Error Error Error SAS/IML Functional Coefficient Autoregressive

[Cnord]

I am trying so run this coding however it get stuck at the Error : (execution) Matrix has not been set to a value. The error is noticed at the statement : ind=(ul[i]-u0)/h; and the system spotted the operation '[' of the operand u1.

Another ERROR: (execution) Invalid subscript or subscript out of range is spotted at the statement : pdh=pdh[2:nrow(pdh),]; and the system spotted the operation '[' of the operands pdh.

The last ERROR: Matrix beta1 has not been set to a value. I wonder that this error is generated due to the previous error spotted in the coding after running it.

I am hoping to get some help on this because i tried my best but cannot figure out is it something that I have missing out or my coding is wrong.

I am using SAS version 9.4 and I have uploaded my input data and my coding is as follow :

proc import out=pepper
datafile='C:\Downloads\Jan05toMay15.xls'
dbms=excel replace;
sheet='Sheet1';
getnames=yes;
run;

proc print data=pepper;
run;

Proc iml;
use pepper;
read all into y;
pdh=j(1,4,999);
print pdh;
APEh=j(4,1,0);
print APEh;
u0=sum(y)/nrow(y);
n=nrow(y);
sum=sum(y);
print sum;
print n;
print u0;
do p=1 to 8;
             do d=1 to p;
                       x0=j(nrow(y),p,0);
                       do i= p+1 to nrow(y);
                                  x0[i,]=y[i-1:i-p]`;
                       end;
                       do h=0.1 to 1 by 0.1;
                                   do j=1 to 4;
                                               t=nrow(y)-(7*j);
                                               n=t-p;
                                               x=j(t,p,0);
                                               u=j(t,1,0);
                                               do i= p+1 to t;
                                                            x[i,]=y[i-1:i-p]`;
                                                            u[i]=y[i-d];
                                               end;
                                               x1=x[p+1:t,];
                                               u1=u[p+1:t,];
                                               w=j(n,n,0);
                                               w1=j(n,1,0);
                                               x2=j(n,p,1);
                                               do i=1 to t;
                                                           ind=(ul[i]-u0)/h;
                                                           if (ind<=1) then do;
                                                           w[i,i]=(0.75/h)*(1-((u1[i]-u0)*(u1[i]-u0))/(h*h));

                                                           w1[i,]=w[i,i];
                                                           x2[i,]=x1[i,]*(u1[i]-u0);
                                                           end;
                                                           else do;
                                                           w[i,i]=0;
                                                           w1[i,]=w[i,i];
                                                           x2[i,]=x1[i,]*(u1[i]-u0);
                                                           end;
                                               end;
                                               Xcurl=j(n,2*p,0);
                                               xcurl=xl||x2;
                                               y1=y[p+1:t,];
                                               beta=inv(xcurl`*w*xcurl)*(xcurl`*w*y1);
                                               beta1=beta[1: p,];
                                               yhat=xcurl*beta;
                                               error=y1-yhat;
                                               apeerror=j(7,1,0);
                                               apeerror=error[n-7*j+1:n-7*j+7,];
                                               APEh[j]=(1/7)*apeerror`*apeerror;
                                   end;
                                   APE=sum(APEh)/4;
                                   pdh=pdh//(p||d||h||APE);
                       end;
             end;
end;
pdh=pdh[2:nrow(pdh),];
minAPE=min(pdh[,4]);
do i=1 to nrow(pdh);
             if (pdh[i,4]=minAPE) then rw=i;
end;
result=pdh[rw,];
print beta1;

[PeterClemmensen]

Firstly: Why several threads? 🙂

Secondly, you still have the error of mistyping your u1 vector as ul (with a lower case L).

Thirdly, you still have to take a look at the subscripts in your loops. For instance, you loop from 1 to t in your code and reference u1[i] in the line in which you specify your first error above. However running the following line of code at the end of you IML procedure 

print (nrow(u1))[C = 'Rows in u1'] t;

prints the following

which suggests that you have 117 rows in u1, but you are trying to reference the 118'th row. Therefore, I suggest that you take a look at either your loop or the creation of u1.

Hope this can get you in the right direction.

Regards

[Cnord]

Thank you for pointing out my mistake. However, I don't really understand the first mistake that you have pointed out. Can you explain on that, please ?

[PeterClemmensen]

You have a loop from i=1 to t as below where I have commented where your mistake is

do i=1 to t;
   ind=(ul[i]-u0)/h; /* This line should be: ind=(u1[i]-u0)/h; */
   if (ind<=1) then do;
      w[i,i]=(0.75/h)*(1-((u1[i]-u0)*(u1[i]-u0))/(h*h));
      w1[i,]=w[i,i];
      x2[i,]=x1[i,]*(u1[i]-u0);
   end;
   else do;
   w[i,i]=0;
   w1[i,]=w[i,i];
   x2[i,]=x1[i,]*(u1[i]-u0);
   end;
end;

[IanWakeling]

Once you have fixed the line draycut is pointing to above, you need to debug the subscript errors.  Try inserting the command,

show names;

just before the 1st error, and at other strategic points in your code, this should help you understand what is going wrong.  Each time you issue the command you get a lisy of all matrices currently defined together with the number of rows and columns.