Hello group, I need some help to write scoring code from proc autoreg. What is the actual code that can replicate the predicted quantities from the output out = dataset? It's easy enough to calculate the predicted model component (using standard coefficients) but how does one incorporate the AR coefficients? Any help will be greatly appreciated. I'm struggling even with a simple example: consider the example given in SAS online documentation: data a; ul = 0; ull = 0; do time = -10 to 36; u = + 1.3 * ul - .5 * ull + 2*rannor(12346); y = 10 + .5 * time + u; if time > 0 then output; ull = ul; ul = u; end; run; auto-reg model - produce an output dataset with predicted quatitites: QUESTION: HOW CAN I USE MODEL EFFECTS TO REPLICATE PREDICTED VALUES? proc autoreg data=a outest = autoreg_parms; aut: model y = time / nlag=2 method=ml; output out = pred_a p = pred_y ; run;
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