This section describes the use of ODS for creating graphics with the AUTOREG procedure.

To request these graphs, you must specify the ODS GRAPHICS statement. By default, only the residual, predicted versus actual, and autocorrelation of residuals plots are produced. If, in addition to the ODS GRAPHICS statement, you also specify the ALL option in either the PROC AUTOREG statement or MODEL statement, all plots are created. For HETERO, GARCH, and AR models studentized residuals are replaced by standardized residuals. For the autoregressive models, the conditional variance of the residuals is computed as described in the section Predicting Future Series Realizations. For the GA

RCH and HETERO models, residuals are assumed to have conditional variance invoked by the HT= option of the OUTPUT statement. For all these cases, the Cook’s plot is not produced.