The AUTOREG Procedure
- Overview
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Getting Started
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Syntax
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DetailsMissing ValuesAutoregressive Error ModelAlternative Autocorrelation Correction MethodsGARCH ModelsHeteroscedasticity- and Autocorrelation-Consistent Covariance Matrix EstimatorGoodness-of-Fit Measures and Information CriteriaTestingPredicted ValuesOUT= Data SetOUTEST= Data SetPrinted OutputODS Table NamesODS Graphics
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Examples
- References
The AUTOREG procedure is controlled by the following statements:
PROC AUTOREG
options ;
BY
variables ;
CLASS
variables ;
MODEL
dependent = regressors / options ;
HETERO
variables / options ;
NLOPTIONS
options ;
OUTPUT
<OUT=SAS-data-set> <options> <keyword=name> ;
RESTRICT
equation , …, equation ;
TEST
equation , …, equation / option ;
At least one MODEL statement must be specified. One OUTPUT statement can follow each MODEL statement. One HETERO statement can follow each MODEL statement.