Date: Wed, 24 Dec 2008 13:11:16 -0600
Reply-To: ST <sheepsas@GMAIL.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: ST <sheepsas@GMAIL.COM>
Subject: How to save the slope of a regression model to a dataset?
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I have a dataset which has 10000 observations. For each obs, I want to
create a regression model (based on variable x and y in the dataset) using
previous 20 observations and save the estimated slope as a new variable in
the dataset. Totally, I will have 9980 slopes.
Can someone show me how to do this efficiently?