The AUTOREG Procedure |
ODS Graphics |
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.
PROC AUTOREG assigns a name to each graph it creates using ODS. You can use these names to reference the graphs when using ODS. The names are listed in Table 8.3.
ODS Graph Name |
Plot Description |
Option |
---|---|---|
ACFPlot |
Autocorrelation of residuals |
ACF |
FitPlot |
Predicted versus actual plot |
Default |
CooksD |
Cook’s plot |
ALL (no NLAG=) |
IACFPlot |
Inverse autocorrelation of residuals |
ALL |
QQPlot |
Q-Q plot of residuals |
ALL |
PACFPlot |
Partial autocorrelation of residuals |
ALL |
ResidualHistogram |
Histogram of the residuals |
ALL |
ResidualPlot |
Residual plot |
Default |
StudentResidualPlot |
Studentized residual plot |
ALL (no NLAG=/HETERO=/GARCH=) |
StandardResidualPlot |
Standardized residual plot |
ALL |
WhiteNoiseLogProbPlot |
Tests for white noise residuals |
ALL |
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