topic Re: Partial adjustment model in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Partial-adjustment-model/m-p/145798#M928 <HTML><HEAD></HEAD><BODY><P>Hello -</P><P>This example might point you in the right direction: <A class="active_link" href="http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_autoreg_sect037.htm">http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_autoreg_sect037.htm</A></P><P>Thanks,</P><P>Udo</P></BODY></HTML> Mon, 04 Aug 2014 12:48:32 GMT udo_sas 2014-08-04T12:48:32Z Partial adjustment model https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Partial-adjustment-model/m-p/145797#M927 <HTML><HEAD></HEAD><BODY><P>Hello, guys. I'm doing a project which requires to implement a model with adjustment for mean-reverting.</P><P>Basically, the model is like y(t)-y(t-1)=beta + (gamma_1 +gamma_2*x+gamm_2*x*z+gamma_3*z*l )*l+(lambda_1+lambda_2*k+lambda_3*k*n)*n+u</P><P>I'm wondering whether there is a quick way to run this regression with an estimate p-value.</P><P></P><P></P><P>Thank you so much in advance</P><P></P><P>XB</P></BODY></HTML> Fri, 01 Aug 2014 16:14:19 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Partial-adjustment-model/m-p/145797#M927 xiaobing 2014-08-01T16:14:19Z Re: Partial adjustment model https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Partial-adjustment-model/m-p/145798#M928 <HTML><HEAD></HEAD><BODY><P>Hello -</P><P>This example might point you in the right direction: <A class="active_link" href="http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_autoreg_sect037.htm">http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_autoreg_sect037.htm</A></P><P>Thanks,</P><P>Udo</P></BODY></HTML> Mon, 04 Aug 2014 12:48:32 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Partial-adjustment-model/m-p/145798#M928 udo_sas 2014-08-04T12:48:32Z