How do I get autocorrelation plots with specific lags in PROC MCMC?

[vglavine]

I am using PROC MCMC in SAS Studio (SAS university edition). Reading the PROC MCMC user guide says

DIAGNOSTICS=(ALL AUTOCORR(LAGS=(1 5 35)))

will give all diagnostics and autocorrelations at lags

1 , 5 , and 35. However, I keep getting an error message. Could someone please help? The diagnostics I can get it is the autocorrelation plots that I need.

[Reeza]

Can you post your code and some sample data so we can replicate the issue?

[Reeza]

Are there errors in the log?