Need help in determining the autoregressive model equation and predictions

[zircon60]

I have developed a model using regression analysis with autoregressive errors, using the maximum likelihood method.

I am able to figure out the model equation but when i try to put everything in an equation I get different results.

Parameter Estimates
Variable	DF	Estimate	Standard	t Value	Approx
			Error		Pr > |t|
Intercept	1	92.5242	6.2288	14.85	<.0001
T	1	-1.2082	0.0741	-16.3	<.0001
DP	1	-0.6514	0.1051	-6.2	<.0001
T*DP	1	0.0171	0.00111	15.37	<.0001
DP*H	1	0.8459	0.0431	19.61	<.0001
H	1	-56.4553	3.705	-15.24	<.0001
AR1	1	-0.989	0.001651	-599.11	<.0001

The MSE for this analysis is 16.03

The equation would be

y=92.5242-1.2T-0.65DP+0.017T*DP+0.84DP*H-56.45H+Vt

Vt=0.989V(t-1)+16.03

How do I calculate the V(t-1)? as it varies for each observation.

Please help.

[PGStats]

Look at the documentation for the AUTOREG procedure at SAS/ETS(R) 9.3 User's Guide.

The recursive expression is given in the section "Predicting Future Series Realizations".

PG

[zircon60]

I tried. but its not working.