topic Re: Bizarre %AR Macro error within proc model in SAS Programming

Bizarre %AR Macro error within proc model

AllSoEasy — Tue, 22 Oct 2013 20:57:31 GMT

Hey Guys,

So I have a fairly simple piece of proc model code:

proc model data=to_forecast1 outparms=parms_out;

ods output "Nonlinear OLS Summary of Residual Errors" = stat_out;

ods output "Nonlinear OLS Parameter Estimates" = stderrs_probts;

d_Roll_Rate = B1*d_short_rate_up+ B2*lag_d_short_rate_up+ Gamma*(A1*lag_short_rate - lag_Roll_Rate);

%AR(d_Roll_Rate,13);

fit d_Roll_Rate / dw=1;

run;

When I run this I obtain the following from the log:

15 ! proc model data=to_forecast1 outparms=parms_out;

16 where qrm_account=&qrm_acct.;

17 ods output "Nonlinear OLS Summary of Residual Errors" = stat_out;

18 ods output "Nonlinear OLS Parameter Estimates" = stderrs_probts;

WARNING: Apparent invocation of macro AR not resolved.

20 d_Roll_Rate = B1*d_short_rate_up+ B3*lag_d_short_rate_up+ Gamma*(A1*lag_short_rate -

20 ! lag_Roll_Rate);

22 %AR(d_Roll_Rate,13);

180

ERROR 180-322: Statement is not valid or it is used out of proper order.

24 fit d_Roll_Rate / dw=1;

25 run;

And execution ends..I'm really baffled because I'm fairly sure this is correct syntax for %AR, and this mirrors previous working SAS code I've used almost exactly...If I remove the "%AR(d_Roll_Rate,13);" line then it works fine...I'm not sure what could possibly be wrong in there. Am I missing something obvious??

Thanks!!

Re: Bizarre %AR Macro error within proc model

Astounding — Tue, 22 Oct 2013 22:38:50 GMT

Yes, you're too focused on the error, and not focused on the warning.

Your program doesn't know where to find the definition of the %AR macro. The folder that holds the file with the macro definition must be referenced in the SASAUTOS option. Alternatively, but not as professional, your program has to %INCLUDE the file that defines the macro.

Re: Bizarre %AR Macro error within proc model

Reeza — Tue, 22 Oct 2013 23:52:02 GMT

%AR is included with the SAS/ETS Package by default, according to the docs.

Re: Bizarre %AR Macro error within proc model

Tom — Wed, 23 Oct 2013 02:36:41 GMT

Check the SASAUTOS option.

%put %sysfunc(getoption(SASAUTOS));

Check the SASAUTOS fileref.

%put %sysfunc(pathname(SASAUTOS));

Check to make sure you have installed (and licensed) SAS/ETS.

proc setinit; run;