How to measure variance and inflation in Proc autoreg?

[loving_apples]

Hi good morning every one, I have a question.

When I perform proc autoreg, I found that I cannot use vif to measure the inflation and variance of independent variables, like I usually do in proc reg, is anyone knowing how to fix that?

Jeny

[SteveDenham]

Try posting this to the Forecasting and Econometrics forum.  It gets good traffic from folks at SAS who may be able to help with this.

Steve Denham