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

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

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

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