Hello at all,
i'm using proc varmax for VECM and VAR models. When i perform the analysis and ask for forecast output i don't find in SAS table date (03.24.2014 for example) associated to each forecast record. How can i ask for it?
I need it to graph prediction vs real data in order to monitor models performance.
tks
Proc varmax data = | XX =(Forecasts Model) plots=residual(residual normal); |
| model X Y =Z /p=1 noint |
| | print=(estimates diagnose); |
| by Profilo; |
| /*NLOPTIONS MAXITER= 2000;*/ |
| output out=Forecast_Mavir_std lead=3; |
run;Quit;