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Trader84
Calcite | Level 5

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;

1 REPLY 1
ballardw
Super User

Which variable is your date variable? You may want to add an ID statement with that variable to include it in the output dataset.

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