BookmarkSubscribeRSS Feed
sasphd
Lapis Lazuli | Level 10

I want to estimate the volatility of a variable which I already estimate with proc model. I know that I can save my variable and calculate its volatility with proc means but I want to estimate its volatility in proc model to test for its equality with another variable

2 REPLIES 2
sasphd
Lapis Lazuli | Level 10

I try to do that to test for the equality of standard deviation of variables A and B.

test std(A)=std(B);

but it does not work. I have this message.

ERROR: The function STD requires at least 2 arguments. There are too few arguments for the

       function STD.

SteveDenham
Jade | Level 19

I would guess that you may have to output the residual variance estimates and conduct an F test outside of PROC MODEL in a datastep to check this.  As always, with PROC MODEL questions, it is a good idea to cross post to the Forecasting and Econometrics forum, where the good folks there will get a chance to address this faster.

Steve Denham

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 2 replies
  • 1248 views
  • 3 likes
  • 2 in conversation