https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/persistence-modeling/m-p/16715#M61 What SAS procedure should I use when I want to do persistence modeling for time series data? Fri, 09 May 2008 12:13:02 GMT deleted_user 2008-05-09T12:13:02Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/persistence-modeling/m-p/16715#M61 What SAS procedure should I use when I want to do persistence modeling for time series data? Fri, 09 May 2008 12:13:02 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/persistence-modeling/m-p/16715#M61 deleted_user 2008-05-09T12:13:02Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/persistence-modeling/m-p/16716#M62 Hello,<BR /> According to "Persistence Modeling for Assessing Marketing Strategy Performance" (http://repub.eur.nl/publications/index/573204148/) persistence modeling is a multi-step process. <BR /> The authors of the paper suggest that "unit-root tests are used to determine whether or not the different variables are stable or evolving. In case several of the variables are found to have a unit root, one subsequently tests for cointegration. Depending on the outcome of these two preliminary steps, one estimates a Vector-AutoRegressive (VAR) model in the levels, in the differences, or in error-correction format. Finally, the parameter estimates from this VAR model are used to derive Impulse Response Functions (IRFs), from which various summary statistics on the short- and-long-run dynamics of the system can be derived."<BR /> As such I think you will need to use the following SAS/ETS procedures: AUTOREG and VARMAX.<BR /> Hope this makes sense,<BR /> Udo Fri, 16 May 2008 09:43:21 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/persistence-modeling/m-p/16716#M62 udo_sas 2008-05-16T09:43:21Z