Hello
I have a small optimization problem.
I have two series of data and I would like to optimize the differences between them.
I could use a loop but I know that sas has optimizing functions but I do not know it.
Maybe someone will help me.
The problem looks as follows.
data test;
input n $ x $ y;
datalines;
1 1 1
2 0.534825871 0.390243902
3 0.667910448 0.609756098
4 0.140547264 0.048780488
5 0.237562189 0.195121951
6 0 0
7 0.630597015 0.048780488
;
run;
data test;
set test;
z = abs(x - y);
sum_z = ( z + lag1(z) + lag2(z) + lag3(z) + lag4(z) + lag5(z) + lag6(z) );
run;
data test;
set test;
z1 = abs(x - (y + 0.01));
sum_z1 = ( z1 + lag1(z1) + lag2(z1) + lag3(z1) + lag4(z1) + lag5(z1) + lag6(z1) );
run;
data test;
set test;
z2 = abs(x - (y + 0.02));
sum_z2 = ( z2 + lag1(z2) + lag2(z2) + lag3(z2) + lag4(z2) + lag5(z2) + lag6(z2) );
run;
/*******
********
*******/
data test;
set test;
z6 = abs(x - (y + 0.06));
sum_z6 = ( z6 + lag1(z6) + lag2(z6) + lag3(z6) + lag4(z6) + lag5(z6) + lag6(z6) );
run;
Thank you for your help
optimize the differences between x and y -> the differences are presented (example) in the variable sum_z to sum_z6
