OLS Time Series Regression.

[Grant001]

Hello,

I have a panel data consisting data for four (4) different region (i.e. Canada, Hong Kong, New Zealand & UK). I would like to run an OLS time series regression for each individual region but I do not know how what specific codes to write.

Any suggestion will be much appreciated.

Best Regards,

Grant001.

[Reeza]

Here's some resources that may be helpful:

Linear Regression tutorial

https://stats.idre.ucla.edu/sas/webbooks/reg/chapter1/regressionwith-saschapter-1-simple-and-multipl...

Videos

http://video.sas.com/detail/videos/sas-analytics-u/video/3306911882001/simple-linear-regression-usin...

Documentation:

http://documentation.sas.com/?docsetId=statug&docsetTarget=statug_reg_gettingstarted01.htm&docsetVer...

More specifically, click on Examples to see fully worked examples. 

If you have specific questions feel free to post back, but please include more details, specifically, sample data or code and a clear explanation of your problem.

[Grant001]

Hi Reeze,

Thank you for your response.

My panel data-set is set up in this manner (picture attached below). What I really want to do is to run an individual OLS time series regression for Canada and then a separate OLS time series regression for Hong Kong, and so forth.

What may be the appropriate code to write in-order for SAS to filter down and run the regression for the specific region while leaving others out. 

[Reeza]

That's what BY group processing does. 

So once you have your model built, add a line that is :

By country;

And the regression will run for each country individually.

[Grant001]

Hi Reeza,

Thank you very much for your help.

Much appreciated.