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

PROC IMPORT DATAFILE=REFFILE
	DBMS=XLSX replace
	OUT=WORK.IMPORT;
	SHEET="Sheet1";
	range='A1:P42';
RUN;
/*simple regression in m$*/
proc reg data=import;
model gdp_m=values_of_export_m;
output out=out_reg R=residuals;
run;
proc univariate data=out_reg mu0=0 normal;
var residuals;
run;
proc model data=work.import;
parameters a b;
 gdp_m=a+b*values_of_export_m;
 fit gdp_m/white;
 run;
 proc autoreg data=import;
 model gdp_m=values_of_export_m/dw=1 dwprob;
 run;
 proc arima data=out_reg;
 title "stationarity test";
 identify var=residuals stationarity=(adf=1) nlag=24 ;
 run;



/*natural log univariate regression*/
proc reg data=import;
model ln_gdp=export_value;
output out=out_reg R=residuals;
run;
proc univariate data=out_reg mu0=0 normal;
var residuals;
run;
proc model data=work.import;
parameters a b;
 ln_gdp=a+b*export_value;
 fit ln_gdp/white;
 run;
 proc autoreg data=import;
 model ln_gdp=export_value/dw=1 dwprob;
 run;
 proc arima data=out_reg;
 title "stationarity test";
 identify var=residuals stationarity=(adf=1) nlag=24 ;
 run;
  proc arima data=import;
 identify var=ln_gdp crosscorr=(export_value) nlag=24;
 estimate input=((1) export_value)  p=2;
 run;
    proc arima data=import;
 identify var=lg_gdp;
 estimate q=1;
 run;
   proc arima data=import;
 identify var=lg_gdp;
 estimate p=1 q=1;
 run;
 proc arima data=import;
 identify var=lg_gdp crosscorr=(lg_gdp values_of_export) nlag=24;
 estimate input=((1) values_of_export ) p=1; 
 run;