Moving average(1) why the code is wrong? proc mcmc data=dataset nmc=10000 seed=100 propcov=quanew;
parms theta;
parms sigma2 1;
prior theta ~ normal(0,sd=0.5);
prior sigma2 ~ igamma(shape = 3/10, scale = 10/3);
epsilon = y - mu;
mu = theta*epsilon.l1;
model y~normal(mu, var=sigma2);
preddist outpred=AR4outpred statistics=brief;
ods output PredSumInt=AR4PredSumInt;
run;
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