Outputting p-values in SAS Proc Autoreg Procedure

Question

i am able to output all sorts of statistics and values, however, am missing the ability to output p-values of parameter estimator significance.

I do get them in the Output window but not in my outputted tables. Here is my code

ods output PhilOul = philipps FitSummary = Stats;
        proc autoreg data=ppnr_1.train outest=regression_13;
            model mnos =  ir_irs10y_yoyd ur_ap_yoy sav_yoyd_l1
                                / stationarity=(PHILLIPS)
                                ;
            where date ge "&dev_start." and date le "&dev_end." ;                   
            proc print data = regression_13;
        run;
        quit;

As you can see, I get DW-statistics (in "Stats" table), PhilipsOulier ("Philipps" table) and parameter estimates ("Regression_13") but not the significance of these parameters...

Best regards, Niels

EDIT: I used to figure out how to output p-values in PROC REG statement. Specify the TABLEOUT option. However, this option is not valid in PROC AUTOREG :-(

Richard Richard · Accepted Answer · 2020-05-04T13:23:48

The p-values are in ODS output table ParameterEstimates. Change your code to be:

ods output 
  PhilOul = philipps 
  FitSummary = Stats
  ParameterEstimates = Estimates
;

You can observe the ODS output tables that a procedure creates by using ODS TRACE. You only need to trace once, or if you forget :).

ODS TRACE ON;
PROC ...;
ODS TRACE OFF;

Outputting p-values in SAS Proc Autoreg Procedure

1 Answers