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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>
Subject:      Re: Times-series analysis in SAS
Content-Type: text/plain; charset=ISO-8859-1


vvgsgor@DE.STATE.AZ.US (Stanley A. Gorodenski) wrote in message news:<>... > 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.

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