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malakaext
Calcite | Level 5

Hn 

The data set "test" contains two cloums return and RESQ each column has a 1000 values.

I need to access these 1000 values of RESQ in the do loop given in the program(sig2 = resq +  b*sig*sig;).

Can someone please help me with this. (data set test is attached)

Thanks.

data test;

    infile "F:\data\test.csv"  DSD MISSOVER;

    input  return resq;

run;

data sim;

a=0.3;

sig = 1.0;

do j = 1 to 1000;

        v = rannor(123457);

        z = v;

        epsi = z*sig;

        sig2 = resq +  a*sig*sig;

        sig = sqrt(sig2);

       

        output ;     

   

end;

2 REPLIES 2
Linlin
Lapis Lazuli | Level 10

what is rannor?

data test;

    infile "F:\data\test.csv"  DSD MISSOVER;

    input  return resq;

run;

data sim;

set test;

a=0.3;

sig = 1.0;

        z = rannor(123457);

        epsi = z*sig;

        sig2 = resq +  a*sig*sig;

        sig = sqrt(sig2);

  run;   

Maybe you need:

data sim;

set test;

a=0.3;

retain sig 1.0;

        z = rannor(123457);

        epsi = z*sig;

        sig2 = resq +  a*sig*sig;

        sig = sqrt(sig2);

  run;   

malakaext
Calcite | Level 5

it is a random number generator. just give a random number

Thanks.

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