The OUTSTAT= data set in PROC VARMAX contains incorrect values of the AIC, AICC, SBC, HQC, and FPEC statistics


If the OUTSTAT= option is specified in the PROC VARMAX statement, then the values of the following information criteria written to the OUTSTAT= data set are incorrect:

The values of the other variables in the OUTSTAT= data set, including the SIGMA_i, RSquare, FValue, and PValue variables, are correct.

To circumvent the problem, use an ODS OUTPUT statement to save the InfoCriteria ODS table as a data set rather than the OUTSTAT= option. For example:

proc varmax data = a;
   ods output InfoCriteria=fit_stats;
   model y x / p=1;
   run;

proc print data = fit_stats;
   run;