topic Re: PROC VARMA in SAS Forecasting and Econometrics

PROC VARMA

SystemsasdD2019 — Mon, 17 Jan 2022 19:57:34 GMT

Hello , please I work on PROC VARMA , I want to forecast with daily data , from 2020Jun1,2020Jun2, ,,,,, , 2021Dec31. how can I write the format daily data . thanks

Re: PROC VARMA

sbxkoenk — Tue, 18 Jan 2022 00:08:40 GMT

Hello @SystemsasdD2019 ,

I have moved your question to the "SAS Forecasting and Econometrics" board.

Do you mean PROC VARMAX?

In the PROC VARMAX, you need the ID statement with interval=DAY.

PROC VARMAX options; 
ID variable INTERVAL=value <ALIGN=value>;

Or do you want to know how to convert a string like '2021Dec31' into a real SAS date?

Cheers,

Koen

Re: PROC VARMA

SystemsasdD2019 — Mon, 24 Jan 2022 19:07:42 GMT

Hello, thanks for answering , I want to know how to convert a string like , 2021Jun1 ... .... 2021Dec31'into a real SAS date,

Re: PROC VARMA

sbxkoenk — Tue, 25 Jan 2022 21:09:54 GMT

data _NULL_;
LENGTH DateStringToConvert DateStringToConvert1 $ 9;

DateStringToConvert ='2021Jun1' ; 
DateStringToConvert1=trim(substr(DateStringToConvert,8,2))!!substr(DateStringToConvert,5,3)!!substr(DateStringToConvert,1,4);
put DateStringToConvert1=;
RealSASdate=input(DateStringToConvert1,date9.);
put RealSASdate=;
put RealSASdate= date9.;

DateStringToConvert='2021Dec31';
DateStringToConvert1=trim(substr(DateStringToConvert,8,2))!!substr(DateStringToConvert,5,3)!!substr(DateStringToConvert,1,4);
put DateStringToConvert1=;
RealSASdate=input(DateStringToConvert1,date9.);
put RealSASdate=;
put RealSASdate= date9.;

run;
/* end of program */

Koen

Re: PROC VARMA

SystemsasdD2019 — Sun, 27 Feb 2022 14:32:54 GMT

hello, excuse , I could not implement this formula , Is there a simpler formula .

Re: PROC VARMA

sbxkoenk — Sun, 27 Feb 2022 15:14:03 GMT

Hello,

Using PROC FORMAT and a picture statement, it is really easy to create ANY format for a date.
But it is more difficult to create any INformat for a date.

I will have a look in the coming week (workdays).

Thanks,

Koen

Re: PROC VARMA

SystemsasdD2019 — Wed, 09 Mar 2022 18:34:33 GMT

hello, excuse , can you show me how Using implement PROC FORMAT and a picture statement, with thanks

Re: PROC VARMA

sbxkoenk — Wed, 09 Mar 2022 18:46:58 GMT

See here for examples :

Paper 101-27
Have a Strange DATE? Create your own INFORMAT to Deal with Her
Venky Chakravarthy, Ann Arbor, MI

https://support.sas.com/resources/papers/proceedings/proceedings/sugi27/p101-27.pdf

Koen