https://communities.sas.com/t5/SAS-Programming/SAS-Proc-Autoreg/m-p/387182#M92807 <P>Even the dependent variable Y desn't need stationary transform for AR1?</P> Thu, 10 Aug 2017 20:28:02 GMT xiaoling 2017-08-10T20:28:02Z https://communities.sas.com/t5/SAS-Programming/SAS-Proc-Autoreg/m-p/387146#M92803 <P>When I use proc autoreg (AR1), should&nbsp;I do transformation to make all the dependent(Y) and independent variables(Xs) stationary? After I do the stationary transform, fit the model with autoregression, why i can not get any significant variables? How to solve these problems? Thank you for the help!</P> Thu, 10 Aug 2017 18:45:47 GMT https://communities.sas.com/t5/SAS-Programming/SAS-Proc-Autoreg/m-p/387146#M92803 xiaoling 2017-08-10T18:45:47Z https://communities.sas.com/t5/SAS-Programming/SAS-Proc-Autoreg/m-p/387162#M92804 <P>Residuals from the regression should be stationnary, not inputs.</P> Thu, 10 Aug 2017 19:19:29 GMT https://communities.sas.com/t5/SAS-Programming/SAS-Proc-Autoreg/m-p/387162#M92804 PGStats 2017-08-10T19:19:29Z https://communities.sas.com/t5/SAS-Programming/SAS-Proc-Autoreg/m-p/387182#M92807 <P>Even the dependent variable Y desn't need stationary transform for AR1?</P> Thu, 10 Aug 2017 20:28:02 GMT https://communities.sas.com/t5/SAS-Programming/SAS-Proc-Autoreg/m-p/387182#M92807 xiaoling 2017-08-10T20:28:02Z