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limiting number of days observed for regression

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limiting number of days observed for regression

I have a dataset that has 90 days work of history that I am doing a regression on. I'd like to also do regressions based on the last 25 days and the last 10 days of history. Does anyone know of a way to do this in SAS?


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‎10-28-2014 02:31 PM
Trusted Advisor
Posts: 1,228

Re: limiting number of days observed for regression

Posted in reply to dangoebel

Try obs data set option like this.

proc reg data=have(obs=10);

   model Y=X;

run;

quit;

proc reg data=have(obs=25);

   model Y=X;

run;

quit;

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Occasional Contributor
Posts: 14

Re: limiting number of days observed for regression

Posted in reply to dangoebel

also worth mentioning is my data is set up with the most recent day as the last observation (90). So instead of regressing 1-90 I'd need to do 65-90 for a 25 day regression.

Solution
‎10-28-2014 02:31 PM
Trusted Advisor
Posts: 1,228

Re: limiting number of days observed for regression

Posted in reply to dangoebel

Try obs data set option like this.

proc reg data=have(obs=10);

   model Y=X;

run;

quit;

proc reg data=have(obs=25);

   model Y=X;

run;

quit;

Occasional Contributor
Posts: 14

Re: limiting number of days observed for regression

Perfect! Thanks

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