PROC NLP in a macro

[haorui]

I use a proc nlp step in a macro. Although I loop over the full sample period, the program automatically breaks. However, I want to run this code overnight. How could I solve the problem? Why does it happens?

[Rick_SAS]

Are there any messages in the SAS log? If not, you might need to enable macro debugging features.

It really depends on what the macro is doing. Possible reasons include non-convergence issues, such as the NLP algorithm does not converge within the requested number of iterations. Without knowing more details, we can only guess.