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!
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.
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.
You can find an example at: http://support.sas.com/documentation/cdl/en/statug/63347/HTML/default/viewer.htm#statug_score_sect01...
Build your skills. Make connections. Enjoy creative freedom. Maybe change the world. Registration is now open through August 30th. Visit the SAS Hackathon homepage.
Register today!Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.
Find more tutorials on the SAS Users YouTube channel.