turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- Analytics
- /
- Stat Procs
- /
- testing the equatility of parameters in proc model

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

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

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

11-12-2014 12:35 PM

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.

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

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.

Steve Denham