how to save the predicted valuations for time series regression?

[srikanthyadav44]

dear all

I have the time series data in the following format. 

Date	Y1	Y2	Y3	…………….	Y100	BSE_500_return	DJI_return
3-Jan-13	0.57	-0.33	0.88		0.76	0.34	-0.16
4-Jan-13	-0.33	-0.62	-0.07		1.58	0.17	0.33
7-Jan-13	-1.04	2.3	-1.26		-1.6	-0.21	-0.38
8-Jan-13	-0.24	-1.82	-0.61		-0.07	0.11	-0.41
9-Jan-13	-1.23	-1.63	-2.45		-0.06	-0.42	0.46
10-Jan-13	-1.33	0.33	-2.54		-0.46	-0.16	0.60
11-Jan-13	-1.34	-2.98	-2.94		-2.28	-0.63	0.13
14-Jan-13	0.13	3.03	2.2		-2.4	1.22	0.14
15-Jan-13	1.83	0.4	3.83		0.67	0.38	0.20
16-Jan-13	-0.1	-0.62	-0.18		-3.73	-1.02	-0.17
17-Jan-13	-1.79	-1.07	1.06		-1.19	0.56	0.63
18-Jan-13	-1.19	-1.08	-0.78		1.16	0.20	0.39
21-Jan-13	-0.72	2.11	0.78		2.28	0.27
22-Jan-13	1.86	-0.07	-0.8		0.81	-0.70	0.46
23-Jan-13	-0.57	-1.33	-0.51		0.24	-0.20	0.49
24-Jan-13	-0.44	-2.99	-0.13		-1.63	-1.10	0.33
25-Jan-13	-1.15	0.77	1.02		0.25	1.13	0.51
28-Jan-13	-0.18	4.86	-0.88		-2.37	0.07	-0.10
29-Jan-13	-1.7	6.46	-0.13		-0.57	-0.53	0.52
30-Jan-13	1.52	-2.37	1.75		1.17	0.08	-0.32

I have to regression Y1  to Y100 on BSE_500_return and DJI_return and save the predicted values and residuals for each dependent varaible from Y1 to Y 100 on every date in the data set. 

please suggest me appropriate SAS code to do it. 

thanks in advance. 

[Reeza]

What type of regression are you planning to do?

ARIMA? Linear Regression? Something else?

This is a list of the time series procedures (if you have SAS/ETS licensed). 

https://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_intro_sect003.htm&docsetVersion=15....

You can check what you have licensed with:

proc product_status;run;

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@srikanthyadav44 wrote:

dear all

I have the time series data in the following format. 

Date	Y1	Y2	Y3	…………….	Y100	BSE_500_return	DJI_return
3-Jan-13	0.57	-0.33	0.88		0.76	0.34	-0.16
4-Jan-13	-0.33	-0.62	-0.07		1.58	0.17	0.33
7-Jan-13	-1.04	2.3	-1.26		-1.6	-0.21	-0.38
8-Jan-13	-0.24	-1.82	-0.61		-0.07	0.11	-0.41
9-Jan-13	-1.23	-1.63	-2.45		-0.06	-0.42	0.46
10-Jan-13	-1.33	0.33	-2.54		-0.46	-0.16	0.60
11-Jan-13	-1.34	-2.98	-2.94		-2.28	-0.63	0.13
14-Jan-13	0.13	3.03	2.2		-2.4	1.22	0.14
15-Jan-13	1.83	0.4	3.83		0.67	0.38	0.20
16-Jan-13	-0.1	-0.62	-0.18		-3.73	-1.02	-0.17
17-Jan-13	-1.79	-1.07	1.06		-1.19	0.56	0.63
18-Jan-13	-1.19	-1.08	-0.78		1.16	0.20	0.39
21-Jan-13	-0.72	2.11	0.78		2.28	0.27
22-Jan-13	1.86	-0.07	-0.8		0.81	-0.70	0.46
23-Jan-13	-0.57	-1.33	-0.51		0.24	-0.20	0.49
24-Jan-13	-0.44	-2.99	-0.13		-1.63	-1.10	0.33
25-Jan-13	-1.15	0.77	1.02		0.25	1.13	0.51
28-Jan-13	-0.18	4.86	-0.88		-2.37	0.07	-0.10
29-Jan-13	-1.7	6.46	-0.13		-0.57	-0.53	0.52
30-Jan-13	1.52	-2.37	1.75		1.17	0.08	-0.32

I have to regression Y1  to Y100 on BSE_500_return and DJI_return and save the predicted values and residuals for each dependent varaible from Y1 to Y 100 on every date in the data set. 

please suggest me appropriate SAS code to do it. 

thanks in advance. 

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[srikanthyadav44]

Dear Reeza
I want to use simple Linear Regression only.
please suggest the SAS code for saving the predicted values from the regression

[Reeza]

proc reg data=sashelp.baseball;
   id name team league;
   model logSalary = nhits nruns nrbi nbb yrmajor crhits;
 output out=want p=predicted;
run;

Predicted values are in the WANT data set. The code should run on your computer for you to test it. 

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@srikanthyadav44 wrote:
Dear Reeza
I want to use simple Linear Regression only.
please suggest the SAS code for saving the predicted values from the regression

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[ballardw]

Can you show the code you expect to use for ONE of the variables?