Programming the statistical procedures from SAS

Total R-Squared vs. Regression R-Squared in PROC AUTOREG?

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Total R-Squared vs. Regression R-Squared in PROC AUTOREG?

Hi,

I understand that the Total R-Squared is defined in the normal sense: 1 - SSE/SST, but I could not find any literature or how to calculate this Regression R-Squared term in the PROC AUTOREG procedure.

Any advice/direction is much appreciated! Thanks in advance!re

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