topic partial adjustment model in SAS Procedures https://communities.sas.com/t5/SAS-Procedures/partial-adjustment-model/m-p/145446#M38664 <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 03:42:54 GMT xiaobing 2014-08-01T03:42:54Z partial adjustment model https://communities.sas.com/t5/SAS-Procedures/partial-adjustment-model/m-p/145446#M38664 <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 03:42:54 GMT https://communities.sas.com/t5/SAS-Procedures/partial-adjustment-model/m-p/145446#M38664 xiaobing 2014-08-01T03:42:54Z Re: partial adjustment model https://communities.sas.com/t5/SAS-Procedures/partial-adjustment-model/m-p/145447#M38665 <HTML><HEAD></HEAD><BODY><P>You are doing a&nbsp; Econometric Model . Post it at </P><UL><LI><A _jive_internal="true" data-containerid="2007" data-containertype="14" data-objectid="28" data-objecttype="14" href="https://communities.sas.com/community/support-communities/sas_forecasting" style="font-weight: inherit; font-style: inherit; font-family: inherit; color: #0e66ba;">SAS Forecasting and Econometrics</A></LI><LI></LI></UL></BODY></HTML> Fri, 01 Aug 2014 14:22:08 GMT https://communities.sas.com/t5/SAS-Procedures/partial-adjustment-model/m-p/145447#M38665 Ksharp 2014-08-01T14:22:08Z