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

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New Contributor
Posts: 3

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

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!

Frequent Contributor
Posts: 129

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

Hi,

 

you may find what you're looking for here

on pages 318/319

________________________

- Cheers -

PROC Star
Posts: 763

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

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

 

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

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