LISTSERV at the University of Georgia
Menubar Imagemap
Home Browse Manage Request Manuals Register
Previous messageNext messagePrevious in topicNext in topicPrevious by same authorNext by same authorPrevious page (September 2001, week 3)Back to main SAS-L pageJoin or leave SAS-L (or change settings)ReplyPost a new messageSearchProportional fontNon-proportional font
Date:         Thu, 20 Sep 2001 07:36:58 -0700
Reply-To:     Yvette <hollied@OLIN.WUSTL.EDU>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Yvette <hollied@OLIN.WUSTL.EDU>
Organization: http://groups.google.com/
Subject:      Re: Times-series analysis in SAS
Content-Type: text/plain; charset=ISO-8859-1

Thanks.

vvgsgor@DE.STATE.AZ.US (Stanley A. Gorodenski) wrote in message news:<3BA8B7BE.E0DC129@de.state.az.us>... > My suggestion is pretty simplistic, since I am not a sophisticated sas programmer. You probably have already thought of this. > Sort in descending order by your time variable, create the lagged variables you want with the lag statements, and then match back > to your original file by your time variable. I am sure there is a more efficient way to do this, but this is my 2 cents > contribution. > Stan > > Yvette wrote: > > > I am trying to look at some data going forward rather than coming from > > behind but I am not quite sure how to program this in SAS. Any > > assistance would be appreciated. > > > > For example, normally we might see the following equation: > > > > Y(at time t) = X(t-1) + X(t-2) +X(t-3) + X(t-p) + some error term > > > > HOWEVER, I am trying to examine the residual affects going forward > > using a time-series analysis: > > > > Y(at time) = X(t+1) + X(t+2) +X(t+3) + X(t+p) + some error term > > > > I expect most of the residual affect to be found in the X(t+1) period > > and then some beyond that but I'm not sure what P might equal at this > > point. > > > > Thanks.


Back to: Top of message | Previous page | Main SAS-L page