topic Re: Quantile regression with time series data in Statistical Procedures

Quantile regression with time series data

karen8169 — Sat, 27 May 2017 14:33:31 GMT

I want to run quantile regression but I haven't found any example of quantile regression with time series data. Can SAS run this program?

Re: Quantile regression with time series data

Reeza — Sat, 27 May 2017 15:05:26 GMT

PROC QUANTREG?

http://documentation.sas.com/?docsetId=statug&docsetVersion=14.2&docsetTarget=statug_qreg_examples04.htm&locale=en

Re: Quantile regression with time series data

karen8169 — Sat, 27 May 2017 15:12:14 GMT

Sorry, I don't want to get autoregression, because I have many independent variables.

Re: Quantile regression with time series data

Rick_SAS — Sat, 27 May 2017 23:28:00 GMT

Hi Karen,

I don't understand your response to Reeza. She linked to an example that performs quantile regression on time series data. If that is not what you need, please post additional information and some sample data.