Hi Community,    I have a requirement to summarize a table with dates. Any help is appreciated.     Raw data: SubjectName QueryID ParentQueryID OpenDate 0001-S002 818930 818929 21-Nov-22 0001-S002 818929 782251 21-Nov-22 0001-S002 782251   24-Oct-22 01659-S031 962154   7-May-24 01659-S031 962200 962154 8-May-24 01659-S031 962462 962200 17-May-24 Each Query has a unique ID and any Re-query has a new Query ID with the parent Query ID in a second column. I am trying to summarize the information based on the master Query ID and Query Start and Query Stop dates.      Expected output: SubjectName Master QueryID Query Start QueryEnd 0001-S002 782251 24-Oct-22 21-Nov-22 0001-S031 962154 7-May-24 17-May-24   Please advise with any approach/logic.   Any help is appreaciated. Thank you for your time.  ... View more

The latest release of SAS 360 Match includes the following updates: Reports for flight priority use new optimized tables. Customers can delete unprocessed files that were uploaded using the UserReg API. Users with view permission can view flight creatives. Previously, users were required to have edit capabilities before they could view flight creatives. The %%BOTFRAUD%% token that indicates whether fraud is detected and the type of fraud. For more information, see Predefined Tokens. ... View more

Hello, I have raw daily returns data for about 10 countries. For each country, I wish to compute conditional volatility using the model GARCH(1,1).   Would this be the right code?   Proc autoreg data=daily_return outest=est; model daily_return= / garch=(q=1, p=1); by country; output out=conditional_var cev=vhat; run; quit;   data conditional_vol; gc; conditional_vol=sqrt(vhat); run;   Thank you-   ... View more

Is there a test to determine whether a column of individual student ratings (Likert 1-5) is significantly different from another column by the same rater of the same students at a later time? ... View more

Dear SAS Community, I am working with a dataset (please see below) and attempting to run a model with one AR and two MA terms. However, I’ve noticed a significant discrepancy between the results generated by PROC ARIMA and PROC AUTOREG. Below are the codes I used: proc autoreg data=a; model consump = consumplag / method=ml nlag=2; run; vs proc arima data=a; identify var=consump; estimate p=1 q=2 method=ml; run; Any insights into why these two procedures are producing different results would be greatly appreciated. The data are shown below:   yr consump consumplag 1920 39.8   1921 41.9 39.8 1922 45 41.9 1923 49.2 45 1924 50.6 49.2 1925 52.6 50.6 1926 55.1 52.6 1927 56.2 55.1 1928 57.3 56.2 1929 57.8 57.3 1930 55 57.8 1931 50.9 55 1932 45.6 50.9 1933 46.5 45.6 1934 48.7 46.5 1935 51.3 48.7 1936 57.7 51.3 1937 58.7 57.7 1938 57.5 58.7 1939 61.6 57.5 1940 65 61.6 1941 69.7 65 ... View more