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xiaoling
Calcite | Level 5 xiaoling
Calcite | Level 5
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SAS Proc Autoreg

Posted 08-10-2017 02:45 PM (1268 views)

When I use proc autoreg (AR1), should I do transformation to make all the dependent(Y) and independent variables(Xs) stationary? After I do the stationary transform, fit the model with autoregression, why i can not get any significant variables? How to solve these problems? Thank you for the help!

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PGStats
Opal | Level 21 PGStats
Opal | Level 21

Re: SAS Proc Autoreg

Posted 08-10-2017 03:19 PM (1312 views)  |   In reply to xiaoling

Residuals from the regression should be stationnary, not inputs.

PG

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PGStats
Opal | Level 21 PGStats
Opal | Level 21

Re: SAS Proc Autoreg

Posted 08-10-2017 03:19 PM (1313 views)  |   In reply to xiaoling

Residuals from the regression should be stationnary, not inputs.

PG
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xiaoling
Calcite | Level 5 xiaoling
Calcite | Level 5

Re: SAS Proc Autoreg

Posted 08-10-2017 04:28 PM (1243 views)  |   In reply to PGStats

Even the dependent variable Y desn't need stationary transform for AR1?

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  • ‎08-10-2017 02:45 PM
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