On Oct 29, 5:00 pm, Selina <cnfengshu...@gmail.com> wrote:
> I want to do arollingwindowautocorrelation with by ID groups. For
> each ID group, I want to calculate the autocorrelation using 36 months
> of observations. Is there any easy way to do this? I checked PROC
> EXPAND, but it seems to have no such function. Thank you very much.
There's an answer to your question on RunSubmit.com at: