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macro for a rolling window regression

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macro for a rolling window regression

I am working on a research project and have trouble come up with a way to conduct a rolling window regression. In my proc model I include this macro to do my rolling window.

%do fen = %eval(&dfen) %to 100;

where %eval(&fen) le obs le %eval(36+&fen-1);

However, my proc model is done by id and as you can see in this macro I suppose that the number of observations is 100 for each id but this is not true I have a different number of observation for each id. In my database I add a column which indicates the number of total number of observation for each id (nb).

How can I change the fixed number 100 to a changing variables called nb?

I try to do it like this :

%do fen = %eval(&dfen) %to %eval(&nb);

where %eval(&fen) le obs le %eval(36+&fen-1);

but I have this error

ARNING: Apparent symbolic reference NB not resolved.

ERROR: The text expression &NB contains a recursive reference to the macro variable NB.  The

       macro variable will be assigned the null value.


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‎11-19-2014 10:21 AM
PROC Star
Posts: 7,363

Re: macro for a rolling window regression

see my response at:

View solution in original post


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Solution
‎11-19-2014 10:21 AM
PROC Star
Posts: 7,363

Re: macro for a rolling window regression

see my response at:

Occasional Contributor
Posts: 10

Re: macro for a rolling window regression

I was also looking for the solution to the similar error but I did not find your solution when I clicked your link

 

Chandra

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