Hi SAS Community, I'm currently using a macro to run rolling regressions where every year the data size increases, i.e. 2009, 2009-2010, 2009-2011 etc., with the following code. ods graphics off; ods listing close; %macro loopOverYears; %do i=2009 %to 2018; ods output ParameterEstimates=Output&i; proc sort data=import; by GIC_SECT Year; proc glm data=import; class GIC_SECT Year; model logtotal = GIC_SECT Year logrev logassets logcapx gmar levg / solution; where year<=&i; run; %if &i = 2009 %then %do; data AllEstimates; set output&i; endYear=&i; run; %end; %else %do; data output&i; set output&i; endYear=&i; run; data AllEstimates; set AllEstimates output&i; run; %end; %end; ods listing; %mend; %loopOverYears; From here, I need to be able to use the coefficients from these regression results to predict next year's logtotal based on next year's independent variables (GIC_SECT Year logrev logassets logcapx gmar levg). For example, I would run a regression for a data subset 2009-2015 and then use these results to predict logtotal in 2016 based on the independent variables in 2016. Does anyone know how I might accomplish this?
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