bg-arrow-down icon-arrow-up icon-back-to-top icon-linkedin icon-menu icon-search icon-twitter logo-white slider-arrow-left-gray slider-arrow-left slider-arrow-right-gray slider-arrow-right

Solving a PPNR Balance Model Development Dilemma: Reconciling “PROC AUTOREG” and “PROC ARIMA” Output

A common source of frustration in PPNR balance model development is the discrepancy in coefficients and error estimates when a model is specified using two common SAS commands: PROC AUTOREG and PROC ARIMA. As we describe herein, our solution is not to use a single SAS command, but to adjust both SAS command defaults to minimize the discrepancy. “PROC AUTOREG,” “PROC ARIMA,” or both? SAS provides two distinct approaches for developing time series models: the PROC AUTOREG command, which generates an autoregressive form of a generalized least squares (GLS) model, and the PROC ARIMA command, which generates an Autoregressive Integrated ...

Read more

For more information, contact Novantas Marketing

+1 (212) 901-2772

Related Materials


Checkmate: An Account for Everyone

The recent news that Bank of America discontinued its free online checking account has generated significant attention from the media, consumer groups, financial analysts, and other industry providers.


First Tennessee Bank Selects Novantas’s SalesScape™ Program to Drive Branch Scorecard Targets Across their Footprint

Novantas is pleased to announced that First Tennessee Bank has selected Novantas’s SalesScape™ program to provide data and analytics to enhance their branch optimization programs, including setting appropriate targets for branch performance.


5 Takeaways From JPM-Amazon-Berkshire Health Venture

“This is one of the first truly new and radically interesting announcements coming out of the banking industry in some time,” said Kevin Travis.

Please enter your email for verification:

Full Name (required)
Title (required)
Institution (required)
Email (required)
Select Product (one required)

PriceTek Deposits
PriceTek Loans
PriceTek Mortgage
PriceTek Offer Engine
BankChoice Monitor

Phone Number (optional)
Description of Need (optional)