DATA Step, Macro, Functions and more

SAS Proc Autoreg

Reply
New Contributor
Posts: 2

SAS Proc Autoreg

When I use proc autoreg (AR1), should 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!

Respected Advisor
Posts: 4,646

Re: SAS Proc Autoreg

Residuals from the regression should be stationnary, not inputs.

PG
New Contributor
Posts: 2

Re: SAS Proc Autoreg

Even the dependent variable Y desn't need stationary transform for AR1?

Ask a Question
Discussion stats
  • 2 replies
  • 70 views
  • 0 likes
  • 2 in conversation