><P>Udo</P></BODY></HTML> Thu, 17 Apr 2014 16:55:04 GMT udo_sas 2014-04-17T16:55:04Z Screening out weak predictors https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Screening-out-weak-predictors/m-p/180008#M1125 <HTML><HEAD></HEAD><BODY><P>Hi all,</P><P></P><P>What would be the appropriate way to screen out weak predictors so as to later on fit a state space model?</P><P></P><P>Is there any other test (more advanced and accurate) besides correlations that would help me select the strongest variables in the case where my dependent as well as my independent variables are of continuous type? (lets say sales as Y and different media spends as X(s)?)</P><P></P><P>Thank you in advance</P></BODY></HTML> Tue, 15 Apr 2014 10:29:17 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Screening-out-weak-predictors/m-p/180008#M1125 chemicalab 2014-04-15T10:29:17Z Re: Screening out weak predictors https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Screening-out-weak-predictors/m-p/180009#M1126 <HTML><HEAD></HEAD><BODY><P>Hello -</P><P>If you have access to SAS Forecast Server - you may want to use the HPFDIAG procedure as a variable selection tool.</P><P>Screening out weak predictors for time series models is a bit more tricky than for static regression models. Cross-correlation is an obvious way to assess predictors.</P><P>Thanks,</P><P>Udo</P></BODY></HTML> Thu, 17 Apr 2014 16:55:04 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Screening-out-weak-predictors/m-p/180009#M1126 udo_sas 2014-04-17T16:55:04Z Re: Screening out weak predictors https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Screening-out-weak-predictors/m-p/180010#M1127 <HTML><HEAD></HEAD><BODY><P>Thank you for the reply, unfortunately i am running on SAS base </P></BODY></HTML> Thu, 24 Apr 2014 08:42:28 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Screening-out-weak-predictors/m-p/180010#M1127 chemicalab 2014-04-24T08:42:28Z