SAS Support Communities

Hi,   Even I have faced a lot of issues while configuring SCD type 2 in SAS DI. Currently I have followed the suggestions given by @Patrick. I have written a piece of code which will update the deployed jobs at run time with the required changes and it works fine.  This is seems to be a bug of SCD Type 2, I will try to raise it with SAS Tech Support and get it resolved, if possible. Thank you guys for your support.  ... View more

  I am not using sasadm user. The one which you are getting in the log is getting generated from the host file.    I have given permission to the work folder as well, but still the same error is coming.  ... View more

Hi,   I have included the libname statement in the same stored process which was generating the error and re-execute the same.   The log is as follows -    +libname apswork list; NOTE: Libref= APSWORK Scope= Kernel Engine= V9 Access= TEMP Physical Name= /tmp/SAS_workB97B0000710A_sasadm01.in/SAS_workDC6A0000710A_sasadm01.in Filename= /tmp/SAS_workB97B0000710A_sasadm01.in/SAS_workDC6A0000710A_sasadm01.in Inode Number= Access Permission= Owner Name= File Size= File Size (bytes)=   ... View more

Hi,   We are not declaring the APSWORK library reference in the code. We are using _TMPCAT variable which specifies temporary catalog name, and as per the stored process log, the variable _TMPCAT contains the following value -    _TMPCAT=APSWORK.TCAT03CA I believe this some stored process defined reserved macro variable which is getting generated automatically while executing the stored process.  ... View more

Actually I was referring to this dataset even the same was attached in my last response. While generating the shocks dataset, I used Twister generator and mentioned seed as 54321. But the same if I use the same parameters in base sas coding (through RAND function), generated random numbers are not getting tallied with Risk dimension generated random numbers. I am just trying to figure out the reason for this difference. ... View more

Thanks for your reply.   I have generated the random numbers both for monte carlo - covariance based method and monte carlo - model based method.  For the model based approach I have used single risk factor and for model based method I have used multiple risk factors. But then also both of the analysis are generating the same set of random numbers. I am not sure if it is referring to the covariance matrix or not.   Here I have attached the random numbers generated by system (only first 10 random numbers have been attached). I believe this will help to look into the matter in depth.    Below is the RD code that has been used -      SIMULATION MonteCarloSim_model             METHOD=montecarlo             DATA = HistoricalMarketData             HORIZON = (   1   )             INTERVAL = WeekDay             GENERATOR = twister             NDRAW = 251             SEED = 54321             ERRORMODEL = NORMAL             ; SIMULATION MonteCarloSim             METHOD=covariance              DATA = Covar_matrix_new             HORIZON = (   1   )             INTERVAL = WeekDay             GENERATOR = twister             NDRAW = 251             SEED = 54321             ERRORMODEL = ASFIT             ;     I am not able to understand the methodology that system is following to generate these random numbers. I am able to validate the sas - covarinace based monte carlo model in excel but not able to tally the random numbers (with constant seed value).          ... View more