|Date: ||Tue, 7 Mar 2000 19:21:14 GMT|
|Reply-To: ||SFBAY0001 <sfbay0001@AOL.COM>|
|Sender: ||"SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>|
|From: ||SFBAY0001 <sfbay0001@AOL.COM>|
|Organization: ||AOL http://www.aol.com|
|Subject: ||Re: DFTEST|
The DF and ADF tests are now available in PROC ARIMA via the STATIONARITY
option. They were added in, I think, Release 6.12 or thereabouts, but
definately prior to V7/V8.
Using them in PROC ARIMA avoids having to use the DFTEST macro. And, the
STATIONARITY option contains more tests than those in the DFTEST macro.
Hope this helps
Andrew H. Karp
Sierra Information Services, Inc.
A SAS Institute Quality Partner in the USA
1489 Webster Street Suite 1308 San Francisco, CA 94115 USA