03-26-2017 05:29 AM
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;
03-28-2017 05:39 AM
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!