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SAS Proc Autoreg

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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!


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‎08-30-2017 11:23 PM
Respected Advisor
Posts: 4,935

Re: SAS Proc Autoreg

Residuals from the regression should be stationnary, not inputs.

PG

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‎08-30-2017 11:23 PM
Respected Advisor
Posts: 4,935

Re: SAS Proc Autoreg

Residuals from the regression should be stationnary, not inputs.

PG
New Contributor
Posts: 3

Re: SAS Proc Autoreg

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

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