I want to see how sensitive of each variable to a response variable in percentage for a time series model generated by an ARIMA procedure in SAS/ETS, for instance, I have a model as follows:
Y(1) = AR(1) + MA(1) + aX + bZ + cR,
where Y(1) is a first-order difference term of the response variable, AR(1) is a first-order autocorrelation term, MA(1) is a first-order moving average term, and X, Z, R are the predictor variables in the model.
Each of them has its own coefficient, and I want to see the percentage change of the response variable while each predictor variable changes for 1%, for instance,
Variable Sensitivity- Impact of One Point Change on Y(1)
How can I generate this kind of table for a time series model in SAS/ETS?
After you got the data set Sensitivity1Pct how do you estimate the effect of a change of an independent variable on the dependent variable while keeping all the other terms fixed?
Thank you for your help!
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