Hi, I am trying to design a simple moving average model in proc CALIS.
Below is the dataset and the code I use, yet I constantly get a pesky error message that I have also included below for your reference. Can anyone please help me with fixing this error?
The error message is:
ERROR: Error or disturbance variable e1 is not unique for the equation with outcome variable
Read2.
ERROR: Error or disturbance variable e1 cannot carry with a coefficient parameter on the
right-hand side of the equation with outcome variable Read2.
data d1 (type=cov);input _type_ $ _name_ $ Read1 Read2 Read3 Read4;
cards;
Cov Read1 1.325734534 2.76361716 4.22786040 5.80177429
Cov Read2 2.763617160 6.09286562 9.31572124 12.76393623
Cov Read3 4.227860403 9.31572124 14.72358497 19.97143145
Cov Read4 5.801774294 12.76393623 19.97143145 27.93423761
Mean 1.00518 2.23450 3.46963 4.82127
Std 1.15141 2.46837 3.83713 5.28529
Kurt 70.23017 70.18142 70.31476 70.27417
Skew 0.14126 0.09690 70.00246 0.11445
n 650 650 650 650
;
PROC CALIS DATA=d1 MEANSTR MAXITER=6000 MAXFUNC=7000 all;
Title ’LATENT CURVE Moving Average MODEL, Latent curve ARMA data’;
LINEQS
Read1=1.0 F_INT + 0.0 F_SLP + e1,
Read2=1.0 F_INT + 1.0 F_SLP + MAlag1 e1 + e2,
Read3=1.0 F_INT + 2.0 F_SLP + MAlag1 e2 + e3,
Read4=1.0 F_INT + 3.0 F_SLP + MAlag1 e3 + e4,
F_INT=Mean_INT INTERCEPT + D1,
F_SLP=Mean_SLP INTERCEPT + D2;
STD
D1-D2=ZETA1-ZETA2, e1-e4;
COV
D1 D2=ZETA21;
VAR
Read1 Read2 Read3 Read4;
run;
