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?

Posted in reply to loving_apples

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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