I have used this for program for copula simulation data returns; input ret_x ret_y ret_z; cards; 0.004182 0.003503 0.584 -0.027960 -0.000582 0.54 0.006732 0.025611 0.14 -0.033435 -0.002838 -0.24 0.029560 0.010814 -0.4 -0.003054 -0.001689 0.8 -0.012255 -0.012408 0.9 0.013958 0.003427 0.14 -0.011318 -0.017075 0.14 -0.022587 0.002316 0.28 ; /* Copula estimation */ proc copula data = returns; var ret_x ret_y ret_z; fit normal / outcopula=estimates; /* keep only correlation estimates */ data estimates; set estimates; keep ret_x ret_y ret_z; /* Copula simulation */ proc copula; var ret_x ret_y ret_z; define cop normal (cor = estimates); simulate cop / ndraws = 500 outuniform = simulated_uniforms plots=(data=uniform scatter); run; Got this log : 1 OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK; 70 71 data returns; 72 input ret_x ret_y ret_z; 73 cards; NOTE: The data set WORK.RETURNS has 10 observations and 3 variables. NOTE: DATA statement used (Total process time): real time 0.00 seconds user cpu time 0.00 seconds system cpu time 0.00 seconds memory 521.87k OS Memory 28840.00k Timestamp 03/30/2018 10:48:35 AM Step Count 50 Switch Count 2 Page Faults 0 Page Reclaims 131 Page Swaps 0 Voluntary Context Switches 10 Involuntary Context Switches 0 Block Input Operations 0 Block Output Operations 272 84 ; 85 /* Copula estimation */ 86 proc copula data = returns; 87 var ret_x ret_y ret_z; 88 fit normal / outcopula=estimates; 89 /* keep only correlation estimates */ NOTE: The data set WORK.ESTIMATES has 3 observations and 9 variables. NOTE: PROCEDURE COPULA used (Total process time): real time 0.04 seconds user cpu time 0.04 seconds system cpu time 0.00 seconds memory 2572.53k OS Memory 30124.00k Timestamp 03/30/2018 10:48:35 AM Step Count 51 Switch Count 2 Page Faults 0 Page Reclaims 517 Page Swaps 0 Voluntary Context Switches 9 Involuntary Context Switches 0 Block Input Operations 0 Block Output Operations 272 90 data estimates; 91 set estimates; 92 keep ret_x ret_y ret_z; 93 /* Copula simulation */ NOTE: There were 3 observations read from the data set WORK.ESTIMATES. NOTE: The data set WORK.ESTIMATES has 3 observations and 3 variables. NOTE: DATA statement used (Total process time): real time 0.00 seconds user cpu time 0.00 seconds system cpu time 0.00 seconds memory 801.06k OS Memory 30124.00k Timestamp 03/30/2018 10:48:35 AM Step Count 52 Switch Count 2 Page Faults 0 Page Reclaims 143 Page Swaps 0 Voluntary Context Switches 9 Involuntary Context Switches 0 Block Input Operations 0 Block Output Operations 264 94 proc copula; 95 var ret_x ret_y ret_z; 96 define cop normal (cor = estimates); ___ 1 WARNING 1-322: Assuming the symbol CORR was misspelled as cor. 97 simulate cop / ndraws = 500 98 outuniform = simulated_uniforms 99 plots=(data=uniform scatter); ____ 22 202 ERROR 22-322: Syntax error, expecting one of the following: ), DATATYPE, DISTRIBUTION, NONE. ERROR 202-322: The option or parameter is not recognized and will be ignored. 100 run; NOTE: The SAS System stopped processing this step because of errors. WARNING: The data set WORK.SIMULATED_UNIFORMS may be incomplete. When this step was stopped there were 0 observations and 0 variables. WARNING: Data set WORK.SIMULATED_UNIFORMS was not replaced because this step was stopped. NOTE: PROCEDURE COPULA used (Total process time): real time 0.00 seconds user cpu time 0.00 seconds system cpu time 0.00 seconds memory 339.25k OS Memory 29864.00k Timestamp 03/30/2018 10:48:35 AM Step Count 53 Switch Count 0 Page Faults 0 Page Reclaims 52 Page Swaps 0 Voluntary Context Switches 0 Involuntary Context Switches 0 Block Input Operations 0 Block Output Operations 16 101 102 103 OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK; 115 Please help me to solve this and help me to add same data using excel sheet.
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