9/17

Greetings group,

I am a grad student in economics, and I am trying to finish a project related to the peso/dollar exchange rate. I cannot figure out how to get SAS to run the Cointegrating Regression Durbin Watson (CRDW) test on my two series (log of U.S. CPI and log of Mexican price index). I am trying to establish that they are cointegrated. Does anyone know if I need a proc statement? Or is it some type of output specification? Do I specify it in my model?

Any answers or thoughts that anyone might have would be greatly appreciated, and can be sent to me at unseenhand@aol.com or alexander.gilchrist@colorado.edu

Thanks very much in advance,

Alex Gilchrist U of Colorado