Solved: SAS Proc Autoreg

xiaoling · Posted 08-10-2017 02:45 PM

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!

PGStats · Posted 08-10-2017 03:19 PM

Residuals from the regression should be stationnary, not inputs.

PG

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PGStats · Posted 08-10-2017 03:19 PM

Residuals from the regression should be stationnary, not inputs.

PG

xiaoling · Posted 08-10-2017 04:28 PM

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

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