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

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

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

 


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‎03-05-2018 02:23 PM
Super User
Posts: 23,700

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

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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Solution
‎03-05-2018 02:23 PM
Super User
Posts: 23,700

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

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...

Occasional Contributor
Posts: 5

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

Thanks very much. I will try to read.

 

New Contributor
Posts: 2

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

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

 

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