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On Oct 29, 5:00 pm, Selina <cnfengshu...@gmail.com> wrote:
> Hi,
>
> 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.
>
> Best,
> Selina
Selina,
There's an answer to your question on RunSubmit.com at:
http://www.runsubmit.com/questions/92/rolling-window-autocorrelation
Jay Stevens
http://www.runsubmit.com
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