Hello,
I have 3 variables : LM1, LIP, TB3 and found that they are I(1) with nocointegrating vector.
Hence I plan to use the first difference of these variables : dLM1 dLIP dTB3 in VAR with optimal lag of 3.
I use proc VARMAX for dLM1 dLIP dTB3 with p = 3.
![Capture.PNG Capture.PNG](https://communities.sas.com/t5/image/serverpage/image-id/37018i44B585B07844B88D/image-size/large?v=v2&px=999)
How can I forecast the original variables: LM1 LIP TB3 (not in first difference) based on the results the above procedure?
Thank you