turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- SAS Programming
- /
- SAS Procedures
- /
- Proc Varmax - Missing output

Topic Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

04-02-2012 03:41 AM

Hi,

I am using proc varmax to analyse the relationship between sales (some very high values) and temperature (between -0.9 and about 15). I have differenced both seasonally and taken the first differences and trying to use an MA1 model on it using the code:

ods graphics on;

proc varmax data = merged1 outest=est outcov outstat=stat;

model sales temp/q=1 dif(sales(1 12) temp(1 12)) print=(corry) noint;

run;

But when I get the output I don't get all the parameter estimates, there are some missing:

Model Parameter Estimates | ||||||
---|---|---|---|---|---|---|

Equation | Parameter | Estimate | Standard Error | t Value | Pr > |t| | Variable |

sales | MA1_1_1 | 0.72349 | 0.03196 | 22.64 | 0.0001 | e1(t-1) |

MA1_1_2 | 1054.21153 | 0.00000 | e2(t-1) | |||

temp | MA1_2_1 | -0.00000 | 0.00000 | e1(t-1) | ||

MA1_2_2 | 1.00558 | 0.00000 | e2(t-1) |

Does anyone know why I only get the t and p value for MA1_1_1?

Any help would be greatly appreciated!

Thanks a lot!