I am using PROC MCMC in SAS Studio (SAS university edition). Reading the PROC MCMC user guide says DIAGNOSTICS=(ALL AUTOCORR(LAGS=(1 5 35))) will give all diagnostics and autocorrelations at lags 1 , 5 , and 35. However, I keep getting an error message. Could someone please help? The diagnostics I can get it is the autocorrelation plots that I need.
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