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

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

[ Edited ]

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.

Super User
Posts: 19,855

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

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

New Contributor
Posts: 3

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

[ Edited ]
 
Super User
Posts: 19,855

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

Are there errors in the log?

New Contributor
Posts: 3

PROC MCMC

[ Edited ]
 
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