Operations Research topics: SAS/OR,
SAS Optimization, and SAS Simulation Studio

Dynamic Regressors

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Dynamic Regressors

Hi,

I´m not sure that I´m right here but I´m trying to find out how dynamic regressors parameters in SAS/ETS relate to the classical formula of dynamic regression and how SAS/ETS is calculating dynamic regressiors generally. I mean is there prewhiteting being used or Linear Transfer Function? If anyone has an idea where I can find some relevant information I´ll be very grateful.

Thanks.
SAS Employee
Posts: 48

Re: Dynamic Regressors

This seems like a question best answered by the ETS folks. I have fwd'd your note along to someone in that department.
SAS Employee
Posts: 48

Re: Dynamic Regressors

I spoke with ETS group:
"... refer to the PROC ARIMA chapter in the SAS/ETS Users Guide. It explains this in great detail."
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