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

vglavine · Posted 07-20-2017 08:08 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.

Reeza · Posted 07-20-2017 09:04 PM

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

vglavine · Posted 07-20-2017 09:46 PM

Reeza · Posted 07-20-2017 10:22 PM

Are there errors in the log?

vglavine · Posted 07-20-2017 08:05 PM

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

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

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

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

PROC MCMC

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

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

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

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

PROC MCMC

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