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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


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