FILENAME REFFILE '/home/u49972593/1980-2021.xlsx';

PROC IMPORT DATAFILE=REFFILE
	DBMS=XLSX replace
	OUT=WORK.IMPORT;
	SHEET="Sheet1";
	range='A1:P42';
RUN;
proc reg data=import;
model ln_gdp=export_value ln_debt;
output out=out_m_reg R=m_residuals;
run;
proc univariate data=out_m_reg mu0=0 normal;
var m_residuals;
run;
proc model data=work.import;
parameters a b c d;
 ln_gdp=a+b*export_value+c*ln_debt;
 fit ln_gdp/white;
 run;
 proc autoreg data=import;
 model ln_gdp=export_value ln_debt/dw=1 dwprob;
 run;

 proc arima data=out_m_reg;
 title "stationarity test";
 identify var=m_residuals stationarity=(adf=1) nlag=24 ;
 run;
  %let var=gdp;
  proc arima data=import;
 title "stationarity test for &var";
 identify var=ln_&var. stationarity=(adf=0) nlag=24 ;
 run;
   proc arima data=import;
 identify var=ln_gdp crosscorr=(export_value ln_debt)  nlag=24;
 estimate input=(export_value ln_debt);
 run;
  proc varmax data=import;
 model ln_gdp export_value  ln_debt/lagmax=24 p=1 dftest cointtest=(johansen);
 run;
   proc varmax data=import;
 model ln_gdp export_value ln_debt/p=1
ecm=(rank=2 ) print=(estimates);
 run;
 proc varmax data=import; /*plots=impulse;*/
 model ln_gdp export_value ln_debt/p=1 lagmax=24 /*print=(estimates diagnose);*/*causal group1=(ln_gdp) group2=(export_value ln_inflation ln_dept);
  causal group1=(ln_inflation) group2=(export_value ln_gdp ln_dept);
  causal group1=(ln_dept) group2=(export_value ln_gdp ln_inflation);*/
 run;