1# luoyanhust

实际数据是在k月时，用k-1月及以前的数据来预测k+1月的数据
具体到AR(p)模型中，要从p=2开始，如何实现？
谢谢~

Why Not?

A couple of thoughts,
1)  Do you have soundable business reason that p should start at 2?
2) Use (proc arima) to test p=i  for i<> 2 is equals to zero.

HTH