Hi every one
I have a question about how i can test bound test cointegration and estimate an ARDL(AutoRegressive disributed lag )model in sas.
Hi and welcome to the SAS Communities 🙂
Do you have some code written?
Otherwise check out the PDLREG Procedure. That might help you.
Hi draycut
If we consider
Yt=b0 +b1Xt+b2zt+b3Rt +b4Ct+et
and we have Xt~I(0) Rt~I(1) and Zt~I(1) and Ct~I(0)
How i can test if this variables are cointegred or not?
I didn't find a way to test if they are cointegred or not using The PDLREG Procedure.
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