hi Support,   I am working on AR model where in i found an issue. The code is as follows   proc autoreg data=sas_dataset; model y= dummy1 dummy2 dummy3 dummy4 /method=ml nlag=12 garch=(p=1,q=1) maxiter=500 dwprob; output out=Forecast p=yhat; run; if I run the code in SAS9.4 the coefficients are different from the coefficients obtained in SAS EG 5.1. If I remove the maxiter option in the code and run in SAS EG 5.1 then the coefficients are matching to some extent. Why this descrepancy if any body can help me it would be great.   Regards, Sreeja   ... View more