08-03-2016 11:35 AM
I am having issues specifying the output table for the cross correlation (ChiSqCross) function within proc arima. However, I have no issue for the ADF test (StationarityTests).
proc arima data = Base; identify var = CPNGE(1) stationarity = (adf) crosscorr = (RGDP(1) Unemp(1) Petro_Dem(1)) nlag=6; ods output ChiSqCross = _cc; run; quit; ods listing;
The code above works perfectly if you replace "ChiSqCross" with "StationarityTests"
The next step is to customize the information from the cross correlation analysis and send to Excel, but I first need the table. Any insight would be much appreciated!