Is it possible to get the association statistics without print out the results? I need to do so many replications. ... View more

not the fit statistics, but the association statistics. ... View more

would you mind to descibe more details? ... View more

Hi Rick,   I found that some problem still exists. The shortcut cannot lead to the right END with its corresponding DO group. Show you some example as below: I start the shortcut at line 4, and sas jumps to line 9(wrong). I don't know why.   proc iml; k=0; t=0; do f=1 to 3; /*start the shortcut here*/ if k=0 then do; k=k+1; t=t+1; end; /*but move to this wrong place*/ else do; k=k+2; t=t+2; end; end; print k t; quit;     ... View more

Hi Rick,   Have you got the keyboard shortcuts for finding the END corresponding to the DO group, which is mentioned by Reeza?   Thanks a lot! ... View more

the full log is shown as:   .......(same as the code) WARNING: DO group statements were not executed due to missing END at the time of QUIT. 121  quit; NOTE: Exiting IML. NOTE: Storage library WORK.IMLSTOR closed. NOTE: “PROCEDURE IML”:   real time  0.47 cpu time 0.07     I use the base of SAS interface, and what is the keyboard shortcuts for the corresponding END of the DO group? Thank you. ... View more

thanks for your code, it does work. And one more question, in some loop "t", there is no data read into SS (the reason here is that no COL2 equal to g=D[t,1] in the (dsname)). SS will keep the value of the previous matrix in "t-1" or be reset to invalid value or something else? ... View more

I can try to make it clear: I want split my data by SecCode and TDate, then calculate in the splitted data.   The data has been sorted, but still low efficient while i and t are large.   I appreciate your help very much. ... View more

Thank you for your suggestions.   table below is a sample of my data for one stock in one day(3×3 or more are too big to list),  matrix N is the list of distinct SecCodes, T is the list of distinct TDates, and NT is the list of all the combinations of stock code and date.   The goal of my programming is to calculate an evolutionary AR(1) for every stock in every day. The data I got has 59782508 observations, which cover half year(120 days) and 2320 stocks. So I need to read the matrices from the data for 2320*120 times, which ask for a long time to run. The efficiency of the code is a big problem for me.   proc iml; load N; load D; load NT; load B; use ba.t3; do i=2320 to 2320; do t=120 to 120; f=N[i,1]; g=D[t,1]; B[i,t]=0; do c=1 to 248064; if NT[c,1]=f & NT[c,2]=g then do; read all where(SecCode=f & TDate=g) into S; XX=0; XY=0; do ini=1 to 15; XX=XX+S[ini,4]*S[ini,4]; XY=XY+S[ini+1,4]*S[ini,4]; end; b_0=XY/XX; B[i,t]=b_0; end; end; end; end; store B; quit;                              Obs   SecCode     TDate   MinTime StartPrc HighPrc LowPrc EndPrc    MinTq      MinTm  1 20151008 930 10.85 10.85 10.85 10.85 2160486 23441273.1 1 20151008 931 10.86 10.87 10.86 10.86 3495473 37987109.2 1 20151008 932 10.86 10.86 10.8 10.8 987641 10693639.26 1 20151008 933 10.8 10.8 10.77 10.78 889400 9598748 1 20151008 934 10.78 10.8 10.78 10.8 1218735 13125513.25 1 20151008 935 10.8 10.82 10.79 10.79 644800 6964091.82 1 20151008 936 10.79 10.82 10.78 10.8 418278 4519166.4 1 20151008 937 10.8 10.81 10.8 10.8 550422 5949659.6 1 20151008 938 10.8 10.8 10.78 10.79 403600 4354584.11 1 20151008 939 10.78 10.79 10.77 10.77 361400 3894113 1 20151008 940 10.76 10.77 10.75 10.75 578300 6221391.16 1 20151008 941 10.75 10.79 10.75 10.79 755382 8129020.25 1 20151008 942 10.8 10.81 10.76 10.77 862683 9301424.35 1 20151008 943 10.81 10.82 10.78 10.82 465500 5031375.8 1 20151008 944 10.78 10.81 10.78 10.79 119600 1291438 1 20151008 945 10.78 10.79 10.77 10.77 142800 1539261 1 20151008 946 10.77 10.8 10.77 10.79 476800 5140467 1 20151008 947 10.79 10.79 10.78 10.79 185300 1998904 1 20151008 948 10.79 10.79 10.78 10.79 366259 3949433.02 1 20151008 949 10.79 10.8 10.78 10.79 334812 3612752.6     ... View more

Yes! The number of iteration is up to 2320(stocks)×120(days), totally, 248064(some are missing). And in each iteration, I need to read data of each stock in each day from ba.t3 to a matrix S. It is terribly inefficient, that one iteration cost me around 30 seconds and all the iterations will cost me 100 days, but I do not know how to improve it.  ... View more

I don't quite understand what hard-coded values are, would you mind to explain more details on it and how to deal with it by steps? Thanks a lot, I do need your help! ... View more

Thank you for your help. Problem of the subscript solved. But new problem appears: ERROR: Not enough memory to store all matrices.   It seems that I do not have too many matrices in my code. The matrix S is always replaced. ... View more