Hi, Proc auto-reg outputs something called 'Regress R-Square' which the SAS documentation refers to as a 'measure of the fit of the structural part of the model after transforming for the autocorrelation'. But having, in excel, performed the transformations and taken the r-square i don't get anything like this number. Does anyone know what this variable is? And how to calculated it from the transformed dependent and independent variables? Thanks for any help you can give!
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