Mobility Index

proc sort data=try2 out=Work.preProcessedData;by date;run;
proc varmax data=Work.preProcessedData plots(only)=(forecasts impulse model residual) 
outest=work.outest covout outstat=work.outstat;
id date interval=day;
where '22MAR2020'd <= date <= '9DEC2021'd;
model 
grocery_and_pharmacy 
parks 
residential 
retail_and_recreation 
transit_stations 
workplaces= stringency_index
/ cointtest=(johansen=(type=max)) dftest p=14 nseason=7 
print=(corrb diagnose impulse impulsex roots yw);
cointeg rank=5;
nloptions maxiter=500 tech=nrridg;
output out=work.out_increase lead=60 back=22 alpha=0.50 ;
causal group1=(grocery_and_pharmacy)         group2=(stringency_index ); 
causal group1=(parks)        	             group2=(stringency_index ); 
causal group1=(residential)        	         group2=(stringency_index ); 
causal group1=(retail_and_recreation)        group2=(stringency_index ); 
causal group1=(transit_stations)        	 group2=(stringency_index ); 
causal group1=(workplaces)        	         group2=(stringency_index ); 
run;