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sazad
Calcite | Level 5

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

 

1 ACCEPTED SOLUTION

Accepted Solutions
Reeza
Super User

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...

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3 REPLIES 3
Reeza
Super User

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
Calcite | Level 5

Thanks very much. I will try to read.

 

JanelleRolph
Calcite | Level 5

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

 

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