Hi, I had to difference my dependent variable to get white noise autocorrelation. Below is my code. How do I get the mathematical form of my ARIMA model? I got several MLEs but when I multiply them by the variable values, I don't get the forecasted values. I need an equation: dependent var = mu + coefficien1*X1 + coefficient2* x2 + coefficient3*x3 No clue how to do this with a differenced response variable. PLEASE HELP? TXX TITLE 'REGRESSION ANALYSIS 8'; run; PROC ARIMA DATA = SAHT.XCOMBINED3 ; IDENTIFY VAR = DEPENDENTVAR (1) CROSSCOR = ( X1 X2 X3 ); ESTIMATE P = (1 6) METHOD = ML INPUT = ( X1 X2 X3 ) PLOT; FORECAST ID = TIME INTERVAL = WEEK PRINTALL OUT = SAHT.XOUT; RUN; QUIT; ... View more

So, do I have to worry about the "Quasi-Complete separation" message when running a PROC LOGISTIC, if I just care to know which variables are significant? I don't care about their estimates. Also, fyi, all my predictor variables are categorical and and are collapsed as much as it makes sense for them to be. Thanks! Divya ... View more