10-18-2016
LawrenceYu01
Fluorite | Level 6
Member since
06-25-2016
- 11 Posts
- 3 Likes Given
- 0 Solutions
- 0 Likes Received
-
Latest posts by LawrenceYu01
Subject Views Posted 2061 10-17-2016 11:48 AM 2100 10-06-2016 09:40 AM 1471 10-06-2016 09:11 AM 1478 10-05-2016 04:11 PM 2355 08-08-2016 03:23 PM 2408 07-29-2016 03:51 PM 2450 07-26-2016 11:09 AM 2475 07-24-2016 11:00 AM 2507 07-22-2016 12:57 PM -
Activity Feed for LawrenceYu01
- Posted Re: How to perform a What-If Analysis in SAS/ETS on SAS Forecasting and Econometrics. 10-17-2016 11:48 AM
- Posted How to perform a What-If Analysis in SAS/ETS on SAS Forecasting and Econometrics. 10-06-2016 09:40 AM
- Posted Re: can do What-if analysis by using SAS/ETS? on SAS Forecasting and Econometrics. 10-06-2016 09:11 AM
- Liked Re: can do What-if analysis by using SAS/ETS? for ShelleySessoms. 10-06-2016 09:11 AM
- Posted Re: can do What-if analysis by using SAS/ETS? on SAS Forecasting and Econometrics. 10-05-2016 04:11 PM
- Posted Re: Run cross validation for an autoregressive model on SAS Forecasting and Econometrics. 08-08-2016 03:23 PM
- Liked Re: Run cross validation for an autoregressive model for bbridgerb. 08-08-2016 03:07 PM
- Posted Re: Run cross validation for an autoregressive model on SAS Forecasting and Econometrics. 07-29-2016 03:51 PM
- Liked Re: Run cross validation for an autoregressive model for bbridgerb. 07-29-2016 03:51 PM
- Posted Re: Run cross validation for an autoregressive model on SAS Forecasting and Econometrics. 07-26-2016 11:09 AM
- Posted Re: Run cross validation for an autoregressive model on SAS Forecasting and Econometrics. 07-24-2016 11:00 AM
- Posted Run cross validation for an autoregressive model on SAS Forecasting and Econometrics. 07-22-2016 12:57 PM
-
Posts I Liked
Subject Likes Author Latest Post 1 1 1
10-17-2016
11:48 AM
Thank you! After you got the data set Sensitivity1Pct how do you estimate the effect of a change of an independent variable on the dependent variable while keeping all the other terms fixed? Thank you for your help!
... View more
10-06-2016
09:40 AM
Hi, I want to see how sensitive of each variable to a response variable in percentage for a time series model generated by an ARIMA procedure in SAS/ETS, for instance, I have a model as follows: Y(1) = AR(1) + MA(1) + aX + bZ + cR, where Y(1) is a first-order difference term of the response variable, AR(1) is a first-order autocorrelation term, MA(1) is a first-order moving average term, and X, Z, R are the predictor variables in the model. Each of them has its own coefficient, and I want to see the percentage change of the response variable while each predictor variable changes for 1%, for instance, Variable Sensitivity- Impact of One Point Change on Y(1) Predictor Variable Sensitivity AR(1) 30% MA(1) 1.5% X -19% Z -11% R -30% How can I generate this kind of table for a time series model in SAS/ETS? Thank you for your help! Lawrence
... View more
10-06-2016
09:11 AM
Thank you.
... View more
10-05-2016
04:11 PM
Same question here, the documentation is not very clear.
... View more
08-08-2016
03:23 PM
Thank you very much!
... View more
07-29-2016
03:51 PM
Thank you for your reply. Could you please elaborate more on how to split up sample and run AUTORET multiple times? I appreciate your time.
... View more
07-26-2016
11:09 AM
Anybody knows how to do it ...?
... View more
07-24-2016
11:00 AM
I think an alternative way is to create lagged varaibles manually and run the regression, but the thing is that how do we create lagged values for error terms? Thank you.
... View more
07-22-2016
12:57 PM
Hello guys, I would like to know if there is any way to run a cross validaiton estiamte for an autoregressive model. For instance, I have a model after using glmselect to run cross validation estimates like this: I also ran autoreg to generate an autoregressive model, like this: Now I have two more lag terms here, how can I write a code to generate a cross validation estimates with those two lag terms? Or is there any other way to keep them in my model? Thank you. Lawrence
... View more