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The AUTOREG Procedure

ODS Table Names

PROC AUTOREG assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in the following table. For more information on ODS, see Chapter 6, "Using the Output Delivery System."

Table 8.1: ODS Tables Produced in PROC AUTOREG
ODS Table Name Description Option
ODS Tables Created by the Model Statement
FitSummarySummary of regressiondefault
SummaryDepVarCenSummary of regression (centered dependent var)CENTER
SummaryNoInterceptSummary of regression (no intercept)NOINT
YWIterSSEYule-Walker iteration sum of squared errorMETHOD=ITYW
PreMSEPreliminary MSENLAG=
DependentDependent variabledefault
DependenceEquationsLinear dependence equation 
ARCHTestQ and LM Tests for ARCH DisturbancesARCHTEST
ChowTestChow Test and Predictive Chow TestCHOW= PCHOW=
GodfreyGodfrey's Serial Correlation TestGODFREY GODFREY=
PhilPerronPhillips-Perron Unit Root TestSTATIONARITY= (PHILIPS<=()>) (no regressor)
PhilOulPhillips-Ouliaris Cointegration TestSTATIONARITY= (PHILIPS<=()>) (has regressor)
ResetTestRamsey's RESET TestRESET
ARParameterEstimatesEstimates of Autoregressive ParametersNLAG=
CorrGraphEstimates of AutocorrelationsNLAG=
BackStepBackward Elimination of Autoregressive TermsBACKSTEP
ExpAutocorrExpected AutocorrelationsNLAG=
IterHistoryIteration HistoryITPRINT
ParameterEstimatesParameter Estimatesdefault
ParameterEstimatesGivenARParameter estimates assuming AR parameters are givenNLAG=
PartialAutoCorrPartial autocorrelationPARTIAL
CovBCovariance of Parameter EstimatesCOVB
CorrBCorrelation of Parameter EstimatesCORRB
CholeskyFactorCholesky Root of GammaALL
CoefficientsCoefficients for First NLAG ObservationsCOEF
GammaInverseGamma InverseGINV
ConvergenceStatusConvergence Status tabledefault
DWTestDurbin-Watson StatisticsDW=
ODS Tables Created by the Restrict Statement
RestrictRestriction tabledefault
ODS Tables Created by the Test Statement
FTestF testdefault
WaldTestWald testTYPE=WALD

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