If anyone knows any good material on this, I have the documentation from PROC Autoreg and the books SAS publishes on time series, I would love to hear about it.
I have spent weeks looking for good material with limited success. Something as basic as how you interpret slopes with time series, I know it is different than regular cross section data, and how you select which lags of a variable to use is something I have not found - let alone the associated code.
I have spent weeks looking for good material with limited success. Something as basic as how you interpret slopes with time series, I know it is different than regular cross section data, and how you select which lags of a variable to use is something I have not found - let alone the associated code.