Hi,   I am building a decision tree model using proc hpsplit. As I am dealing with time-series data, I want to do a walk-forward validation as suggested instead of 10-fold cross-validation or random sampling as validation set. Validation of the trained decision tree model is done in sliding window: Starting at the beginning of the time series, 10-year window is used to train a model. The model makes a prediction for the next year (score new data using trained model) The prediction is stored  Next sliding 10-year window to include the next year and the process is repeated (back to step 1.) How can we do this in SAS? Thank you. ... View more

Hi,    I have output results of cluster analysis from proc varclus: cluster 1 includes variable x1, x2, x3, cluster 2 include variable x4,x5, cluster 3 include variable x6,x7,x8 after running proc varclus on my data_set. Initially, I run regression of x1,x2,x3,...,x8 on y (my dependent variable). Now how can I run a regression of cluster 1, cluster2, cluster 3 on y? Do proc reg allows using outputs from proc varclus?       ... View more