Analysis of monthly data - identify the best case scenario

Vic6 — Tue, 29 Jun 2021 06:17:28 GMT

Hi guys,

I am working on a so called 'risk model' and I have to identify the most 'stable' one from a list of multiple created models - the most equilibrate one considering return vs volatility.
What I am thinking of is to identify the one that has the monthly values closest to the average of the model with smallest variance between months.
In the table presented below is an excerpt comprising results of 18 months of simulation (out of 240) for 5 risk models.

Since the preliminary processing is performed in SAS, can I do the above analysis in an automatic way as well?
Also, if you have other ideas that could help identify the 'best' model, it would be much appreciated.

Best regards!

_MONTH_	Model_1	Model_2	Model_3	Model_4	Model_5
1	500	350	500	500	500
2	138	259	368	276	175
3	289	109	158	66	-35
4	289	109	158	66	-35
5	900	630	900	900	900
6	600	420	600	600	600
7	-1217	-464	-658	-1026	-715
8	439	560	800	800	800
9	-325	17	14	946	845
10	499	259	368	276	175
11	468	138	206	22	-180
12	348	419	588	1100	1100
13	179	29	48	-44	-145
14	78	-62	-84	336	235
15	600	420	600	600	600
16	629	700	1000	1000	1000
17	289	109	158	66	-35
18	600	420	600	600	600

Re: Data analysis using SAS

PaigeMiller — Mon, 28 Jun 2021 14:37:09 GMT

Are you talking about computing a standard deviation of the monthly values for each model?

proc summary data=have;
     var model_1-model_5;
     output out=stats stddev=s1-s5;
run;

We're trying to help you, but you have to help us as well. Please go back and provide a meaningful title to your ORIGINAL post. It doesn't help when the title is so vague that it could apply to any post here in the SAS Communities, such as "Data analysis using SAS", which could apply to every post here.

topic Analysis of monthly data - identify the best case scenario in SAS Programming

Analysis of monthly data - identify the best case scenario

Re: Data analysis using SAS