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.


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( 0 arvostelua ) Gorham, United States

Projektin tunnus: #60068

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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 Lisää

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