Hi, folks: I have a simple time series model but not estimated by arima, but I want to generate a forecast path based on historical data and estimated parameters. For example, the model is given by x=beta1*lag(x)+beta2*lag2(x); obviously the forecast for a given forecast period, say, t+k, should be xhat(t+k)=beta1*xhat(t+k-1)+beta2*xhat(t+k-2), where xhat is the forecast value. I wonder if I can use the data step to archieve this goal. The key part is to update the value of xhat iteratively. I have a data set with the structure as the following: xxxx;     T        X        Beta1  Beta2 _________________________     1      x (1)   beta1  beta2     2     x (2)    beta1   beta2     3       .         beta1   beta2     4       .         beta1   beta2     5       .         beta1    beta2 Basically, if there is historical data, the value of x is the historical value, if not, it is missing and the value of Beta1 and Beta2 are hold at the estimated value for each observation. The task is to generate a series of Xhat. Xhat(T)=beta1*Xhat(t-1)+beta2*Xhat(t-2);, for T=3, Xhat(2)=x(2) and Xhat(1)=x(1). For T>3, we just use lag values of Xhat. Here is my code; data yyy;     set xxxx;     xhat=X;    l1_xhat0=lag(xhat);    l2_xhat0=lag(l1_xhat);    xhat0=beta1*l1_xhat0+beta2*l2_xhat0;    xhat=xhat0; run; However, in the dataset, yyy, the value of xhat is still missing. Can anyone give me some hints or advice on what the correct way is to do it? Thank you very much in advance. Regards, Jing ... View more

Hi, guys: I try to take the division operation on macro variables, but it does not work. Can you give me some idea how to do it. As a simple example, I have a variable, xx=5 and I want to generate yy that yy=1/xx=.2. Both variables are macro variables. My code is the following %let xx=5; %let yy=1/%eval(&xx.); %put &yy.; The outcome is yy=0. It seems to be the case that the division operation causing the trouble. I even tried %let zz=%eval(1/5). The outcome is still 0. Thanks for your input. ... View more

Hi, guys: There is a weird problem I run into when I run SAS on a unix server under the batch mode. The code runs perfectly under the interactive mode, but the batch mode create some extra spaces between words, which causes trouble. There is a line in my code to read a dataset whose name are pre-specified by some macro variable. For example, I have a macro variable xx1=NewYork The line of code is                         data xxx; set tmp.&xx1._out; run; The SAS code after parsing the macro variable turns out to be                           data xxx; set tmp.NewYork _out;run; In my case, NewYork_out is supposed to be a single dataset under the directory of tmp; however, the system read NewYork and _out as two separate words and search tmp.NewYork and work._out separately. Have any of you encountered similar problems? Thanks for yoru input. ... View more