Programming the statistical procedures from SAS

How to measure variance and inflation in Proc autoreg?

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Occasional Contributor
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How to measure variance and inflation in Proc autoreg?

Hi good morning every one, I have a question.

When I perform proc autoreg, I found that I cannot use vif to measure the inflation and variance of independent variables, like I usually do in proc reg, is anyone knowing how to fix that?

Jeny

Respected Advisor
Posts: 2,655

Re: How to measure variance and inflation in Proc autoreg?

Try posting this to the Forecasting and Econometrics forum.  It gets good traffic from folks at SAS who may be able to help with this.

Steve Denham

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