Re: evaluate if the AR1 term dominant the model or can I get standardi...

xiaoling · Posted 08-30-2017 04:35 PM

Urgent! Hi, experts, I have questions. When I fit a autoregression model with AR1 term and other macrovariables, how can I evaluate whether that AR1 term dominant the model? Or how to calculate the standardized coefficient of AR1 in proc autoreg? Thank you!

Oligolas · Posted 08-31-2017 08:07 AM

Hi,

you may find what you're looking for here

on pages 318/319

________________________
- Cheers -

PeterClemmensen · Posted 08-31-2017 08:15 AM

I believe this example of PROC GLM is also applicable in your situation

http://support.sas.com/kb/22/590.html

The DATA to DATA Step Macro
Blog: SASnrd

evaluate if the AR1 term dominant the model or can I get standardized coefficient in proc autoreg

Re: evaluate if the AR1 term dominant the model or can I get standardized coefficient in proc autore

Re: evaluate if the AR1 term dominant the model or can I get standardized coefficient in proc autore

evaluate if the AR1 term dominant the model or can I get standardized coefficient in proc autoreg

Re: evaluate if the AR1 term dominant the model or can I get standardized coefficient in proc autore

Re: evaluate if the AR1 term dominant the model or can I get standardized coefficient in proc autore

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