Hi! I'm doing a proc autoreg statement and I want to access the T-Value of my first variable. I'm performing the Regression on every month in the dataset (hpid is the id of the first month). Using the outest statement I can get my variable log_hv_iv_diff for every month into one dataset, but I cant figure out how to access the associated T-Value. It would be the best if I could write teh T-Value into the same dataset. Can anyone help? Thanks! Code: proc sort data=vola_deciles out=pre_processed_data; by hpid cp_flag; run; proc autoreg data=pre_processed_data plots=none outest=results_reg NOPRINT; model &return=log_hv_iv_diff / covest=neweywest; by hpid cp_flag; run; proc delete data=pre_processed_data; run;
... View more