I tried it on 3 sample iterations. Please find below my code & queries at the end of it. My objective is to filter out model iterations where all its variables pass t-stat test. /*objective: to extract t-stat values for each iteraton*/ ods output parameterEstimates = Project.PE1; proc ucm data = Project.Compiled printall; irregular ; level var = 0 noest; forecast lead = 8 alpha = 0.05 outfor = Project.Compiled_Output_Hair; model HC = CPI GDP_Nominal_LCU; season length=4 var = 0 noest; where count > 41; run; quit; ods output parameterEstimates = Project.PE2; proc ucm data = Project.Compiled printall; irregular ; level var = 0 noest; forecast lead = 8 alpha = 0.05 outfor = Project.Compiled_Output_Hair; model HC = CPI PDI_Real; season length=4 var = 0 noest; where count > 41; run; quit; ods output parameterEstimates = Project.PE3; proc ucm data = Project.Compiled printall; irregular ; level var = 0 noest; forecast lead = 8 alpha = 0.05 outfor = Project.Compiled_Output_Hair; model HC = Gr_CPI GDP_Nominal_LCU; season length=4 var = 0 noest; where count > 41; run; quit; /*objective: if the variables meet criteria, then they pass the t-test*/ data Project.combined (keep = Component tValue Model Result); set Project.PE1-Project.PE3 INDSNAME = source; model = source; if (Component = 'Irregular') then delete; if (Component = 'CPI' and tvalue le -1.5) then Result = 1; else if (Component = 'GDP_Nominal_LCU' and tvalue ge 1.5) then Result = 1; else if (Component = 'PDI_Real' and tvalue ge 1.5) then Result = 1; else if (Component = 'Gr_CPI' and tvalue le -1.5) then Result = 1; else Result = 0; run; /*objective: to figure out whether all the variables in an iteration (Model=source) has passed*/ Proc Means Data=Project.combined mean; Class Model; Var Result; output out=Project.Final mean=; Run; /*objective: if all variables have passed the t-test in an iteration, then filter out those iterations*/ data Project.Final2 (keep = Model Result); set Project.Final; where Result = 1; run; 1. Is there any way i need not print the sas7bdat files for all iterations to library to save space? 2. Is it mandatory to give printall option in proc UCM statement 3. can i avoid the dataset option outfor = ? 4. Is there a better way to code the last 3 steps to filter out since i think it is hardcoding Thank you for your patience
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