Alexander M. Samarov, Bounded-Influence Regression via Local Minimax Mean Squared Error, Journal of the American Statistical Association, Vol. 80, No. 392 (Dec., 1985), pp. 1032-1040 ...

Richard T. Baillie, Asymptotic Prediction Mean Squared Error for Vector Autoregressive Models, Biometrika, Vol. 66, No. 3 (Dec., 1979), pp. 675-678 ...

Ordinary Least-Squares Regression To use the AUTOREG procedure, specify the input data set in the PROC AUTOREG statement and specify the regression model in a MODEL statement. Specify the model by ...

After the model has been fit, predicted and residual values are usually calculated and output. The predicted values are calculated from the estimated regression equation; the residuals are calculated ...