I have the time-series information, [time=ind, y=index]. Dataset attached. How to similuate diffusiton process with the y/index pattern[any para is fine as long as diffusion]? Thanks
I am not sure.
There are a couple of Basic Time Series Subroutines in SAS/IML . Maybe you could check it.
Or @Rick_SAS could help you something.
I am not sure what specific equation you have in mind, but if you can write out your equation for the process, you may use the SOLVE statement in PROC MODEL to simulate the process. Hope that helps.
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