https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Pesaran-bound-testing-for-ARDL-cointegration/m-p/736523#M4082 <P>I am fairly certain SAS does not do this, but I wanted to be sure. I need to run this procedure and I know SAS best.</P> <P>I also thought others than me might benefit from this in time series. It has SAS code, but not for this type of cointegration.</P> <P>&nbsp;</P> <P><A href="http://www.ams.sunysb.edu/~zhu/ams586/ECM.pdf" target="_blank">http://www.ams.sunysb.edu/~zhu/ams586/ECM.pdf</A>&nbsp;</P> Thu, 22 Apr 2021 22:47:26 GMT noetsi 2021-04-22T22:47:26Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Pesaran-bound-testing-for-ARDL-cointegration/m-p/736523#M4082 <P>I am fairly certain SAS does not do this, but I wanted to be sure. I need to run this procedure and I know SAS best.</P> <P>I also thought others than me might benefit from this in time series. It has SAS code, but not for this type of cointegration.</P> <P>&nbsp;</P> <P><A href="http://www.ams.sunysb.edu/~zhu/ams586/ECM.pdf" target="_blank">http://www.ams.sunysb.edu/~zhu/ams586/ECM.pdf</A>&nbsp;</P> Thu, 22 Apr 2021 22:47:26 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Pesaran-bound-testing-for-ARDL-cointegration/m-p/736523#M4082 noetsi 2021-04-22T22:47:26Z