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MTM1
‎12-22-2020
  • 3 Posts
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Re: Unobserved Components Model Model Diagnostic

by Fluorite | Level 6 in SAS Forecasting and Econometrics
‎11-18-2016 07:58 AM
‎11-18-2016 07:58 AM
Really great. Thank you very much ##- Please type your reply above this line. Simple formatting, no attachments. -## ... View more

proc ucm intervention variables reduces r squared value

by Fluorite | Level 6 in SAS Forecasting and Econometrics
‎11-18-2016 05:03 AM
‎11-18-2016 05:03 AM
  Hi!!   Why r squared value reduces when i introducing intervention variables in the model??? However AIC and BIC improves.   regards ... View more

Re: Unobserved Components Model Model Diagnostic

by Fluorite | Level 6 in SAS Forecasting and Econometrics
‎11-18-2016 04:59 AM
‎11-18-2016 04:59 AM
Hi!!   did you solve the problem?? i had the same problem, when i introduce intervention variables r squares reduces considerably.     regards, ... View more
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