topic Lagged Variables for a Linear Model in SAS Enterprise Guide

Lagged Variables for a Linear Model

IdanE — Mon, 31 Oct 2011 17:42:05 GMT

I'm making a linear model and I want to include lagged variables in it. It should be something like Y= B0 + B1X1 + B2X2 + B3Y(i-1) + B4Y(i-7) + B5X1(i-1) + B6X1(i-2).

Does anyone know how I can set this up in Enterprise Guide?

Thanks!

Lagged Variables for a Linear Model

Doc_Duke — Mon, 31 Oct 2011 18:54:02 GMT

If your lags are in different (prior) records, then you are going to have to write data step code to create them. The data transformations in EGuide use PROC SQL. SQL is "memoryless" and does not support the LAG function.