How can I add a lag as a regressor?

JPI_UY — Mon, 23 Mar 2015 04:49:10 GMT

I'm working with SAS Enterprise Miner and SAS E. Guide.

Re: How can I add a lag as a regressor?

M_Maldonado — Tue, 24 Mar 2015 13:41:49 GMT

Your question is how to add a lag as an input variable? I don't think any of the Modify nodes have a simple way to do it. But it is really easy to do in SAS Code.

In Enterprise Guide add the below when preparing your data, or use a SAS Code Node in Enterprise Miner.

EG (add this statement in any data step, and change var1 for the name of your input variable)

lag_var1= lag(var1);

EM, in a SAS Code Node (change var1 for the name of your variable)

data &em_export_train;

set &em_import_data;

lag_var1= lag(var1);

run;

I hope it helps,

Miguel

topic Re: How can I add a lag as a regressor? in SAS Data Science

How can I add a lag as a regressor?

Re: How can I add a lag as a regressor?