Hi, I want to find the autocorrelation of a time series variable for different orders (e.g., AC(1), AC(5), AC(20)), so I use the following code: proc arima data=mydata plot(only)=(series(corr)) ; identify var=tsvar nlag=20; run; I have two questions regarding the following table in the output: 1. How could I determine the order of autocorrelation, so instead of 6,12, etc, it'll give me the result for 1,5, etc. 2. Under Autocorrelations, there are six columns. SAS manual says "The autocorrelations are checked in groups of six". what does it mean in groups of six? Thanks,     ... View more

Hi all, I would like to save the output of the proc glmselect in a separate file. For example, I want to create a file containing the list of the selected variables and the estimates of their coefficients that are provided in the result widow. proc glmselect data=&infile plots(stepaxis=normb)=coefficients; model &depvar=indepvar / selection=LASSO(adaptive stop=none choose=cvex) cvmethod=random(10); run;   I tried output out= but it didn't save what I need. Appreciate any help! ... View more

Hi,   I have a panel data, for which I try to use the adaptive LASSO model to identify the most important covariates. I am new in this area and appreciate your help. I run the following program (Instead of four covariates mentioned below, I have 45 independent variables).   proc glmselect data=infile; model y=x1 x2 x3 x4/selection=LASSO(adaptive stop=none choose=bic); run;   following is the LASSO selection summary in the results window. I wonder what the number effects column is in the following table. Is there any relation between this ranking and the importance of the variables? (I noticed that this ranking is not based on the size of the reduction in BIC) The GLMSELECT Procedure LASSO Selection Summary Step Effect Effect Number BIC Entered Removed Effects In 0 Intercept   1 474393.91 1 x3   2 474313.58 2 x1   3 474273.03 3 x2   4 473892.46*             Thanks. ... View more

Hi,   I have several datasets named like file_1, file_2, ..., file_20. I need to define a variable named model in each dataset with the value of model_i, in which i represents the number associated with each file. For example, I need to have model=model_1; in file_1 dataset.   I tried the following code, but it doesn't work.   %macro modeltype; %do i=1 %to 20; data file_&i; set file_&i; model="model_&i"; run; %end; %mend; %modeltype;   I appreciate any suggestion to fix this code.   Thanks.     ... View more