How to get the absolute values of residuals from an AR(1) for a number of macroeconomic variables

[sazad]

Hi there,

I am new to SAS.

I am trying to run AR(1) for a number of macroeconomic variables and get their absolute values of residuals.

Any quick help is much appreciated.

Many thanks,

Sohel

[Reeza · Accepted solution]

http://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_autoreg_examples02.htm&docsetVersion...

This may help you get started. 

Make sure to check the options for AutoReg so that you can see how to get the estimates out using the OUTPUT statement, something below should be what you want.

output out=myResults p=predicted_value;

http://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_autoreg_syntax13.htm&docsetVersion=1...

[sazad]

Thanks very much. I will try to read.

[JanelleRolph]

Welcome to the SAS community, and best of luck on your learning endeavor.