01-04-2018
oriti
Fluorite | Level 6
Member since
05-22-2013
- 39 Posts
- 7 Likes Given
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- 1 Likes Received
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Latest posts by oriti
Subject Views Posted 1331 12-20-2016 05:43 AM 1358 12-14-2016 05:06 AM 2338 09-26-2014 09:49 AM 2405 09-26-2014 09:27 AM 8399 09-18-2014 11:31 AM 8192 09-18-2014 10:56 AM 8399 09-18-2014 10:50 AM 8690 09-18-2014 08:04 AM 1369 07-14-2014 08:01 AM 1592 05-07-2014 05:40 AM -
Activity Feed for oriti
- Got a Like for Re: Matrix is singular. 01-03-2018 12:49 PM
- Liked Re: Interpolate time series data between variables and new variables for ballardw. 12-20-2016 05:44 AM
- Posted Re: Interpolate time series data between variables and new variables on SAS Programming. 12-20-2016 05:43 AM
- Liked Re: Interpolate time series data between variables and new variables for frajuc. 12-20-2016 05:43 AM
- Posted Interpolate time series data between variables and new variables on SAS Programming. 12-14-2016 05:06 AM
- Posted Re: SAS/IML and SAS/STAT on SAS/IML Software and Matrix Computations. 09-26-2014 09:49 AM
- Posted SAS/IML and SAS/STAT on SAS/IML Software and Matrix Computations. 09-26-2014 09:27 AM
- Posted Re: Eigenvalues on SAS/IML Software and Matrix Computations. 09-18-2014 11:31 AM
- Posted Re: Eigenvalues on SAS/IML Software and Matrix Computations. 09-18-2014 10:56 AM
- Posted Re: Eigenvalues on SAS/IML Software and Matrix Computations. 09-18-2014 10:50 AM
- Posted Eigenvalues on SAS/IML Software and Matrix Computations. 09-18-2014 08:04 AM
- Posted Using simulation to compute p-values on SAS/IML Software and Matrix Computations. 07-14-2014 08:01 AM
- Liked Re: Calling functions/code in the S-plus language? for jakarman. 05-07-2014 05:42 AM
- Liked Re: Calling functions/code in the S-plus language? for Reeza. 05-07-2014 05:41 AM
- Posted Re: Calling functions/code in the S-plus language? on SAS/IML Software and Matrix Computations. 05-07-2014 05:40 AM
- Posted Re: Calling functions/code in the S-plus language? on SAS/IML Software and Matrix Computations. 05-05-2014 10:06 AM
- Posted Calling functions/code in the S-plus language? on SAS/IML Software and Matrix Computations. 05-05-2014 04:42 AM
- Posted Re: Solving OLS regression after cleaning empty columns on SAS/IML Software and Matrix Computations. 04-25-2014 08:37 AM
- Posted Re: Solving OLS regression after cleaning empty columns on SAS/IML Software and Matrix Computations. 04-24-2014 02:11 PM
- Posted Re: Solving OLS regression after cleaning empty columns on SAS/IML Software and Matrix Computations. 04-24-2014 11:21 AM
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Posts I Liked
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My Liked Posts
Subject Likes Posted 1 02-04-2014 02:37 PM
12-20-2016
05:43 AM
Thank you!!
you gave me few ideas and I used the expand procedure to fill missing values.
In addition I added a spline function (msplint) to add more variables that I needed.
... View more
12-14-2016
05:06 AM
Hello,
I have time series of interest rate data. I enclosed a small example of the data .
Part of the variables start in a later point of time.
Take for example the 16-09-93. I have data on interest rate of 6_month, 1_year 2_year 3_year 5_year 7_year 10_year 30_year. I'm intersted to know also 1_month 3_month 20_year which are missing at that date. In addition I'm interested the interest rate of new variable 4_year 6_year 8_year 9_year which are not in the data set.
I would appreciate any help.
Thanks,
Or
observation_date
1_month
3_month
6_month
1_year
2_year
3_year
5_year
7_year
10_year
20_year
30_year
16-09-93
3.16
3.39
3.88
4.19
4.74
5.12
5.37
6.01
17-09-93
3.17
3.39
3.89
4.19
4.75
5.11
5.38
6.04
20-09-93
3.16
3.41
3.92
4.23
4.79
5.13
5.42
6.08
21-09-93
3.14
3.38
3.9
4.21
4.8
5.19
5.47
6.14
22-09-93
3.15
3.39
3.9
4.22
4.81
5.17
5.45
6.1
23-09-93
3.15
3.39
3.87
4.22
4.8
5.15
5.42
6.06
24-09-93
3.15
3.39
3.9
4.22
4.81
5.14
5.42
6.06
27-09-93
3.1
3.32
3.81
4.12
4.69
5.01
5.3
5.97
28-09-93
3.12
3.32
3.79
4.11
4.67
4.98
5.28
5.94
29-09-93
3.15
3.36
3.84
4.19
4.74
5.03
5.35
6
30-09-93
3.13
3.39
3.89
4.24
4.79
5.11
5.4
6.04
01-10-93
3.11
3.35
3.84
4.18
4.72
5.03
5.34
6.12
5.98
04-10-93
3.17
3.35
3.85
4.16
4.71
5.04
5.34
6.1
5.99
05-10-93
3.2
3.38
3.86
4.18
4.72
5.05
5.35
6.12
6.01
06-10-93
3.04
3.19
3.36
3.85
4.16
4.7
5.05
5.35
6.12
6.01
07-10-93
3.05
3.17
3.35
3.83
4.15
4.69
5.05
5.33
6.11
6.01
08-10-93
3.05
3.16
3.33
3.78
4.09
4.61
4.96
5.26
6.02
5.92
12-10-93
3.12
3.21
3.36
3.82
4.11
4.64
4.97
5.27
6.02
5.92
13-10-93
3.1
3.2
3.36
3.84
4.11
4.64
4.98
5.27
6.03
5.92
14-10-93
3.08
3.18
3.36
3.82
4.09
4.61
4.93
5.23
5.98
5.86
I need :
1_month
3_month
6_month
1_year
2_year
3_year
4_year
5_year
6_year
7_year
8_year
9_year
10_year
11_year
12_year
….30_year
.
... View more
09-26-2014
09:49 AM
You right in general. But I have a VAR model which is in my case three equation and can be more. So it will be really efficient if it is possible to plug in the coefficient matrix into SAS/STAT. Is it possible?
... View more
09-26-2014
09:27 AM
Dear all, I wrote a sas/iml code which compute a coefficients matrix of three OLS regressions. (VAR model) Is it possible to plug in this matrix in VAR model at SAS/STAT in order to calculate the residuals? (residual=y-yhat) and then the covariance matrix between the residuals? Usually the SAS regression procedures compute the matrix of the coefficients. Here I want to give the X, coefficient's matrix and then to compute the residuals. I'll appreciate any information, Thanks, Orit
... View more
09-18-2014
11:31 AM
The first column is eigenvalue through proc princom 1 2.55176487 2.10352974 0.8506 0.8506 2 0.44823513 0.44823513 0.1494 1.0000 3 0.00000000 0.0000 1.0000 proc iml 0.9882288 0 0.9467909 0 0.1529008 0 As you can see the results are really different, The proc iml results are more logical Thanks, Orit
... View more
09-18-2014
10:50 AM
Thank you for your reply!! The results between SAS/IML and proc princom are really different.
... View more
09-18-2014
08:04 AM
Dear all, I need to find the eigenvalues of 3*3 matrix. I get 3*2 matrix as an answer for eigenvalues. (The second column is zero's) How can it be? Why I don't get a vector? Thank you, Orit I enclose the code: proc iml; m={0.145373 0.018866 -0.000675, -0.261593 1.0143407 0.0145192, 1.4433602 -0.116446 0.9282068}; eigm=eigval(m); print eigm; THE ANSWER: 0.9882288 0 0.9467909 0 0.1529008 0
... View more
07-14-2014
08:01 AM
Dear all, Dear Rick, I simulated 20,000 data of OLS coefficients under the null that the coefficient is equal to zero. Now I have 20000 simulated data and one observed coefficient. I want to calculate the p - value.( The probability of getting the results I did given that the null hypothesis is true) In Rick Wicklin's book, he suggested for chi-square procedure: pval=sum(Q>=qObs)/Numsample; But in my case is it right? Isn't it p-value for one-tailed test ? Do I need to take pval=2*sum(Q>=qObs)/Numsample; Thank's, Orit
... View more
05-07-2014
05:40 AM
Thank you all! Well, the paper is from 2005 and the code (S-plus) just has been used in a paper from 2014. but, It's not a common procedure... Great community, thanks again, Orit
... View more
05-05-2014
10:06 AM
Thanks Rick, You have a chapter in your book about calling functions in the R language, so I thought maybe there is an easy way for the SAS/IML and S-plus to 'talk' with each other. Well, unfortunately the code in S_plus is really long.. But your article helped and first I'm going to prepare " S-plus to SAS/IML cheat sheet". If you or anyone else have more tips I'll really appreciate that. Thank you, Orit
... View more
05-05-2014
04:42 AM
Dear all, I have a S-plus code that accompanies the publication in a journal. Is there a way to use it in SAS/IML? Ideas? I'm not familiar with the S-plus language and this code is really important. Thanks, Orit
... View more
04-25-2014
08:37 AM
Brilliant !! Thanks so much, Orit
... View more
04-24-2014
02:11 PM
Dear Rick, Yes you right. When the variable is a column of zero the coefficient should be missing. The matrix of the coefficients should be something like: bo b1 b2 b3 b4 b5 b6 sim1 0.5 0.2 0.3 . 0.8 0.9 0.05 sim2 0.5 0.2 0.3 0.8 0.8 . 0.05 sim3 0.5 0.2 0.3 . 0.8 0.9 . sim4 0.5 0.2 0.3 0.7 0.8 0.9 0.33 etc.. I would really appreciate your opinion. Thanks, Orit
... View more
04-24-2014
11:21 AM
Dear Rick, Thank you for your great tips! Given I have both of your books, maybe there are pages that you recommend me to read about the generalizations ..? Have a great day, Orit
... View more