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    <title>topic SAS Macro issue in SAS Programming</title>
    <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347357#M80212</link>
    <description>&lt;P&gt;Hello friends, I am using the following codes;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;&lt;BR /&gt;*** average return;&lt;BR /&gt;options nonotes;&lt;/P&gt;
&lt;P&gt;proc model data=sum_diff2; &lt;BR /&gt;by &amp;amp;byvar _name_ &amp;amp;rankvar;&lt;BR /&gt;parms a; &lt;BR /&gt;exogenous col1 ; &lt;BR /&gt;instruments / intonly;&lt;BR /&gt;col1=a; &lt;BR /&gt;fit col1 / gmm kernel=(bart, %eval(&amp;amp;lag+1), 0);*lag=6;&lt;/P&gt;
&lt;P&gt;ods output parameterestimates=param0 fitstatistics=fitresult&lt;BR /&gt;OutputStatistics=residual;&lt;BR /&gt;quit;&lt;/P&gt;
&lt;P&gt;data param0; &lt;BR /&gt;set param0; &lt;BR /&gt;type='Average ret';&lt;BR /&gt;run;&lt;/P&gt;
&lt;P&gt;*** CAPM alpha; &lt;BR /&gt;options nonotes;&lt;BR /&gt;proc model data=sum_diff2; &lt;BR /&gt;by &amp;amp;byvar _name_ &amp;amp;rankvar;&lt;BR /&gt;parms a b1;&lt;BR /&gt;instruments mktrf;&lt;BR /&gt;exret =a+b1* mktrf; &lt;BR /&gt;fit exret / gmm kernel=(bart, %eval(&amp;amp;lag+1), 0);&lt;BR /&gt;ods output parameterestimates=param1 fitstatistics=fitresult&lt;BR /&gt;OutputStatistics=residual;&lt;BR /&gt;quit;&lt;/P&gt;
&lt;P&gt;data param1; &lt;BR /&gt;set param1; &lt;BR /&gt;type='CAPM Alpha'; &lt;BR /&gt;if parameter='a';&lt;BR /&gt;run;&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;When i run them i get following errors;&lt;/P&gt;
&lt;P&gt;WARNING: This CREATE TABLE statement recursively references the target table. A consequence of&lt;BR /&gt;this is a possible data integrity problem.&lt;BR /&gt;WARNING: Output 'OutputStatistics' was not created. Make sure that the output object name,&lt;BR /&gt;label, or path is spelled correctly. Also, verify that the appropriate procedure&lt;BR /&gt;options are used to produce the requested output object. For example, verify that the&lt;BR /&gt;NOPRINT option is not used.&lt;BR /&gt;WARNING: Output 'fitstatistics' was not created. Make sure that the output object name, label,&lt;BR /&gt;or path is spelled correctly. Also, verify that the appropriate procedure options are&lt;BR /&gt;used to produce the requested output object. For example, verify that the NOPRINT&lt;BR /&gt;option is not used.&lt;BR /&gt;WARNING: Output 'OutputStatistics' was not created. Make sure that the output object name,&lt;BR /&gt;label, or path is spelled correctly. Also, verify that the appropriate procedure&lt;BR /&gt;options are used to produce the requested output object. For example, verify that the&lt;BR /&gt;NOPRINT option is not used.&lt;BR /&gt;WARNING: Output 'fitstatistics' was not created. Make sure that the output object name, label,&lt;BR /&gt;or path is spelled correctly. Also, verify that the appropriate procedure options are&lt;BR /&gt;used to produce the requested output object. For example, verify that the NOPRINT&lt;BR /&gt;option is not used.&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;Please have a looks and suggest something.&amp;nbsp;&lt;BR /&gt;Bundle of tthanks&lt;/P&gt;</description>
    <pubDate>Wed, 05 Apr 2017 13:56:09 GMT</pubDate>
    <dc:creator>raqthesolid</dc:creator>
    <dc:date>2017-04-05T13:56:09Z</dc:date>
    <item>
      <title>SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347357#M80212</link>
      <description>&lt;P&gt;Hello friends, I am using the following codes;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;&lt;BR /&gt;*** average return;&lt;BR /&gt;options nonotes;&lt;/P&gt;
&lt;P&gt;proc model data=sum_diff2; &lt;BR /&gt;by &amp;amp;byvar _name_ &amp;amp;rankvar;&lt;BR /&gt;parms a; &lt;BR /&gt;exogenous col1 ; &lt;BR /&gt;instruments / intonly;&lt;BR /&gt;col1=a; &lt;BR /&gt;fit col1 / gmm kernel=(bart, %eval(&amp;amp;lag+1), 0);*lag=6;&lt;/P&gt;
&lt;P&gt;ods output parameterestimates=param0 fitstatistics=fitresult&lt;BR /&gt;OutputStatistics=residual;&lt;BR /&gt;quit;&lt;/P&gt;
&lt;P&gt;data param0; &lt;BR /&gt;set param0; &lt;BR /&gt;type='Average ret';&lt;BR /&gt;run;&lt;/P&gt;
&lt;P&gt;*** CAPM alpha; &lt;BR /&gt;options nonotes;&lt;BR /&gt;proc model data=sum_diff2; &lt;BR /&gt;by &amp;amp;byvar _name_ &amp;amp;rankvar;&lt;BR /&gt;parms a b1;&lt;BR /&gt;instruments mktrf;&lt;BR /&gt;exret =a+b1* mktrf; &lt;BR /&gt;fit exret / gmm kernel=(bart, %eval(&amp;amp;lag+1), 0);&lt;BR /&gt;ods output parameterestimates=param1 fitstatistics=fitresult&lt;BR /&gt;OutputStatistics=residual;&lt;BR /&gt;quit;&lt;/P&gt;
&lt;P&gt;data param1; &lt;BR /&gt;set param1; &lt;BR /&gt;type='CAPM Alpha'; &lt;BR /&gt;if parameter='a';&lt;BR /&gt;run;&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;When i run them i get following errors;&lt;/P&gt;
&lt;P&gt;WARNING: This CREATE TABLE statement recursively references the target table. A consequence of&lt;BR /&gt;this is a possible data integrity problem.&lt;BR /&gt;WARNING: Output 'OutputStatistics' was not created. Make sure that the output object name,&lt;BR /&gt;label, or path is spelled correctly. Also, verify that the appropriate procedure&lt;BR /&gt;options are used to produce the requested output object. For example, verify that the&lt;BR /&gt;NOPRINT option is not used.&lt;BR /&gt;WARNING: Output 'fitstatistics' was not created. Make sure that the output object name, label,&lt;BR /&gt;or path is spelled correctly. Also, verify that the appropriate procedure options are&lt;BR /&gt;used to produce the requested output object. For example, verify that the NOPRINT&lt;BR /&gt;option is not used.&lt;BR /&gt;WARNING: Output 'OutputStatistics' was not created. Make sure that the output object name,&lt;BR /&gt;label, or path is spelled correctly. Also, verify that the appropriate procedure&lt;BR /&gt;options are used to produce the requested output object. For example, verify that the&lt;BR /&gt;NOPRINT option is not used.&lt;BR /&gt;WARNING: Output 'fitstatistics' was not created. Make sure that the output object name, label,&lt;BR /&gt;or path is spelled correctly. Also, verify that the appropriate procedure options are&lt;BR /&gt;used to produce the requested output object. For example, verify that the NOPRINT&lt;BR /&gt;option is not used.&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;Please have a looks and suggest something.&amp;nbsp;&lt;BR /&gt;Bundle of tthanks&lt;/P&gt;</description>
      <pubDate>Wed, 05 Apr 2017 13:56:09 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347357#M80212</guid>
      <dc:creator>raqthesolid</dc:creator>
      <dc:date>2017-04-05T13:56:09Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347360#M80213</link>
      <description>&lt;P&gt;Show us the SASLOG.&lt;/P&gt;</description>
      <pubDate>Wed, 05 Apr 2017 14:01:24 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347360#M80213</guid>
      <dc:creator>PaigeMiller</dc:creator>
      <dc:date>2017-04-05T14:01:24Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347364#M80216</link>
      <description>&lt;P&gt;&lt;a href="https://communities.sas.com/t5/user/viewprofilepage/user-id/10892"&gt;@PaigeMiller&lt;/a&gt;&amp;nbsp;Please have a look. its macro.&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;1188&lt;BR /&gt;1189 *use single sort macro to generate long-short spread and alphas,ourt reports in row, outc&lt;BR /&gt;1189! reports in column;&lt;BR /&gt;1190 %macro singlesort_adj(lag=3, data=meanret, byvar=weight, rankvar=ranksort, timevar= mt,&lt;BR /&gt;1190! var=ret, outr=sort1, outc=sort2);&lt;BR /&gt;1191&lt;BR /&gt;1192 * transpose if multiple key variables;&lt;BR /&gt;1193 proc sort data=&amp;amp;data;&lt;BR /&gt;1194 by &amp;amp;byvar &amp;amp;rankvar &amp;amp;timevar;&lt;BR /&gt;1195 run;&lt;BR /&gt;1196&lt;BR /&gt;1197 proc transpose data=&amp;amp;data out=data;&lt;BR /&gt;1198 by &amp;amp;byvar &amp;amp;rankvar &amp;amp;timevar;&lt;BR /&gt;1199 var &amp;amp;var;&lt;BR /&gt;1200 run;&lt;BR /&gt;1201&lt;BR /&gt;1202&lt;BR /&gt;1203 *Find H-L difference;&lt;BR /&gt;1204 proc sort data=&amp;amp;data out=sum;&lt;BR /&gt;1205 by &amp;amp;byvar &amp;amp;timevar &amp;amp;rankvar;&lt;BR /&gt;1206 run;&lt;BR /&gt;1207&lt;BR /&gt;1208&lt;BR /&gt;1209 data sum_diff;&lt;BR /&gt;1210 set sum;&lt;BR /&gt;1211 by &amp;amp;byvar &amp;amp;timevar &amp;amp;rankvar;&lt;BR /&gt;1212 if first.&amp;amp;timevar or last.&amp;amp;timevar;&lt;BR /&gt;1213 if first.&amp;amp;timevar then &amp;amp;rankvar=1;&lt;BR /&gt;1214 if last.&amp;amp;timevar then &amp;amp;rankvar=2;&lt;BR /&gt;1215 run;&lt;BR /&gt;1216&lt;BR /&gt;1217 proc transpose data=sum_diff out=sum_diff2;&lt;BR /&gt;1218 by &amp;amp;byvar &amp;amp;timevar;&lt;BR /&gt;1219 var &amp;amp;var;&lt;BR /&gt;1220 id &amp;amp;rankvar;&lt;BR /&gt;1221 run;&lt;BR /&gt;1222&lt;BR /&gt;1223 data sum_diff2;&lt;BR /&gt;1224 set sum_diff2;&lt;BR /&gt;1225 &amp;amp;rankvar=99;&lt;BR /&gt;1226 col1 = _2 - _1;&lt;BR /&gt;1227 drop _2 _1;&lt;BR /&gt;1228 run;&lt;BR /&gt;1229&lt;BR /&gt;1230 data sum_diff2;&lt;BR /&gt;1231 set data sum_diff2;&lt;BR /&gt;1232 run;&lt;BR /&gt;1233&lt;BR /&gt;1234 proc sort data=sum_diff2;&lt;BR /&gt;1235 by &amp;amp;byvar _name_ &amp;amp;rankvar;&lt;BR /&gt;1236 run;&lt;BR /&gt;1237&lt;BR /&gt;1238 *** link 3 factors to get alpha;&lt;BR /&gt;1239 proc sql;&lt;BR /&gt;1240 create table sum_diff2 as&lt;BR /&gt;1241 select a.*, (a.col1-b.rf*100) as exret, b.mktrf*100 as mktrf, b.smb*100 as smb, b.hml*100&lt;BR /&gt;1241! as hml&lt;BR /&gt;1242 from sum_diff2 as a left join factors_monthly as b&lt;BR /&gt;1243 on a.&amp;amp;timevar = b.mt;&lt;BR /&gt;1244 quit;&lt;BR /&gt;1245&lt;BR /&gt;1246 proc sort data=sum_diff2;&lt;BR /&gt;1247 by &amp;amp;byvar _name_ &amp;amp;rankvar &amp;amp;timevar;&lt;BR /&gt;1248&lt;BR /&gt;1249 data sum_diff2;&lt;BR /&gt;1250 set sum_diff2;&lt;BR /&gt;1251 if &amp;amp;rankvar=99 then exret=col1;&lt;BR /&gt;1252 run;&lt;BR /&gt;1253&lt;BR /&gt;1254 proc sort data=sum_diff2;&lt;BR /&gt;1255 by &amp;amp;byvar _name_ &amp;amp;rankvar &amp;amp;timevar;&lt;BR /&gt;1256 run;&lt;BR /&gt;1257&lt;BR /&gt;1258 *** average return;&lt;BR /&gt;1259 options nonotes;&lt;BR /&gt;1260&lt;BR /&gt;1261 proc model data=sum_diff2;&lt;BR /&gt;1262 by &amp;amp;byvar _name_ &amp;amp;rankvar;&lt;BR /&gt;1263 parms a;&lt;BR /&gt;1264 exogenous col1 ;&lt;BR /&gt;1265 instruments / intonly;&lt;BR /&gt;1266 col1=a;&lt;BR /&gt;1267 fit col1 / gmm kernel=(bart, %eval(&amp;amp;lag+1), 0);*lag=6;&lt;BR /&gt;1268&lt;BR /&gt;1269 ods output parameterestimates=param0 fitstatistics=fitresult&lt;BR /&gt;1270 OutputStatistics=residual;&lt;BR /&gt;1271 quit;&lt;BR /&gt;1272&lt;BR /&gt;1273 data param0;&lt;BR /&gt;1274 set param0;&lt;BR /&gt;1275 type='Average ret';&lt;BR /&gt;1276 run;&lt;BR /&gt;1277&lt;BR /&gt;1278 *** CAPM alpha;&lt;BR /&gt;1279 options nonotes;&lt;BR /&gt;1280 proc model data=sum_diff2;&lt;BR /&gt;1281 by &amp;amp;byvar _name_ &amp;amp;rankvar;&lt;BR /&gt;1282 parms a b1;&lt;BR /&gt;1283 instruments mktrf;&lt;BR /&gt;1284 exret =a+b1* mktrf;&lt;BR /&gt;1285 fit exret / gmm kernel=(bart, %eval(&amp;amp;lag+1), 0);&lt;BR /&gt;1286 ods output parameterestimates=param1 fitstatistics=fitresult&lt;BR /&gt;1287 OutputStatistics=residual;&lt;BR /&gt;1288 quit;&lt;BR /&gt;1289&lt;BR /&gt;1290 data param1;&lt;BR /&gt;1291 set param1;&lt;BR /&gt;1292 type='CAPM Alpha';&lt;BR /&gt;1293 if parameter='a';&lt;BR /&gt;1294 run;&lt;BR /&gt;1295&lt;BR /&gt;1296 %mend singlesort_adj;&lt;BR /&gt;1297&lt;BR /&gt;1298 %singlesort_adj;&lt;BR /&gt;WARNING: This CREATE TABLE statement recursively references the target table. A consequence of&lt;BR /&gt;this is a possible data integrity problem.&lt;BR /&gt;WARNING: Output 'OutputStatistics' was not created. Make sure that the output object name,&lt;BR /&gt;label, or path is spelled correctly. Also, verify that the appropriate procedure&lt;BR /&gt;options are used to produce the requested output object. For example, verify that the&lt;BR /&gt;NOPRINT option is not used.&lt;BR /&gt;WARNING: Output 'fitstatistics' was not created. Make sure that the output object name, label,&lt;BR /&gt;or path is spelled correctly. Also, verify that the appropriate procedure options are&lt;BR /&gt;used to produce the requested output object. For example, verify that the NOPRINT&lt;BR /&gt;option is not used.&lt;BR /&gt;WARNING: Output 'OutputStatistics' was not created. Make sure that the output object name,&lt;BR /&gt;label, or path is spelled correctly. Also, verify that the appropriate procedure&lt;BR /&gt;options are used to produce the requested output object. For example, verify that the&lt;BR /&gt;NOPRINT option is not used.&lt;BR /&gt;WARNING: Output 'fitstatistics' was not created. Make sure that the output object name, label,&lt;BR /&gt;or path is spelled correctly. Also, verify that the appropriate procedure options are&lt;BR /&gt;used to produce the requested output object. For example, verify that the NOPRINT&lt;BR /&gt;option is not used.&lt;/P&gt;</description>
      <pubDate>Wed, 05 Apr 2017 14:20:10 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347364#M80216</guid>
      <dc:creator>raqthesolid</dc:creator>
      <dc:date>2017-04-05T14:20:10Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347375#M80222</link>
      <description>&lt;P&gt;Not what I was looking for. Please turn on the MPRINT option, run the code again, and let us see the SASLOG.&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;In any event, this is not a macro error, this is an error in your call to PROC SQL and your call to&amp;nbsp;PROC MODEL.&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;</description>
      <pubDate>Wed, 05 Apr 2017 14:24:26 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347375#M80222</guid>
      <dc:creator>PaigeMiller</dc:creator>
      <dc:date>2017-04-05T14:24:26Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347377#M80224</link>
      <description>&lt;P&gt;Hi&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;In your code the name of the output table is the same as the name of the input table in Proc SQL. Because of this you get the warning:&lt;/P&gt;
&lt;P&gt;&lt;FONT face="courier new,courier"&gt;WARNING: This CREATE TABLE statement recursively references the target table. A &lt;/FONT&gt;&lt;BR /&gt;&lt;FONT face="courier new,courier"&gt;&amp;nbsp;&amp;nbsp;&amp;nbsp;&amp;nbsp;&amp;nbsp;&amp;nbsp;&amp;nbsp;&amp;nbsp; consequence of this is a possible data integrity problem.&lt;/FONT&gt;&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;&lt;FONT face="tahoma,arial,helvetica,sans-serif"&gt;Considering the ODS OUTPUT statement, check whether the Proc actually creates the output object you are looking for, you can use the ODS TRACE ON/OFF statement to check this, see example below:&lt;BR /&gt;&lt;/FONT&gt;&lt;/P&gt;
&lt;PRE&gt;&lt;CODE class=" language-sas"&gt;ods trace on;
ods output moments=xmoments;

proc univariate data=sashelp.class;
  var age;
run;
ods trace off;&lt;/CODE&gt;&lt;/PRE&gt;
&lt;P&gt;&lt;FONT face="tahoma,arial,helvetica,sans-serif"&gt;Bruno&lt;/FONT&gt;&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;</description>
      <pubDate>Wed, 05 Apr 2017 14:27:21 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347377#M80224</guid>
      <dc:creator>BrunoMueller</dc:creator>
      <dc:date>2017-04-05T14:27:21Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347392#M80235</link>
      <description>Hello Bruno &lt;BR /&gt;I have run with changing names. the first porblem solved but other are still there can you help in that; &lt;BR /&gt;WARNING: Output 'OutputStatistics' was not created.  Make sure that the output object name,&lt;BR /&gt;         label, or path is spelled correctly.  Also, verify that the appropriate procedure&lt;BR /&gt;         options are used to produce the requested output object.  For example, verify that the&lt;BR /&gt;         NOPRINT option is not used.&lt;BR /&gt;WARNING: Output 'fitstatistics' was not created.  Make sure that the output object name, label,&lt;BR /&gt;         or path is spelled correctly.  Also, verify that the appropriate procedure options are&lt;BR /&gt;         used to produce the requested output object.  For example, verify that the NOPRINT&lt;BR /&gt;         option is not used.&lt;BR /&gt;WARNING: Output 'OutputStatistics' was not created.  Make sure that the output object name,&lt;BR /&gt;         label, or path is spelled correctly.  Also, verify that the appropriate procedure&lt;BR /&gt;         options are used to produce the requested output object.  For example, verify that the&lt;BR /&gt;         NOPRINT option is not used.&lt;BR /&gt;WARNING: Output 'fitstatistics' was not created.  Make sure that the output object name, label,&lt;BR /&gt;         or path is spelled correctly.  Also, verify that the appropriate procedure options are&lt;BR /&gt;         used to produce the requested output object.  For example, verify that the NOPRINT&lt;BR /&gt;         option is not used.&lt;BR /&gt;&lt;BR /&gt;&lt;BR /&gt;Thanks</description>
      <pubDate>Wed, 05 Apr 2017 14:43:18 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347392#M80235</guid>
      <dc:creator>raqthesolid</dc:creator>
      <dc:date>2017-04-05T14:43:18Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347405#M80239</link>
      <description>&lt;P&gt;Hy PaigeMiller &lt;BR /&gt;I hope this is thing.&lt;BR /&gt;1636 *use single sort macro to generate long-short spread and alphas,ourt reports in row, outc&lt;BR /&gt;1636! reports in column;&lt;BR /&gt;1637 %macro singlesort_adj(lag=3, data=meanret, byvar=weight, rankvar=ranksort, timevar= mt,&lt;BR /&gt;1637! var=ret, outr=sort1, outc=sort2);&lt;BR /&gt;1638&lt;BR /&gt;1639 * transpose if multiple key variables;&lt;BR /&gt;1640 proc sort data=&amp;amp;data;&lt;BR /&gt;1641 by &amp;amp;byvar &amp;amp;rankvar &amp;amp;timevar;&lt;BR /&gt;1642 run;&lt;BR /&gt;1643&lt;BR /&gt;1644 proc transpose data=&amp;amp;data out=data;&lt;BR /&gt;1645 by &amp;amp;byvar &amp;amp;rankvar &amp;amp;timevar;&lt;BR /&gt;1646 var &amp;amp;var;&lt;BR /&gt;1647 run;&lt;BR /&gt;1648&lt;BR /&gt;1649&lt;BR /&gt;1650 *Find H-L difference;&lt;BR /&gt;1651 proc sort data=&amp;amp;data out=sum;&lt;BR /&gt;1652 by &amp;amp;byvar &amp;amp;timevar &amp;amp;rankvar;&lt;BR /&gt;1653 run;&lt;BR /&gt;1654&lt;BR /&gt;1655&lt;BR /&gt;1656 data sum_diff;&lt;BR /&gt;1657 set sum;&lt;BR /&gt;1658 by &amp;amp;byvar &amp;amp;timevar &amp;amp;rankvar;&lt;BR /&gt;1659 if first.&amp;amp;timevar or last.&amp;amp;timevar;&lt;BR /&gt;1660 if first.&amp;amp;timevar then &amp;amp;rankvar=1;&lt;BR /&gt;1661 if last.&amp;amp;timevar then &amp;amp;rankvar=2;&lt;BR /&gt;1662 run;&lt;BR /&gt;1663&lt;BR /&gt;1664 proc transpose data=sum_diff out=sum_diff2;&lt;BR /&gt;1665 by &amp;amp;byvar &amp;amp;timevar;&lt;BR /&gt;1666 var &amp;amp;var;&lt;BR /&gt;1667 id &amp;amp;rankvar;&lt;BR /&gt;1668 run;&lt;BR /&gt;1669&lt;BR /&gt;1670 data sum_diff2;&lt;BR /&gt;1671 set sum_diff2;&lt;BR /&gt;1672 &amp;amp;rankvar=99;&lt;BR /&gt;1673 col1 = _2 - _1;&lt;BR /&gt;1674 drop _2 _1;&lt;BR /&gt;1675 run;&lt;BR /&gt;1676&lt;BR /&gt;1677 data sum_diff2;&lt;BR /&gt;1678 set data sum_diff2;&lt;BR /&gt;1679 run;&lt;BR /&gt;1680&lt;BR /&gt;1681 proc sort data=sum_diff2;&lt;BR /&gt;1682 by &amp;amp;byvar _name_ &amp;amp;rankvar;&lt;BR /&gt;1683 run;&lt;BR /&gt;1684&lt;BR /&gt;1685 *** link 3 factors to get alpha;&lt;BR /&gt;1686 proc sql;&lt;BR /&gt;1687 create table sum_diff22 as&lt;BR /&gt;1688 select a.*, (a.col1-b.rf*100) as exret, b.mktrf*100 as mktrf, b.smb*100 as smb, b.hml*100&lt;BR /&gt;1688! as hml&lt;BR /&gt;1689 from sum_diff2 as a left join factors_monthly as b&lt;BR /&gt;1690 on a.&amp;amp;timevar = b.mt;&lt;BR /&gt;1691 quit;&lt;BR /&gt;1692&lt;BR /&gt;1693 proc sort data=sum_diff22;&lt;BR /&gt;1694 by &amp;amp;byvar _name_ &amp;amp;rankvar &amp;amp;timevar;&lt;BR /&gt;1695&lt;BR /&gt;1696 data sum_diff23;&lt;BR /&gt;1697 set sum_diff22;&lt;BR /&gt;1698 if &amp;amp;rankvar=99 then exret=col1;&lt;BR /&gt;1699 run;&lt;BR /&gt;1700&lt;BR /&gt;1701 proc sort data=sum_diff23;&lt;BR /&gt;1702 by &amp;amp;byvar _name_ &amp;amp;rankvar &amp;amp;timevar;&lt;BR /&gt;1703 run;&lt;BR /&gt;1704&lt;BR /&gt;1705 *** average return;&lt;BR /&gt;1706 options nonotes;&lt;BR /&gt;1707&lt;BR /&gt;1708 proc model data=sum_diff23;&lt;BR /&gt;1709 by &amp;amp;byvar _name_ &amp;amp;rankvar;&lt;BR /&gt;1710 parms a;&lt;BR /&gt;1711 exogenous col1 ;&lt;BR /&gt;1712 instruments / intonly;&lt;BR /&gt;1713 col1=a;&lt;BR /&gt;1714 fit col1 / gmm kernel=(bart, %eval(&amp;amp;lag+1), 0);*lag=6;&lt;BR /&gt;1715&lt;BR /&gt;1716 ods output parameterestimates=param0 fitstatistics=fitresult&lt;BR /&gt;1717 OutputStatistics=residual;&lt;BR /&gt;1718 quit;&lt;BR /&gt;1719&lt;BR /&gt;1720 data param0;&lt;BR /&gt;1721 set param0;&lt;BR /&gt;1722 type='Average ret';&lt;BR /&gt;1723 run;&lt;BR /&gt;1724&lt;BR /&gt;1725 *** CAPM alpha;&lt;BR /&gt;1726 options nonotes;&lt;BR /&gt;1727 proc model data=sum_diff23;&lt;BR /&gt;1728 by &amp;amp;byvar _name_ &amp;amp;rankvar;&lt;BR /&gt;1729 parms a b1;&lt;BR /&gt;1730 instruments mktrf;&lt;BR /&gt;1731 exret =a+b1* mktrf;&lt;BR /&gt;1732 fit exret / gmm kernel=(bart, %eval(&amp;amp;lag+1), 0);&lt;BR /&gt;1733 ods output parameterestimates=param1 fitstatistics=fitresult&lt;BR /&gt;1734 OutputStatistics=residual;&lt;BR /&gt;1735 quit;&lt;BR /&gt;1736&lt;BR /&gt;1737 data param1;&lt;BR /&gt;1738 set param1;&lt;BR /&gt;1739 type='CAPM Alpha';&lt;BR /&gt;1740 if parameter='a';&lt;BR /&gt;1741 if parameter='b1';&lt;BR /&gt;1742 run;&lt;BR /&gt;1743&lt;BR /&gt;1744 %mend singlesort_adj;&lt;BR /&gt;1745&lt;BR /&gt;1746 %singlesort_adj;&lt;BR /&gt;MLOGIC(SINGLESORT_ADJ): Beginning execution.&lt;BR /&gt;MLOGIC(SINGLESORT_ADJ): Parameter LAG has value 3&lt;BR /&gt;MLOGIC(SINGLESORT_ADJ): Parameter DATA has value meanret&lt;BR /&gt;MLOGIC(SINGLESORT_ADJ): Parameter BYVAR has value weight&lt;BR /&gt;MLOGIC(SINGLESORT_ADJ): Parameter RANKVAR has value ranksort&lt;BR /&gt;MLOGIC(SINGLESORT_ADJ): Parameter TIMEVAR has value mt&lt;BR /&gt;MLOGIC(SINGLESORT_ADJ): Parameter VAR has value ret&lt;BR /&gt;MLOGIC(SINGLESORT_ADJ): Parameter OUTR has value sort1&lt;BR /&gt;MLOGIC(SINGLESORT_ADJ): Parameter OUTC has value sort2&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): * transpose if multiple key variables;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): proc sort data=meanret;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): by weight ranksort mt;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): proc transpose data=meanret out=data;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): by weight ranksort mt;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): var ret;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): *Find H-L difference;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): proc sort data=meanret out=sum;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): by weight mt ranksort;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): data sum_diff;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): set sum;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): by weight mt ranksort;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): if first.mt or last.mt;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): if first.mt then ranksort=1;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): if last.mt then ranksort=2;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): proc transpose data=sum_diff out=sum_diff2;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): by weight mt;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): var ret;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): id ranksort;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): data sum_diff2;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): set sum_diff2;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): ranksort=99;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): col1 = _2 - _1;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): drop _2 _1;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): data sum_diff2;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): set data sum_diff2;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): proc sort data=sum_diff2;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): by weight _name_ ranksort;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): *** link 3 factors to get alpha;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): proc sql;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): create table sum_diff22 as select a.*, (a.col1-b.rf*100) as exret,&lt;BR /&gt;b.mktrf*100 as mktrf, b.smb*100 as smb, b.hml*100 as hml from sum_diff2 as a left join&lt;BR /&gt;factors_monthly as b on a.mt = b.mt;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): quit;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): proc sort data=sum_diff22;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): by weight _name_ ranksort mt;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): data sum_diff23;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): set sum_diff22;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): if ranksort=99 then exret=col1;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): proc sort data=sum_diff23;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): by weight _name_ ranksort mt;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): *** average return;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): options nonotes;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): proc model data=sum_diff23;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): by weight _name_ ranksort;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): parms a;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): exogenous col1 ;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): instruments / intonly;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): col1=a;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): fit col1 / gmm kernel=(bart, 4, 0);&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): *lag=6;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): ods output parameterestimates=param0 fitstatistics=fitresult&lt;BR /&gt;OutputStatistics=residual;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): quit;&lt;BR /&gt;WARNING: Output 'OutputStatistics' was not created. Make sure that the output object name,&lt;BR /&gt;label, or path is spelled correctly. Also, verify that the appropriate procedure&lt;BR /&gt;options are used to produce the requested output object. For example, verify that the&lt;BR /&gt;NOPRINT option is not used.&lt;BR /&gt;WARNING: Output 'fitstatistics' was not created. Make sure that the output object name, label,&lt;BR /&gt;or path is spelled correctly. Also, verify that the appropriate procedure options are&lt;BR /&gt;used to produce the requested output object. For example, verify that the NOPRINT&lt;BR /&gt;option is not used.&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): data param0;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): set param0;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): type='Average ret';&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): *** CAPM alpha;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): options nonotes;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): proc model data=sum_diff23;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): by weight _name_ ranksort;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): parms a b1;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): instruments mktrf;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): exret =a+b1* mktrf;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): fit exret / gmm kernel=(bart, 4, 0);&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): ods output parameterestimates=param1 fitstatistics=fitresult&lt;BR /&gt;OutputStatistics=residual;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): quit;&lt;BR /&gt;WARNING: Output 'OutputStatistics' was not created. Make sure that the output object name,&lt;BR /&gt;label, or path is spelled correctly. Also, verify that the appropriate procedure&lt;BR /&gt;options are used to produce the requested output object. For example, verify that the&lt;BR /&gt;NOPRINT option is not used.&lt;BR /&gt;WARNING: Output 'fitstatistics' was not created. Make sure that the output object name, label,&lt;BR /&gt;or path is spelled correctly. Also, verify that the appropriate procedure options are&lt;BR /&gt;used to produce the requested output object. For example, verify that the NOPRINT&lt;BR /&gt;option is not used.&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): data param1;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): set param1;&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): type='CAPM Alpha';&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): if parameter='a';&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): if parameter='b1';&lt;BR /&gt;MPRINT(SINGLESORT_ADJ): run;&lt;BR /&gt;MLOGIC(SINGLESORT_ADJ): Ending execution.&lt;/P&gt;</description>
      <pubDate>Wed, 05 Apr 2017 14:58:14 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347405#M80239</guid>
      <dc:creator>raqthesolid</dc:creator>
      <dc:date>2017-04-05T14:58:14Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347422#M80243</link>
      <description>&lt;P&gt;You have requested that the OUTPUTSTATISTICS table from PROC MODEL be stored in a dataset named residual. However, there is no such table named OUTPUTSTATISTICS from PROC MODEL. See &lt;A href="http://documentation.sas.com/?cdcId=etscdc&amp;amp;cdcVersion=14.2&amp;amp;docsetId=etsug&amp;amp;docsetTarget=etsug_model_sect185.htm&amp;amp;locale=en" target="_blank"&gt;http://documentation.sas.com/?cdcId=etscdc&amp;amp;cdcVersion=14.2&amp;amp;docsetId=etsug&amp;amp;docsetTarget=etsug_model_sect185.htm&amp;amp;locale=en&lt;/A&gt;&lt;/P&gt;</description>
      <pubDate>Wed, 05 Apr 2017 15:16:30 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347422#M80243</guid>
      <dc:creator>PaigeMiller</dc:creator>
      <dc:date>2017-04-05T15:16:30Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347425#M80245</link>
      <description>&lt;P&gt;hi&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;Add the ODS TRACE ON; and ODS TRACE OFF; statements to see which output objects are created.&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;Bruno&lt;/P&gt;</description>
      <pubDate>Wed, 05 Apr 2017 15:19:04 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347425#M80245</guid>
      <dc:creator>BrunoMueller</dc:creator>
      <dc:date>2017-04-05T15:19:04Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347468#M80271</link>
      <description>&lt;P&gt;Here's a quick write up on 'ODS' tables that may help you understand why your code is incorrect.&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;
&lt;P&gt;I'm guessing that this isn't your code as well? Perhaps you can ask the original author for assistance?&lt;/P&gt;</description>
      <pubDate>Wed, 05 Apr 2017 17:06:51 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347468#M80271</guid>
      <dc:creator>Reeza</dc:creator>
      <dc:date>2017-04-05T17:06:51Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347753#M80410</link>
      <description>&lt;P&gt;Thank you everyone. These procedures were enough help to spot and correct errors.&amp;nbsp;&lt;/P&gt;
&lt;P&gt;&amp;nbsp;&lt;/P&gt;</description>
      <pubDate>Thu, 06 Apr 2017 14:36:47 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/347753#M80410</guid>
      <dc:creator>raqthesolid</dc:creator>
      <dc:date>2017-04-06T14:36:47Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/379658#M91393</link>
      <description>&lt;P&gt;Helloo,&lt;/P&gt;&lt;P&gt;I have the same problem since I am using approximetaly the same macro. Can you please tell me what have you corrected with your sas code.&lt;/P&gt;&lt;P&gt;I have &amp;nbsp;added the ods trace on&lt;/P&gt;&lt;P&gt;I have got:&lt;/P&gt;&lt;P&gt;&amp;nbsp;&lt;/P&gt;&lt;P&gt;ods trace on;&lt;BR /&gt;ods output moments=xmoments;&lt;/P&gt;&lt;P&gt;proc model data=sum_diff5;&lt;BR /&gt;by _name_ GROUP_1;&lt;BR /&gt;parms a; exogenous col1 ;&lt;BR /&gt;instruments / intonly;&lt;BR /&gt;col1=a;&lt;BR /&gt;fit col1 / gmm kernel=(bart, 4, 0);&lt;BR /&gt;ods output parameterestimates=pa0 fitstatistics=fitresult OutputStatistics=residual;&lt;BR /&gt;quit;&lt;BR /&gt;ods trace off;&lt;/P&gt;&lt;P&gt;&amp;nbsp;&lt;/P&gt;&lt;P&gt;I have got :&amp;nbsp;&lt;/P&gt;&lt;P&gt;&amp;nbsp;&lt;/P&gt;&lt;P&gt;&lt;BR /&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: ModSummary&lt;BR /&gt;Label: Variable Counts&lt;BR /&gt;Template: ets.model.ModSummary&lt;BR /&gt;Path: Model.ModSum.ModSummary&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: ModVars&lt;BR /&gt;Label: Model Variables&lt;BR /&gt;Template: ets.model.ModVars&lt;BR /&gt;Path: Model.ModSum.ModVars&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: Equations&lt;BR /&gt;Label: The Equation to Estimate is&lt;BR /&gt;Template: ets.model.Equations&lt;BR /&gt;Path: Model.ModSum.Equations&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: ConvergenceStatus&lt;BR /&gt;Label: Convergence Status&lt;BR /&gt;Template: ets.model.ConvergenceStatus&lt;BR /&gt;Path: Model.ByGroup2.GMM.ConvergenceStatus&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: DatasetOptions&lt;BR /&gt;Label: Data Set Options&lt;BR /&gt;Template: ets.model.DatasetOptions&lt;BR /&gt;Path: Model.ByGroup2.GMM.EstSum.DatasetOptions&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: MinSummary&lt;BR /&gt;Label: Minimization Summary&lt;BR /&gt;Template: ets.model.MinSummary&lt;BR /&gt;Path: Model.ByGroup2.GMM.EstSum.MinSummary&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: ConvCrit&lt;BR /&gt;Label: Final Convergence Criteria&lt;BR /&gt;Template: ets.model.ConvCrit&lt;BR /&gt;Path: Model.ByGroup2.GMM.EstSum.ConvCrit&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: ObsUsed&lt;BR /&gt;Label: Observations Processed&lt;BR /&gt;Template: ets.model.ObsUsed&lt;BR /&gt;Path: Model.ByGroup2.GMM.EstSum.ObsUsed&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: ResidSummary&lt;BR /&gt;Label: Nonlinear GMM Summary of Residual Errors&lt;BR /&gt;Template: ets.model.ResidSummary&lt;BR /&gt;Path: Model.ByGroup2.GMM.ResidSummary&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: ParameterEstimates&lt;BR /&gt;Label: Nonlinear GMM Parameter Estimates&lt;BR /&gt;Template: ets.model.ParameterEstimates&lt;BR /&gt;Path: Model.ByGroup2.GMM.ParameterEstimates&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: EstSummaryStats&lt;BR /&gt;Label: Estimation Summary Statistics&lt;BR /&gt;Template: ets.model.EstSummaryStats&lt;BR /&gt;Path: Model.ByGroup2.GMM.EstSummaryStats&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: GMMTestStats&lt;BR /&gt;Label: GMM Test Statistics&lt;BR /&gt;Template: ets.model.GMMTestStats&lt;BR /&gt;Path: Model.ByGroup2.GMM.GMMTestStats&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: DiagnosticsPanel&lt;BR /&gt;Label: Panel 1&lt;BR /&gt;Template: ETS.Model.Graphics.DiagnosticsPanel&lt;BR /&gt;Path: Model.ByGroup2.GMM.FitDiagnosticsPlots.DiagnosticsPanel&lt;BR /&gt;-------------&lt;/P&gt;&lt;P&gt;Output Added:&lt;BR /&gt;-------------&lt;BR /&gt;Name: DiagnosticsPanel&lt;BR /&gt;Label: Panel 2&lt;BR /&gt;Template: ETS.Model.Graphics.DiagnosticsPanel&lt;BR /&gt;Path: Model.ByGroup2.GMM.FitDiagnosticsPlots.DiagnosticsPanel&lt;/P&gt;&lt;P&gt;&amp;nbsp;&lt;/P&gt;&lt;P&gt;I think the problem is that I didn t find the fitstatistics and OutputStatistics within the log . How can I know what is the equivilant of these two to get the fitresult and residual ??&lt;/P&gt;&lt;P&gt;&amp;nbsp;&lt;/P&gt;&lt;P&gt;Thank youuuu&lt;/P&gt;</description>
      <pubDate>Thu, 27 Jul 2017 10:04:35 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/379658#M91393</guid>
      <dc:creator>bera00</dc:creator>
      <dc:date>2017-07-27T10:04:35Z</dc:date>
    </item>
    <item>
      <title>Re: SAS Macro issue</title>
      <link>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/398741#M96485</link>
      <description>sorry i could not figure out the issue and dropped  these&lt;BR /&gt;fitstatistics=fitresult OutputStatistics=residual;&lt;BR /&gt;from &lt;BR /&gt;ods output parameterestimates=pa0 fitstatistics=fitresult OutputStatistics=residual;&lt;BR /&gt;quit;&lt;BR /&gt;it worked for me. &lt;BR /&gt;Abdul</description>
      <pubDate>Tue, 26 Sep 2017 07:39:21 GMT</pubDate>
      <guid>https://communities.sas.com/t5/SAS-Programming/SAS-Macro-issue/m-p/398741#M96485</guid>
      <dc:creator>raqthesolid</dc:creator>
      <dc:date>2017-09-26T07:39:21Z</dc:date>
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