@sasalex2024 wrote:
Dear Koen,
Thank you very much for your response. Your code works perfectly for the example model you provided. However, I have been unable to adapt it to my specific case, which involves extracting residuals from a model with inputs and ARMA errors. I tried including the lines:
*ods trace on; ods trace off;
ODS output ResidualNormalityPanel=work.abc;
before my PROC ARIMA code and ending with a quit; after the last run;. Unfortunately, this did not produce the dataset work.abc as expected. Would you be able to clarify if additional modifications are needed to make this approach work for models with inputs and ARMA errors? Thank you once again for your time and assistance!
Run the trace on/off around your model code and show us the LOG. The log will include a bunch of bits with Names of the ODS objects created, include all of that along with the code and other messages the procedure generates. It may be that your install created a different ODS object than the ResidualNormalityPanel, or the spelling changed, from @sbxkoenk's install.
ODS TRACE ON;
proc arima data=a;
identify var=Yt crosscorr=(X1t X2t) noprint;
estimate q=1 input=( (1) X1t (1) X2t ) method=ml;
run;
quit;
ODS TRACE OFF;
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