The AUTOREG Procedure

Statistical procedures use ODS Graphics to create graphs as part of their output. ODS Graphics is described in detail in Chapter 21: Statistical Graphics Using ODS in SAS/STAT 12.1 User's Guide.

Before you create graphs, ODS Graphics must be enabled (for example, with the ODS GRAPHICS ON statement). For more information about enabling and disabling ODS Graphics, see the section “Enabling and Disabling ODS Graphics” in that chapter.

The overall appearance of graphs is controlled by ODS styles. Styles and other aspects of using ODS Graphics are discussed in the section “A Primer on ODS Statistical Graphics” in that chapter.

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 GARCH 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.