Second order autoregressive covariance structure in multilevel model

[mtaetntan]

Does SAS have the native ability to implement a second order autoregressive covariance structure within either PROC MIXED or PROC GLIMMIX?  I am aware that I can specify a first order autoregressive structure with TYPE = AR(1) on either the RANDOM or REPEATED statement line.  However, using AR(2) returns and error of "Invalid order specification".

I am surprised that AR(2) does not appear to be a valid function.

Thanks,

Matt

[SteveDenham · Accepted solution]

Not available.  Do you think you could approximate it with either ANTE(1) or TOEPH?  Those look like they could be AR(2) under the right parameterization.  However, this really falls into the wild a&&ed guess category.

Steve Denham

[mtaetntan]

Thanks, Steve.  I appreciate you confirming my suspicions.