BookmarkSubscribeRSS Feed
xiaobing
Calcite | Level 5

Hello, guys. I'm doing a project which requires to implement a model with adjustment for mean-reverting.

Basically, the model is like y(t)-y(t-1)=beta + (gamma_1 +gamma_2*x+gamm_2*x*z+gamma_3*z*l )*l+(lambda_1+lambda_2*k+lambda_3*k*n)*n+u

I'm wondering whether there is a quick way to run this regression with an estimate p-value.

Thank you so much in advance

XB

1 REPLY 1
udo_sas
SAS Employee

Hello -

This example might point you in the right direction: http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_autoreg_sect03...

Thanks,

Udo

hackathon24-white-horiz.png

The 2025 SAS Hackathon Kicks Off on June 11!

Watch the live Hackathon Kickoff to get all the essential information about the SAS Hackathon—including how to join, how to participate, and expert tips for success.

YouTube LinkedIn

Discussion stats
  • 1 reply
  • 1377 views
  • 0 likes
  • 2 in conversation