BookmarkSubscribeRSS Feed
AlexeyS
Pyrite | Level 9

Hi All,

Maybe somebody knows how to apply CUBIC SPLINE for yields to create Yield Curves, but not using proc iml?

Thank you,

Alexey

3 REPLIES 3
Ksharp
Super User
Check MSPLINT Function .
sbxkoenk
SAS Super FREQ

See here :

 

Cubic spline interpolation of yield curve
Posted 07-27-2017 03:38 PM (1639 views)
https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Cubic-spline-interpolation-of-yield-...

 

HOW CAN I USE PROC TRANSREG TO GENERATE SPLINES IN SAS? | SAS FAQ
https://stats.oarc.ucla.edu/sas/faq/how-can-i-use-proc-transreg-to-generate-splines-in-sas/

 

Koen

Rick_SAS
SAS Super FREQ

For statistical modeling, other kinds of splines (B-splines and penalized B-spline) might be preferable. If you are willing to use other kinds of splines, there are many regression procedures in SAS that support using splines to model nonlinear effects by using the EFFECT statement. See "Regression with restricted cubic splines in SAS" and the follow-up article "An easier way to perform regression with restricted cubic splines in SAS." 

sas-innovate-2024.png

Don't miss out on SAS Innovate - Register now for the FREE Livestream!

Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.

 

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
  • 3 replies
  • 349 views
  • 1 like
  • 4 in conversation