My answer was focused on the apparent lack of precision of PROC TTEST and I have overlooked the serial nature of the data. I have used the Excel data analysis toolpack (Tools-> Data Analysis Toolpack in older versions, Data -> Data Analysis Toolpack in Excel 2007/2010) for simplicity. I am not sure if time series analysis solve your problem due to the paired nature of your data. I think repeated measures models with PROC GLM or PROC MIXED help you better. Or use advanced features of PROC TTEST (http://www2.sas.com/proceedings/sugi31/208-31.pdf). But your first analysis is just right. Below is a simple example of repeated measures analysis with PROC MIXED, but statements are approximate: *** create a new dataset; data newtest; set forttest; state="aggr"; rate=aggr_roll_on_rate; output; state="end"; rate=roll_on_rate; drop aggr_roll_on_rate roll_on_rate; *** perform the analysis; proc mixed; class loan_price_cat y9c date state; model rate=loan_price_cat y9c | state; lsmeans loan_price_cat y9c * state / slice=loan_price_cat y9c; repeated date / type=cs sub=loan_price_cat y9c; *** and other models (AR, UN, etc); run;
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