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
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;
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;
Thanks very much. I will try to read.
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