moving bootstrapping

[karen8169]

Well, I have seasonal data and I want to mimic weekly data through moving bootstrapping. But I can't find the most suitable sample and I just piece them together. Is the concept that the mean and var come from AR right? And how to use it in the bootstrapping?

And I want to get the distribution of them.

proc import datafile='C:\Users\user\Desktop\\morgan.csv'
out= morgan dbms=dlm; delimiter=',';
format Date yymm.;
getnames=yes;
run;

   data morgan;
   set a;
   PXlag = lag1(PX );
run;

proc autoreg data=b;
   model PX = PXlag / lagdep=PXlag;
  output out=resid mean standards;
  r=resid;
run;

proc surveyselect data=b out=outboot 
seed=30459584 
method=urs 
samprate=1 
outhits 
rep=1000; 
run;
proc univariate data=outboot;
var x;
by Replicate; 
output out=outall kurtosis=curt;
run;
proc univariate data=outall;
var curt;
output out=final pctlpts=2.5, 97.5 pctlpre=ci;
run;

[Ksharp]

If this question was about data simulation, post it at IML forum.

If it was about Time Series Analysis,post it at Forecast forum.

[Rick_SAS]

H i @Ksharp, 

Please do not suggest that people post questions to the SAS/IML forum unless the question is related to IML. If you want to get my attention, just use my @Rick_SAS  name in your response. I will get notified that someone mentioned me in a discussion and I will look at it if I have time. Thanks!