Hi,   I want to see how sensitive of each variable to a response variable in percentage for a time series model generated by an ARIMA procedure in SAS/ETS, for instance, I have a model as follows:   Y(1) = AR(1) + MA(1) + aX + bZ + cR,   where Y(1) is a first-order difference term of the response variable, AR(1) is a first-order autocorrelation term,  MA(1) is a first-order moving average term, and X, Z, R are the predictor variables in the model.   Each of them has its own coefficient, and I want to see the percentage change of the response variable while each predictor variable changes for 1%, for instance,     Variable Sensitivity- Impact of One Point Change on Y(1) Predictor Variable Sensitivity         AR(1) 30%       MA(1) 1.5%       X -19%       Z -11%       R -30%         How can I generate this kind of table for a time series model in SAS/ETS?   Thank you for your help!   Lawrence ... View more

Hello guys,   I would like to know if there is any way to run a cross validaiton estiamte for an autoregressive model.   For instance, I have a model after using glmselect to run cross validation estimates like this:  I also ran autoreg to generate an autoregressive model, like this:       Now I have two more lag terms here, how can I write a code to generate a cross validation estimates with those two lag terms?    Or is there any other way to keep them in my model?    Thank you.    Lawrence ... View more