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Hi,

Can I store the Fitted series that I can view on the Actual, Fitted, Residual Table? (The one you see when you open an equation, then click the View button, and choose Actual, Fitted, Residual Table.)

I realize that it is equal to the dependent variable for that equation minus the residual for that equation, but it would save me some programming if I could get to it another way. I have been using makeresid to store the residual and then creating a new series equal to the dependent variable minus the residual. Is there an easier way to get to that "Fitted" series?

I saw the equation proc 'fit' is used to compute the static forecast or fitted values from an estimated equation. I tried that and I only seem to get the static forecast.

Thank you very much.

The static forecast is the fitted values.

Can I store the fitted series shown on the Actual, fitted, and residual table view?

Yes, by performing a static forecast.

I tried that, but I am getting a different series of numbers that what I see on the Actual, Fitted, Residual table.

Post the workfilr

User sent the workfile privately.

Turns out the equation in question is estimated via cointegrating regression. As described in the manual, this is the one exception, where the fitted values include the short run dynamics, and the static forecast do not. The only way to return the fitted values is by subtracting the residuals from the actuals.

Thank you very much!