The VARMAX Procedure

Missing Values

The VARMAX procedure currently does not support missing values. The procedure uses the first contiguous group of observations with no missing values for any of the MODEL statement variables. Observations at the beginning of the data set with missing values for any MODEL statement variables are not used or included in the output data set. At the end of the data set, observations can have dependent (endogenous) variables with missing values and independent (exogenous) variables with nonmissing values.