https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/What-SAS-proc-does-ARDL-autoregressive-distributed-lag-models/m-p/673285#M3909 You went through all the procs on this page?<BR /><A href="https://support.sas.com/rnd/app/examples/ETSexamples.html" target="_blank">https://support.sas.com/rnd/app/examples/ETSexamples.html</A> Wed, 29 Jul 2020 19:21:51 GMT Reeza 2020-07-29T19:21:51Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/What-SAS-proc-does-ARDL-autoregressive-distributed-lag-models/m-p/673278#M3908 <P>I have looked a lot through the documentation, but can't figure this out. I would like to use this for, among other things, the cointegration suggested for ARDL by Pesaran and Shin (among others).&nbsp;</P> Wed, 29 Jul 2020 19:13:14 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/What-SAS-proc-does-ARDL-autoregressive-distributed-lag-models/m-p/673278#M3908 noetsi 2020-07-29T19:13:14Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/What-SAS-proc-does-ARDL-autoregressive-distributed-lag-models/m-p/673285#M3909 You went through all the procs on this page?<BR /><A href="https://support.sas.com/rnd/app/examples/ETSexamples.html" target="_blank">https://support.sas.com/rnd/app/examples/ETSexamples.html</A> Wed, 29 Jul 2020 19:21:51 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/What-SAS-proc-does-ARDL-autoregressive-distributed-lag-models/m-p/673285#M3909 Reeza 2020-07-29T19:21:51Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/What-SAS-proc-does-ARDL-autoregressive-distributed-lag-models/m-p/673570#M3910 I reviewed those and it could be in several notably AUTOREG and VARMAX. But I am not sure -I don't know anywhere in the documentation where it says this does ARDL. There are many similar methods. Thu, 30 Jul 2020 20:51:01 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/What-SAS-proc-does-ARDL-autoregressive-distributed-lag-models/m-p/673570#M3910 noetsi 2020-07-30T20:51:01Z