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Hi, didn't test it or anything, but why both the parameter "b" and
the global var "rho" ? Skip that attempted link and type'em directly:
%macro arsim(table=temp,n=1000,a=0,b=0.8 0.64 0.5 0.7 ,sig=1,seed=1);
%let Count = %eval( %length(&b) - %length (%sysfunc( compress(&b)))
+ 1 ) ;
%*more code;
%put &b ;
%put &count;
%mend;
%arsim;
s
On Fri, 20 Jan 2006 13:16:48 Z, Dirk Nachbar <Dirk.Nachbar@DWP.GSI.GOV.UK>
wrote:
>dear all
>
>previously I asked how to simulate AR processes in SAS. I have written a
macro
>which should do any AR(p) process. Unfortunately there are some errors. SAS
>doesn't like the reverse loop with the %eval function. Also SAS seperates
my
>rho parameters by the dot. How can I prevent that?
>
>options mprint mlogic;
>*the AR parameters;
>%let rho=0.8 0.64 0.5 0.7;
>*a=constant, sig is coefficient for error variance;
>%macro arsim(table=temp,n=1000,a=0,b=&rho,sig=1,seed=1);
>%let Count = %eval( %length(&b) - %length( %sysfunc( compress(&b) ) ) +
1 ) ;
>
>data &table;
>retain
> %do i=1 %to &count;
> y&i
> %end;
>0;
>do t= -&count to &n;
> y= &a
> %do i=1 %to &count;
> + %scan(&b,&i)*y&i
> %end;
> +&sig*normal(&seed);
> if (t > 0) then output;
> %do i=&count %to 2 by -1;
> y&i=y%eval(&i-1);
> %end;
> y1=y;
>end;
>run;
>%mend;
>
>%arsim(table=temp,n=100,a=1,b=&rho,sig=1,seed=1)
>proc reg;
>model y=y1-y4;
>quit;
>
>
>Dirk Nachbar
>Assistant Economist
>Pensim2
>Department for Work and Pensions
>Level 4, The Adelphi
>1-11 John Adam St
>WC2N 6HT London
>020 796 28531
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