I am running SAS 9.4 and I am trying to use ods output to capture the ChiSqAuto output across a proc arima which includes a by statement. I cannot find qstats after the code is run. It does not seem to be created.
ods output ChiSqAuto(persist=proc)=qstats;
proc arima data = all;
identify var=dror noprint;
estimate noprint q=2 noconstant method=ml outest=arima_a (where=(_type_='EST') keep=_type_ _status_ ma1_1 ma1_2 source id);
by source id;
run;