Proc Model Output

Ankh77 — Thu, 20 Sep 2018 12:15:59 GMT

We are using Proc Model to run a CIR model for short rate forecast, however are unable to get the outputs such as R-squared / MSE / SSE in a dataset.

We are able to get the outputs in rtf or xls format but not in a dataset. Since we are running model for 1500+ risk factors need to have the outputs in a single dataset for further use.

Thanks

Ankur

Re: Proc Model Output

Rick_SAS — Thu, 20 Sep 2018 13:43:41 GMT

It sounds like you know how to generate the statistics and get them displayed in the RTF destination. To get them in a data set, just use the ODS OUTPUT destination. Discussion and examples are in the article "ODS OUTPUT: Store any statistic created by any SAS procedure."

topic Proc Model Output in Statistical Procedures

Proc Model Output

Re: Proc Model Output