07-20-2017 08:08 PM - edited 07-20-2017 08:10 PM
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.