SAS code for running regressions within a loop

CRSP monthly returns are sorted by firm-month. Within each firm, we need to run a regression using the previous 60 observations (if available), and produce the residual of the regression as the observation variable of interest for the 61st observation. In other words, obs 1-60 are used to generate a res_value for the 61st observation. Similarly, obs 2-61 are used to generate a res_value for the 62nd observation, etc.


Veja mais: compare monthly returns sas code, in sas, sas, regression, OBS, sorted, loop regression sas code, regression loop sas, regression run, code variable, regression returns, run regression, monthly interest, generate code, words running, need code, sas loop, loop sas, sas code loop, running regressions loop sas

Acerca do Empregador:
( 0 comentários ) Gorham, United States

ID do Projeto: #60068

1 freelancer está oferecendo em média $100 para esse trabalho


Hello, I have wide area experience in open source technology like php/c++/linux/so files/fusebox AND WINDOW based ASP,COM,DCOM,MTS,VB,VC++,.NET,SAS Programming. We have expertise in the SAS Programming. Please fo Mais

$100 USD em 1 dia
(0 Comentários)