Autoregression predicting yearly sum

[Taliah]

Hello

I need to build a statistical model using monthly data (each row is one month) predicting for each row the sum of variable Y for the next 12 months. I am using proc autoreg, and am getting Durbin Watson below or around 1 (i.e., autocorrelation in the data even after including AR variables). I understand why that is happening, as the model is predicting the sum of variable y for the following 12 rows. Any solution will be helpfull. Thank you.

[Taliah]

Hi all,

I'm trying again to send the question above, anything you can say about it can help

Than you!

[Ksharp]

Post it at Forecasting Forum since it is related to SAS/ETS:
https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics

[Taliah]

Thank you! I posted the  question on that board as you suggested