topic Re: array in SAS Forecasting and Econometrics

array

malakaext — Fri, 05 Oct 2012 22:16:38 GMT

hi,

Can someone please let me know how to take the y values generated by the following code to an array. the way i have written it produces only one line. i need all 2000 data preferably in an excel sheet.

(Im generating a garch(1,1) data set here ,; if u can check its validity that'll be greatly appreciated)

data sim;

sig=1;

do i=1 to 2000;

z=rannor(12346);

y=sig*z;

sig2= 1+ 0.3*y*y+0.4*sig*sig;

sig=sqrt(sig2);

end;

run;

proc print data=sim;

run;

Thanks

malaka.

Re: array

art297 — Fri, 05 Oct 2012 22:34:56 GMT

Malaka,

I'll have to leave the validity question for someone more qualified than me. However, you don't need an array to get what you want, just an output statement. e.g.:

data sim;

sig=1;

do i=1 to 2000;

z=rannor(12346);

y=sig*z;

sig2= 1+ 0.3*y*y+0.4*sig*sig;

sig=sqrt(sig2);

OUTPUT;

end;

run;

Re: array

malakaext — Fri, 05 Oct 2012 22:42:47 GMT

Thank you very much!!! It worked.

Re: array

malakaext — Fri, 05 Oct 2012 22:46:19 GMT

I there a way to write there data to an excel file?

Re: array

Linlin — Fri, 05 Oct 2012 23:53:33 GMT

try:

libname ttt "c:\temp\create an excel file.xls";

proc sql; drop table ttt.sim; quit;

data ttt.sim;

sig=1;

do i=1 to 2000;

z=rannor(12346);

y=sig*z;

sig2= 1+ 0.3*y*y+0.4*sig*sig;

sig=sqrt(sig2);

OUTPUT;

end;

run;

libname ttt clear;

Re: array

malakaext — Sat, 06 Oct 2012 00:02:00 GMT

Thanks. But it gives the following errors:

libname ttt "F:\temp\create an excel file.xls";

ERROR: Connect: 'F:\temp\create an excel file.xls' is not a valid path. Make

sure that the path name is spelled correctly and that you are

connected to the server on which the file resides.

ERROR: Error in the LIBNAME statement.

1549

1550 proc sql;

1551 drop table ttt.sim;

ERROR: Libname TTT is not assigned.

WARNING: Table TTT.sim has not been dropped.

1552 quit;

NOTE: The SAS System stopped processing this step because of errors.

NOTE: PROCEDURE SQL used (Total process time):

real time 0.00 seconds

cpu time 0.00 seconds

1553

1554 data ttt.sim;

1555

1556

1557

1558 sig=1;

1559

1560

1561

1562 do i=1 to 2000;

1563

1564 z=rannor(12346);

1565

1566 y=sig*z;

1567

1568 sig2= 1+ 0.3*y*y+0.4*sig*sig;

1569

1570 sig=sqrt(sig2);

1571

1572 OUTPUT;

1573

1574 end;

1575

1576 run;

ERROR: Libname TTT is not assigned.

NOTE: The SAS System stopped processing this step because of errors.

NOTE: DATA statement used (Total process time):

real time 0.03 seconds

cpu time 0.01 seconds

1577

1578 libname ttt clear;

WARNING: Libname TTT is not assigned.

Re: array

Linlin — Sat, 06 Oct 2012 00:10:23 GMT

It works on my computer. I have SAS 9.3 and SAS ACCESS. my log file:

210 libname ttt "c:\temp\create an excel file.xls";

NOTE: Libref TTT was successfully assigned as follows:

Engine: EXCEL

Physical Name: c:\temp\create an excel file.xls

211 data ttt.sim;

212 sig=1;

213

214 do i=1 to 2000;

215 z=rannor(12346);

216 y=sig*z;

217 sig2= 1+ 0.3*y*y+0.4*sig*sig;

218 sig=sqrt(sig2);

219 OUTPUT;

220 end;

221 run;

NOTE: The data set TTT.sim has 2000 observations and 5 variables.

NOTE: DATA statement used (Total process time):

real time 0.73 seconds

cpu time 0.06 seconds

222 libname ttt clear;

NOTE: Libref TTT has been deassigned.

Re: array

malakaext — Sat, 06 Oct 2012 00:13:50 GMT

Thank you very much! I have SAS 9.0. May be thats the reason.

However, I did it with the use of some papers I found online.

data sim;

sig=1;

do i=1 to 2000;

z=rannor(12346);

y=sig*z;

sig2= 1+ 0.3*y*y+0.4*sig*sig;

sig=sqrt(sig2);

output ;

end;

LIBNAME dat "c:\sas\data\";

PROC EXPORT DATA=sim

OUTFILE="F:\data\sim.csv"

DBMS=csv REPLACE;

RUN;

I appreciate every answer!!!!