BookmarkSubscribeRSS Feed
somebody
Lapis Lazuli | Level 10

I am using to PROC VARMAX to study the effect of Y1 and Y2. In its structural form, Y2 can contemporaneously affect Y1 but not the other the way around). 

My code is : 

proc varmax data=sample;
	by stock;
	model Y1 Y2/p=10 method=ls lagmax=10 print=(estimates covpe);
run;quit;

My question is: does the order of Y1 and Y2 matter? What happens if I change it?

 

 

1 REPLY 1

hackathon24-white-horiz.png

The 2025 SAS Hackathon has begun!

It's finally time to hack! Remember to visit the SAS Hacker's Hub regularly for news and updates.

Latest Updates

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Find more tutorials on the SAS Users YouTube channel.

SAS Training: Just a Click Away

 Ready to level-up your skills? Choose your own adventure.

Browse our catalog!

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