Hi, you can use the link that I attached below. it can works well. ##- Please type your reply above this line. Simple formatting, no attachments. -##
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Thank you, I did try it in simple form but the problem is rolling window for proc reg, I cannot create rolling loops because huge data. So I found this one and it works.
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Dear all, I have data that I want to keep the first date of every month for every PERMNO. I donot think intnx can do this because all date in one month will change into first date of month, I did try first.date (month, year) but the table still one have 1 observation for 1 permno. So could you help me with this? Thanks. PERMNO end sum month year 10006 2/01/1926 0.02055 1 1926 keep 10006 4/01/1926 0.007088 1 10006 5/01/1926 -0.01259 1 10006 … 1 10006 30/01/1926 -0.02597 1 10006 1/02/1926 -0.02574 2 keep 10006 2/02/1926 -0.01599 2 10006 … 10006 1/03/1926 0.111675 3 keep 10006 2/03/1926 0.113096 3 10006 …. 10006 12 10006 3/01/1927 0.15162 1 1927 keep 10006 4/01/1927 0.161668 10006 5/01/1927 0.159616 88888 2/01/1926 0.02055 1 1926 keep 88888 4/01/1926 0.007088 1 88888 5/01/1926 -0.01259 1 88888 … … 88888 88888 1/02/1926 -0.02574 2 keep 88888 2/02/1926 -0.01599 2 88888 … 88888 1/03/1926 0.111675 3 keep 88888 2/03/1926 0.113096 3
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Thank you, I fixed it and there is no result, 0 observations and date 1, date 2. The old one, I got the results not in order of loop, they are mess up, I dont know how to fix it. ##- Please type your reply above this line. Simple formatting, no attachments. -##
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Hello all, I am a new user of Sas but I have to try macro for rolling regression 12 months, shift one month forward. I did this one and it can run well for PROC REG with OUTEST. So I want to rewrite it for getting residual variable from OUTPUT, I tried many times and it is not working in every loop order. I did change one part like this: proc reg data=&data; where &date between &idate1 and &idate2; model &model_equation; &by_id; output out=_outest_ds r=resid run; %* Add loop date range variables to output set; data _outest_ds; set _outest_ds; regobs= _p_ + _edf_; %* number of observations in regression; I delete this line because edf is from outest, but I changed it into OUTPUT and do not know how to count regressors. date1= &idate1; date2= &idate2; %if &year_date=0 %then format date1 date2 date9.; run; THE CODE THAT I RUN FROM THE LINK BELOW and I can get the results of R-square correctly with rolling window 12 months. http://www.lexjansen.com/nesug/nesug07/sa/sa04.pdf I REALLY APPRECIATE YOUR HELP. I AM UNDER STRESSED NOW. Nguyen
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