Date:         Mon, 22 Mar 1999 09:05:24 -0500
Reply-To:     Kattamuri.Sarma@RESPONSEINSURANCE.COM
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         "Kattamuri S. Sarma" <Kattamuri.Sarma@RESPONSEINSURANCE.COM>
Subject:      Re: Fitting differential equation models
Comments: To: tra <tra@PROTEUS.CO.UK>
Content-type: text/plain; charset=us-ascii

If you can approximate your differential equations with difference equations (it
is possible in time series
  as the time is measured in years, months, or days, etc.), then you can use
SAS/ETS which can estimate individual
   equations, or  a system of  equations. Proc Model in SAS/ETS has a number of
choices for models and estimation  methods.     If the observations  represent
measurements at different points
   of time (equidistant.... weeks, days, months etc. ) then difference equations
are discrete analogues of differential
   equations. If the observations are not based on time, there should  at least
be a unique way that consecutive observations
   are related.    The ordering of the observations is not arbitrary.
    PROC MODEl is worth looking into before you start writing your code in IML.
Next to ETS, IML is the best choice
   for your problem .
 
 
   Kattamuri Sarma