https://communities.sas.com/t5/New-SAS-User/ARDL-model/m-p/551361#M8967 <P>Hi and welcome to the SAS Communities <span class="lia-unicode-emoji" title=":slightly_smiling_face:">🙂</span></P> <P>&nbsp;</P> <P>Do you have some code written?</P> <P>&nbsp;</P> <P>Otherwise check out the <A href="https://support.sas.com/documentation/onlinedoc/ets/132/pdlreg.pdf" target="_self">PDLREG Procedure</A>. That might help you.</P> Tue, 16 Apr 2019 12:26:32 GMT PeterClemmensen 2019-04-16T12:26:32Z https://communities.sas.com/t5/New-SAS-User/ARDL-model/m-p/551354#M8963 <P>Hi every one&nbsp;</P><P>I have a question about how i can test bound test cointegration and estimate an ARDL(AutoRegressive disributed lag )model in sas.</P> Tue, 16 Apr 2019 12:06:10 GMT https://communities.sas.com/t5/New-SAS-User/ARDL-model/m-p/551354#M8963 Sy07 2019-04-16T12:06:10Z https://communities.sas.com/t5/New-SAS-User/ARDL-model/m-p/551361#M8967 <P>Hi and welcome to the SAS Communities <span class="lia-unicode-emoji" title=":slightly_smiling_face:">🙂</span></P> <P>&nbsp;</P> <P>Do you have some code written?</P> <P>&nbsp;</P> <P>Otherwise check out the <A href="https://support.sas.com/documentation/onlinedoc/ets/132/pdlreg.pdf" target="_self">PDLREG Procedure</A>. That might help you.</P> Tue, 16 Apr 2019 12:26:32 GMT https://communities.sas.com/t5/New-SAS-User/ARDL-model/m-p/551361#M8967 PeterClemmensen 2019-04-16T12:26:32Z https://communities.sas.com/t5/New-SAS-User/ARDL-model/m-p/551365#M8968 <P>Hi draycut</P><P>If we consider</P><P>Yt=b0 +b1Xt+b2zt+b3Rt +b4Ct+et&nbsp;</P><P>and we have Xt~I(0) Rt~I(1) and Zt~I(1) and Ct~I(0)</P><P>How i can test if this variables are cointegred or not?&nbsp;</P><P>I didn't find a way to test if they are cointegred or not using&nbsp;The PDLREG Procedure.</P> Tue, 16 Apr 2019 13:07:57 GMT https://communities.sas.com/t5/New-SAS-User/ARDL-model/m-p/551365#M8968 Sy07 2019-04-16T13:07:57Z