I have to calculate the predicted values for year 2015, 2016 and 2017 for Bucket1, Bucket2, Bucket3 and Bucket4 using a Z_score and an Index value. I already have Z_Score from other table, but I need to generate an Index value (which is a random value). The Index value to be generated should be such that that when we calculate predicted PD using it for each year. The sum square errors of Predicted PDs and Actual PDs should be minimum. I am able to do this in Excel using Run solver function, and I need to do this using PROC FCMP in BASE SAS in SAS EG as I don't have SAS/IML or SAS/OR COMPONENT. Please help me with this code as I am new to PROC FCMP. Attached is the Input table and desired output table: Table 1: Using Z Score from this   Col1 Value 1 Z value 1 0.86% -2.38 2 26.02% -0.64 3 42.43% -0.19 4 64.78% 0.38 Table 2: Bucket-wise Actual values for each year   Col1 2015 2016 2017 2018 1 1.15% 0.66% 0.51% 1.13% 2 32.38% 22.38% 18.04% 31.26% 3 50.08% 37.32% 38.41% 43.91% 4 69.31% 59.29% 57.13% 73.38% 5 99.72% 100.00% 100.00% 100.00% Table 3: Index values are random values generated, and used in calculating predicted values in bold   Index value 0.100000 0.170699 -0.133416 -0.178382 0.135047 Col1 2015 2016 2017 2018 1 1.35% 0.59% 0.52% 1.23% 2 31.84% 21.88% 20.58% 30.58% 3 49.19% 37.28% 35.59% 47.77% 4 70.88% 59.71% 57.96% 69.65% Table 4: Min sum of squares (between actual values and predicted values) value and Index value.   Sum of Squares Index 0.000 2015 0.000 0.17 2016 0.000 -0.13 2017 0.002 -0.18 2018 0.003 0.14 Also, attached is the excel file for more clarity of data. Looking forward for help as I am new to proc fcmp.   Thanks. ... View more

Hello Everyone,   I have to calculate the predicted values for year 2015, 2016 and 2017 for Bucket1, Bucket2, Bucket3 and Bucket4 using a Z_score and an Index value. I already have Z_Score from other table, but I need to generate an Index value (which is a random value). The Index value to be generated should be such that that when we calculate predicted PD using it for each year. The sum square errors of Predicted PDs and Actual PDs should be minimum. I am able to do this in Excel using Run solver function, and I need to do this using PROC FCMP in BASE SAS in SAS EG as I don't have SAS/IML or SAS/OR COMPONENT. Please help me with this code as I am new to PROC FCMP. Attached is the Input table and desired output table: Table 1: Using Z Score from this   Col1 Value 1 Z value 1 0.86% -2.38 2 26.02% -0.64 3 42.43% -0.19 4 64.78% 0.38   Table 2: Bucket-wise Actual values for each year   Col1 2015 2016 2017 2018 1 1.15% 0.66% 0.51% 1.13% 2 32.38% 22.38% 18.04% 31.26% 3 50.08% 37.32% 38.41% 43.91% 4 69.31% 59.29% 57.13% 73.38% 5 99.72% 100.00% 100.00% 100.00%   Table 3: Index values are random values generated, and used in calculating predicted values in bold   Index value 0.100000 0.170699 -0.133416 -0.178382 0.135047 Col1   2015 2016 2017 2018 1   1.35% 0.59% 0.52% 1.23% 2   31.84% 21.88% 20.58% 30.58% 3   49.19% 37.28% 35.59% 47.77% 4   70.88% 59.71% 57.96% 69.65%   Table 4: Min sum of squares (between actual values and predicted values) value and Index value.     Sum of Squares Index   0.000   2015 0.000 0.17 2016 0.000 -0.13 2017 0.002 -0.18 2018 0.003 0.14   Also, attached is the excel file for more clarity of data. Looking forward for help as I am new to proc fcmp.   Thanks, Satyakshma Rawat ... View more

Hi All, I need to write a code for optimisation problem, and as per my understanding we need either SAS/IML or SAS/OR component. None of them is a part of my current SAS setup. I have two questions regarding this: 1. Is it possible to add the SAS/OR component to our existing SAS setup. 2. Is it necessary to have SAS Stimulation Studio for SAS/OR. 3. Is there any other alternative to SAS/OR or SAS/IML to write code for optimisation problem. Thanks, Satyakshma Rawat ... View more

Hi,   I have to calculated predicted PD for year 2015, 2016 and 2017 for Bucket1, Bucket2, Bucket3 and Bucket4 using a Z_score and an Index value. I already have Z_Score from other table, but I need to generate an Index value (which is a random value). The Index value to be generated should be such that that when we calculate predicted PD using it for each year. The sum square errors of Predicted PDs and Actual PDs should be minimum. I am able to do this in Excel using Run solver, and I need to do this using loops and array in BASE SAS in SAS EG as I don't have SAS/IML or SAS/OR COMPONENT. The only component statistical component available is SAS/STATS and Base SAS. Please help me with this code. Attached is the Input table and desired output table in excel file: Table 1: Using Z Score from this Table 2: Bucket-wise Actual PDs for each year Table 3: Highlighted yellow values are index values generated, and used in calculating predicted values Table 4: Min sum of squares between actual and predicted and Index value.   As I am new to loops and arrays, I am not able to build logic around this. Please help with this, as I am in urgent need to perform this calculation in SAS EG.  ... View more

Hi,   I have to calculated predicted PD for year 2015, 2016 and 2017 for Bucket1, Bucket2, Bucket3 and Bucket4 using a Z_score and an Index value. I already have Z_Score from other table, but I need to generate an Index value (which is a random value). The Index value to be generated should be such that that when we calculate predicted PD using it for each year. The sum square errors of Predicted PDs and Actual PDs should be minimum. I am able to do this in Excel using Run solver, and I read that proc optmodel is an equivalent for this in SAS. But I am not able to use proc opt model in SAS EG. Is there any other way I can do this? If yes then please suggest. If not, then I need help in coding this using Proc opt model as I am not familiar with usage of it Attached is the Input table and desired output table in excel file: Table 1: Using Z Score from this Table 2: Bucket-wise Actual PDs for each year Table 3: Highlighted yellow values are index values generated, and used in calculating predicted values Table 4: Min sum of squares between actual and predicted and Index value.   Please help with this, as I am in urgent need to perform this calculation in SAS.  ... View more

Hi,   I have to calculated predicted PD for year 2015, 2016 and 2017 for Bucket1, Bucket2, Bucket3 and Bucket4 using a Z_score and an Index value. This Index value is a random value. The index value is to be generated such that, when we calculate predicted PD for each year then the sum square error of Predicted Pd and Actual PD shoud be minimum. I am able to do this in Excel using Run solver, and proc optmodel is an equivalent for this. But I am not able to use proc opt model in SAS EG. Attached is the Input table and desired output table in excel file attached: Table 1: Need to use Z Score from this Table 2: Bucket-wise Actual PD for each year Table 3: Highlighted yellow values are index values generated, and used in calculating predicted values Table 4: Min sum of squares between actual and predicted.   Please help with this, as I am in urgent need to perform this calculation in SAS.  ... View more

Hi, I have 9 segments in my data. For each segment I have 3 scenarios (Base, best and worst) and 3 separate datasets for these scenarios . I want to generate an excel file with each segment(Seg1, seg2, Seg3---Seg9) as sheet name and 3 tables on each sheet, which means I need an excel file with 9 sheets on it, each sheet having 3 tables. I need to create a macro for this as I need to make it dynamic.   Thank you for your help.   Satyakshma Rawat ... View more

Hi,   I have a dataset with variable names M1 - M48 ( where M specifies month) and have DPD Buckets (0-DPD, 1-30 DPD, 31-60 DPD, 61-90 DPD and 91+ DPD) as values. I want to create a transition matrix for these DPD BUCKETS comparing Year-On-Year movement of DPD Buckets. This needs to be done for every M: variable For eg: Create transition Matrix for M1 and M13, M2 and M14, M3 and M15 and so on. The output expected is:   M1\M13 0 DPD 1 - 30 DPD 31 - 60 DPD 61 - 90 DPD 91+ DPD Closed 0 DPD 123 0 3 1 5 57 1 - 30 DPD 0 0 0 0 0 0 31 - 60 DPD 2 0 0 0 2 4 61 - 90 DPD 1 0 0 0 2 0 91+ DPD 1 0 0 1 58 5   If I do this using Proc FREQ then how can I create transition matrix on the above mentioned incremental data. Or is there any better way to achieve this output. Please Suggest! ... View more