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!
08-31-2017 08:07 AM
you may find what you're looking for here
on pages 318/319
- Cheers -
08-31-2017 08:15 AM
I believe this example of PROC GLM is also applicable in your situation