hi guys,
I have a unbalanced panel data with 2 to 29 years for each firms.I want to run rolling regression. Is it possible to do that in SAS?
you can find information about rolling regressin in SAS:
http://www.lexjansen.com/nesug/nesug07/sa/sa04.pdf
http://www.sas-programming.com/2011/08/rolling-analysis-of-time-series.html
http://www.lexjansen.com/nesug/nesug12/fi/fi08.pdf
the procedure can be:
Proc FCMP
Proc REG
hope this help
have nice day
let me know
MC
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