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 CLASS statement names the classification variables to be used in the analysis. Classification variables can be either character or numeric.
In PROC AUTOREG, the CLASS statement enables you to output class variables to a data set that contains a copy of the original data.
Class levels are determined from the formatted values of the CLASS variables. Thus, you can use formats to group values into levels. See the discussion of the FORMAT procedure in SAS Language Reference: Dictionary for details.