https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Autoregression-predicting-yearly-sum/m-p/937550#M4856 Post it at Forecasting Forum since it is related to SAS/ETS:<BR /><A href="https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics" target="_blank">https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics</A> Tue, 30 Jul 2024 02:47:39 GMT Ksharp 2024-07-30T02:47:39Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Autoregression-predicting-yearly-sum/m-p/936570#M4854 <P>Hello</P> <P>I need to build a statistical model using monthly data (each row is one month) predicting for each row the sum of variable Y for the next 12 months. I am using proc autoreg, and am getting Durbin Watson below or around 1 (i.e., autocorrelation in the data even after including AR variables). I understand why that is happening, as the model is predicting the sum of variable y for the following 12 rows. Any solution will be helpfull. Thank you.</P> Mon, 22 Jul 2024 12:29:43 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Autoregression-predicting-yearly-sum/m-p/936570#M4854 Taliah 2024-07-22T12:29:43Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Autoregression-predicting-yearly-sum/m-p/937385#M4855 <P>Hi all,</P> <P>I'm trying again to send the question above, anything you can say about it can help</P> <P>Than you!</P> Sun, 28 Jul 2024 12:31:16 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Autoregression-predicting-yearly-sum/m-p/937385#M4855 Taliah 2024-07-28T12:31:16Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Autoregression-predicting-yearly-sum/m-p/937550#M4856 Post it at Forecasting Forum since it is related to SAS/ETS:<BR /><A href="https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics" target="_blank">https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics</A> Tue, 30 Jul 2024 02:47:39 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Autoregression-predicting-yearly-sum/m-p/937550#M4856 Ksharp 2024-07-30T02:47:39Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Autoregression-predicting-yearly-sum/m-p/937575#M4858 <P>Thank you! I posted the&nbsp; question on that board as you suggested</P> Tue, 30 Jul 2024 08:53:00 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Autoregression-predicting-yearly-sum/m-p/937575#M4858 Taliah 2024-07-30T08:53:00Z