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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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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).
You can check what you have licensed with:
proc product_status;run;
@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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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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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.
@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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Can you show the code you expect to use for ONE of the variables?