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Slope / Sensitivity / Correlation

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Slope / Sensitivity / Correlation

Hi, I need help getting something similar to this:

Screen Shot 2018-06-26 at 12.05.33 PM.png

 

Here's a tiny bit of my data:

YearMonthDayHourLoadTemperature
20091107023220.87
20091116842220.61
20091126701420.27
20091136606820.52
20091146578121.45
20091156630821.69
20091166755921.87
20091176915022.39

Y = Load , X = Temp


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Solution
‎06-26-2018 03:31 PM
Super User
Posts: 23,980

Re: Slope / Sensitivity / Correlation

You can't have a correlation or slope with only a single or even two observations, so it's a moving statistics of some kind. You need to define the window. 

 Depending on the window and exact calculations I'd probably recommend either an array approach or PROC EXPAND.

 

Here's the PROC EXPAND documentation:

 

http://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_expand_examples04.htm&docsetVersion=...

 

Available transformations:

http://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_expand_details19.htm&docsetVersion=1...

 

Otherwise, an array.

http://support.sas.com/kb/25/027.html

 

You'll likely need to write the formula for the slope/intercept either way, by determining the formulas/components and doing the calculation.

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Super User
Posts: 23,980

Re: Slope / Sensitivity / Correlation

[ Edited ]

What are your definitions of slope and correlation here?

Do you have SAS/ETS licenced?

You can check with:

proc product_status;run;

@matt23 wrote:

Hi, I need help getting something similar to this:

Screen Shot 2018-06-26 at 12.05.33 PM.png

 

Here's a tiny bit of my data:

Year Month Day Hour Load Temperature
2009 1 1 0 70232 20.87
2009 1 1 1 68422 20.61
2009 1 1 2 67014 20.27
2009 1 1 3 66068 20.52
2009 1 1 4 65781 21.45
2009 1 1 5 66308 21.69
2009 1 1 6 67559 21.87
2009 1 1 7 69150 22.39

Y = Load , X = Temp


 

Frequent Contributor
Posts: 89

Re: Slope / Sensitivity / Correlation

Actually working on 9.4 version right now

Regular Contributor
Posts: 170

Re: Slope / Sensitivity / Correlation

im not sure it makes any sense. why is slope not negative in the 20s where it's dipping down? correlation=autocorrelation?

--------------
blog: papersandprograms.com
Super User
Posts: 23,980

Re: Slope / Sensitivity / Correlation

[ Edited ]
Posted in reply to PaulBrownPhD

@PaulBrownPhD The graph is of slope over time, so the first image which is based off the second table below I assume. 

 

@matt23 What are your definitions of slope and correlation? SAS is packaged by modules, so 9.4 does not tell me if you have SAS /ETS or specifically if you can use PROC EXPAND which is used to calculate moving statistics easily. 

 

 

 

Regular Contributor
Posts: 170

Re: Slope / Sensitivity / Correlation

oh ok, load "sensibility"

--------------
blog: papersandprograms.com
Frequent Contributor
Posts: 89

Re: Slope / Sensitivity / Correlation

proc product_status;run  

 For SAS/ETS ...
Custom version information: 14.2

 

Sorry, I don't know what it means

Super User
Posts: 23,980

Re: Slope / Sensitivity / Correlation

Still need to know how you're defining slope and correlation here.

 


@matt23 wrote:
proc product_status;run  

 For SAS/ETS ...
Custom version information: 14.2

 

Sorry, I don't know what it means


 

Frequent Contributor
Posts: 89

Re: Slope / Sensitivity / Correlation

Load = Intercept + Slope * Temperature

 

So I believe the slope is from regression at a specific time if I am not mistaken

Correlation is a correlation between load and temperature at time 

 

I don't know if it makes sense

Solution
‎06-26-2018 03:31 PM
Super User
Posts: 23,980

Re: Slope / Sensitivity / Correlation

You can't have a correlation or slope with only a single or even two observations, so it's a moving statistics of some kind. You need to define the window. 

 Depending on the window and exact calculations I'd probably recommend either an array approach or PROC EXPAND.

 

Here's the PROC EXPAND documentation:

 

http://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_expand_examples04.htm&docsetVersion=...

 

Available transformations:

http://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_expand_details19.htm&docsetVersion=1...

 

Otherwise, an array.

http://support.sas.com/kb/25/027.html

 

You'll likely need to write the formula for the slope/intercept either way, by determining the formulas/components and doing the calculation.

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