Quantile regression with time series data

[karen8169]

I want to run quantile regression but I haven't found any example of quantile regression with time series data. Can SAS run this program?

[Reeza]

PROC QUANTREG?

http://documentation.sas.com/?docsetId=statug&docsetVersion=14.2&docsetTarget=statug_qreg_examples04...

[karen8169]

Sorry, I don't want to get autoregression, because I have many independent variables.

[Rick_SAS]

Hi Karen,

I don't understand your response to Reeza. She linked to an example that performs quantile regression on time series data. If that is not what you need, please post additional information and some sample data.