04-05-2017 04:59 AM - edited 04-05-2017 05:00 AM
So according to SAS documentation for proc x12
"The AUTOMDL statement invokes the automatic model selection procedure of the X-12-ARIMA method"
"If the AUTOMDL statement is used without the OUTLIER statement, then only missing values regressors are included in the regARIMA model."
"If both the AUTOMDL and the OUTLIER statements are used, then both missing values regressors and regressors for automatically identified outliers are included in the regARIMA model."
My question is that, I have bunch of regressors that i want to use, and they dont contain any missing values in them
so should i be using AUTOMDL with OUTLIER, or just AUTOMDL.
if I use only AUTOMDL, will all my regressors go away from the model?
it sounds to me that regressors with missing value is kind of normal thing and hence a special treatment is required in a case when you have 'regressors with no missing values' in it.