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Linear Dynamic Models

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Linear Dynamic Models

I am wondering which procedure can help me to do Linear Dynamic models (West and Harrison 1997 Bayesian Forecasting and Dynamic Models). thanks
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Re: Linear Dynamic Models

Posted in reply to deleted_user
PROC VARMAX supports Bayesian Vector Autoregressive models (BVAR) and Bayesian Vector Error Correction models (BVECM).
The following two links to the Getting Started section of the PROC VARMAX documentation provide a brief overview of these models:
http://support.sas.com/onlinedoc/913/getDoc/en/etsug.hlp/varmax_sect4.htm
http://support.sas.com/onlinedoc/913/getDoc/en/etsug.hlp/varmax_sect6.htm
Hope that helps.
-- Udo
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