evaluate if the AR1 term dominant the model or can I get standardized coefficient in proc autoreg

[xiaoling]

Urgent! Hi, experts, I have questions. When I fit a autoregression model with AR1 term and other macrovariables, how can I evaluate whether that AR1 term dominant the model? Or how to calculate the standardized coefficient  of AR1 in proc autoreg? Thank you!

[Oligolas]

Hi,

you may find what you're looking for here

on pages 318/319

[PeterClemmensen]

I believe this example of PROC GLM is also applicable in your situation

http://support.sas.com/kb/22/590.html