how to get estimated coefficient of each observation?

[sfan6]

Hello everyone, I build a multivariate regression with time-series format,

I need a1 of each observation for further analysis. 

How to extract the a1, like residuals?

Thank you so much!

[PaigeMiller]

What SAS PROC did you use?

Generally, there is not such thing as an a1 for each observation. There is nos such thing as a coefficient for each observation.

There is a predicted value for each observation. Is that what you want?

[sfan6]

Yes. I want the predicted value of a1 of each observation. I will post this question in forecasting forum.

[Ksharp]

Better post it at Forecasting forum since it is time series problem .