The following statements are available in the AUTOREG procedure:
PROC AUTOREG options;
BY variables;
CLASS variables;
MODEL dependent = regressors / options;
HETERO variables / options;
NLOPTIONS options;
OUTPUT <OUT=SAS-data-set> <options> <keyword=name>;
RESTRICT equation , …, equation;
TEST equation , …, equation / option;
You must specify at least one MODEL statement. One OUTPUT statement can follow each MODEL statement. One HETERO statement can follow each MODEL statement.