Regression

RDellaVilla — Sat, 27 Mar 2021 17:14:07 GMT

Hello,

I am quite new to SAS, and having problems with performing a time series regression. I have a very large dataset, and need to predict a variable based on an estimation period which is rolling in time, corresponding to a t-150 and t-31 time horizon, where t is the date of interest of the regression.

I have sorted out all the data, already setting the estimation period dates. I have also set the values of the factors over which to estimate parameters for the period. Is there some specific documentation about this issue? or still, does someone have a suggestion so as to do it?

Thanks

Riccardo

Re: Regression

gcjfernandez — Sun, 28 Mar 2021 06:39:08 GMT

You need to use PROC AUTOREG or PROC ARIMA in SAS ETS to perform time series regression. Please check the online documentation for these two procs.

topic Regression in Statistical Procedures

Regression

Re: Regression