number of Y's in a VARMAX model
in [SAS]
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From: George on 11 May 2010 15:29 Hello, I was wondering what the possible number of Y's would be for a vector time series model using VARMAX. I was trying one with 10 Y's and a 3 X's (with ~250 terms in each time series), and SAS appeared not to be able to handle it. What's a good working maximum? |