11-12-2014 12:27 PM
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
11-12-2014 12:35 PM
I try to do that to test for the equality of standard deviation of variables A and 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
11-13-2014 07:38 AM
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.