I have something I'm attempting to model. A generalized form would be: y i = f ( y i-6 , y i-7 , y i-8 , y i-9 ,y i-10 , y i-11 , y i-12 , y i-13 , y i-14 , y i-15 , y i-16 , y i-17 , x i-6 , x i-7 , x i-8 , x i-9 ,x i-10 , x i-11 , x i-12 , x i-13 , x i-14 , x i-15 , x i-16 , x i-17 , z i-6 , z i-7 , z i-8 , z i-9 ,z i-10 , z i-11 , z i-12 , z i-13 , zy i-14 , z i-15 , z i-16 , z i-17 ) Proc forecast and proc arima handle the y terms, and don't do too bad. I tried a stepwise linear regression manually lagging the variables. Is there a proc just for this type of model?
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