About Autoregressive Distributed Lag Model

[kamalhossain22]

Dear sir/ Madam, I have found the following answer about About Autoregressive Distributed Lag (ARDL) in the SAS Community......I think this will be very helpful, if you have any articles regarding ARDL using SAS, please share them here. Thank you, dear sir.

https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-generate-forecast-with-autore...

[sbxkoenk]

Hello @kamalhossain22 ,

I have moved your question to the Forecasting & Econometrics board.

You will get better answers here than on the "New User" board.

In the context of your question, you can indeed turn to PROC MODEL, but maybe PROC PDLREG is useful as well.

The PDLREG procedure = Polynomial Distributed Lag Regression.

I have not so much experience with autoregressive-distributed lag (ARDL) though, but hopefully some specialists will help you out here.

Thanks,

Koen

[sbxkoenk]

Hello @kamalhossain22 ,

See here :

Autoregressive Distributed Lag Model
https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Autoregressive-Distributed-Lag-Model...

Koen