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.
