topic Re: About Autoregressive Distributed Lag Model in SAS Forecasting and Econometrics

About Autoregressive Distributed Lag Model

kamalhossain22 — Tue, 07 Dec 2021 02:37:20 GMT

Dear sir/ Madam, I have found the following answer about About Autoregressive Distributed Lag (ARDL) in the SAS Community......I think this will be very helpful, if you have any articles regarding ARDL using SAS, please share them here. Thank you, dear sir.

https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-generate-forecast-with-autoregressive-distributed-lag/m-p/693791#M3997

Re: About Autoregressive Distributed Lag Model

sbxkoenk — Tue, 07 Dec 2021 18:38:52 GMT

Hello @kamalhossain22 ,

I have moved your question to the Forecasting & Econometrics board.

You will get better answers here than on the "New User" board.

In the context of your question, you can indeed turn to PROC MODEL, but maybe PROC PDLREG is useful as well.

The PDLREG procedure = Polynomial Distributed Lag Regression.

I have not so much experience with autoregressive-distributed lag (ARDL) though, but hopefully some specialists will help you out here.

Thanks,

Koen

Re: About Autoregressive Distributed Lag Model

sbxkoenk — Tue, 25 Jan 2022 21:13:06 GMT

Hello @kamalhossain22 ,

See here :

Autoregressive Distributed Lag Model
https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Autoregressive-Distributed-Lag-Model/m-p/790408#M4312

Koen