PROC AUTOREG Statement

The AUTOREG Procedure

PROC AUTOREG options ;

The following options can be used in the PROC AUTOREG statement:

DATA= SAS-data-set: specifies the input SAS data set. If the DATA= option is not specified, PROC AUTOREG uses the most recently created SAS data set.
OUTEST= SAS-data-set: writes the parameter estimates to an output data set. See "OUTEST= Data Set" later in this chapter for information on the contents of this data set.
COVOUT: writes the covariance matrix for the parameter estimates to the OUTEST= data set. This option is valid only if the OUTEST= option is specified.

In addition, any of the following MODEL statement options can be specified in the PROC AUTOREG statement, which is equivalent to specifying the option for every MODEL statement: ALL, ARCHTEST, BACKSTEP, CENTER, COEF, CONVERGE=, CORRB, COVB, DW=, DWPROB, GINV, ITER, ITPRINT, MAXITER=, METHOD=, NOINT, NOMISS, NOPRINT, and PARTIAL.