A beginner's question about Reg Procedure

[tal83]

Hi,

Let's say I have a dataset of 1000 observation.

I want to construct a model using the first 900 observation, and to build predictions for the 901th -1000th observation-in orde to test my model and compute the residual.

How do I get predictions to the rest of my dataset?

Thanks!

[art297]

Take a look at proc score http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_score_sect00...

It will accept the model that you can output from proc reg.

However, you probably don't want to take the first 900 observations but, rather, construct to datasets one containing a random selection of 900 records and the other the remaining 100 records.

[tal83]

Thanks. my serie is a Time serie- and for that reason I don't chose the 100 records randomly.

I want to compare  classical regression results with   reg-arima (dependent variables+arima for residuals)

model results.

I'll try to raed about the score procedure.

[art297]

You can find an example at: http://support.sas.com/documentation/cdl/en/statug/63347/HTML/default/viewer.htm#statug_score_sect01...