BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
itslarajean
Fluorite | Level 6
Apart from Modulus, how should I interpret the Real, Imaginary, Degree and Radian of a ROOTS print output of a VARMAX procedure roots of AR Characteristic Polynomial (given in the PDF, extracted from the SAS VARMAX procedure Guide)

Thanks in advance.
1 ACCEPTED SOLUTION

Accepted Solutions
dw_sas
SAS Employee

Hi @itslarajean , 

 

Although the PROC VARMAX documentation does not include many details on the output of the ROOTS option, the SAS/IML product includes the VTSROOT call routine, which performs a similar analysis.  Please see the following documentation link to the VTSROOT subroutine for a description of the calculations and output:

 

https://go.documentation.sas.com/?docsetId=imlug&docsetTarget=imlug_langref_sect553.htm&docsetVersio... 

 

Additional details can also be found in the following reference:

  • Lütkepohl, H. (1993). Introduction to Multiple Time Series Analysis. 2nd ed. Berlin: Springer-Verlag.

I hope this helps!

DW

View solution in original post

1 REPLY 1
dw_sas
SAS Employee

Hi @itslarajean , 

 

Although the PROC VARMAX documentation does not include many details on the output of the ROOTS option, the SAS/IML product includes the VTSROOT call routine, which performs a similar analysis.  Please see the following documentation link to the VTSROOT subroutine for a description of the calculations and output:

 

https://go.documentation.sas.com/?docsetId=imlug&docsetTarget=imlug_langref_sect553.htm&docsetVersio... 

 

Additional details can also be found in the following reference:

  • Lütkepohl, H. (1993). Introduction to Multiple Time Series Analysis. 2nd ed. Berlin: Springer-Verlag.

I hope this helps!

DW

sas-innovate-2024.png

 

Secure your spot at the must-attend AI and analytics event of 2024: SAS Innovate 2024! Get ready for a jam-packed agenda featuring workshops, super demos, breakout sessions, roundtables, inspiring keynotes and incredible networking events.

 

Register by March 1 to snag the Early Bird rate of just $695! Don't miss out on this exclusive offer. 

 

Register now!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • 441 views
  • 2 likes
  • 2 in conversation