02-07-2013 04:43 PM
I have been searching for a way to output these two values for a while now, without being able to find way.
1. Is there a way to output RMSE (Root Mean Squared Error) value within proc varmax?
- I haven't found a way to get rmse from varmax directly..
-I have many complex models already implemented with varmax and varmax gives graphical output that proc reg does not so it would be ideal to obtain this value from varmax
-if it cannot be easily obtained from varmax, would there be a siginificant difference in using the rmse value calculated by proc reg for the same model with reference to the varmax model?
2. Is there a way to obtain a value for the Q test for white noise via Varmax?
If anyone has any suggestions it would be much appreciated, thanks a lot guys.