topic proc panel and stationarity in Statistical Procedures

proc panel and stationarity

Lilly2012 — Fri, 11 Apr 2014 01:24:00 GMT

Hi SAS users,

I am unable to use uroottest and stationarity options in proc panel model statement. I am using SAS 9.3 and the manual suggests that these options are available. Any ideas?

Re: proc panel and stationarity

udo_sas — Fri, 11 Apr 2014 18:16:07 GMT

Hello -

The UROOTTEST option on the MODEL statement in PROC PANEL is a new option available in SAS/ETS 12.1, which comes with the SAS 9.3 Ts1M2 release.

If you are using SAS 9.3 Ts1M0, you need to upgrade your SAS license to Ts1M2 in order to use this new functionality.

Check out your SAS LOG window: if it does not feature a message like:

NOTE: Enhanced analytical products:

SAS/STAT 12.1, SAS/ETS 12.1, SAS/OR 12.1

you will need to upgrade.

Thanks,

Udo

Re: proc panel and stationarity

Lilly2012 — Fri, 11 Apr 2014 23:11:10 GMT

Thanks Udo. I am using SAS through my university. The log screen prints: "Note: Updated analytical products: SAS/STAT 9.3_M1, SAS/ETS 9.3_M1, SAS/OR 9.3_M1". Can I make that upgrade myself or should that be a request by the university?

I am unable to use the HAC option with proc panel as well, will this problem be solved with the upgrade too?

Re: proc panel and stationarity

udo_sas — Mon, 14 Apr 2014 14:07:30 GMT

Hello -

Yes, the HAC option was added in SAS/ETS 12.1 as well, see "What’s New in SAS/ETS 12.1" of online documentation: http://support.sas.com/documentation/cdl/en/etsug/65545/HTML/default/viewer.htm#etsug_whatsnew_sect007.htm

Not sure what the license agreement of your university looks like, but I think you will need to contact them for access to SAS/ETS 12.1.

Thanks,

Udo