Kapalı

SAS code for running regressions within a loop-2

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.

Beceriler: Veri İşleme

Daha fazlasını görün: regression loop sas, sas stata, sas code loop, fun sas code, sas loop2, running regressions loop sas, in sas, sas, regression, OBS, sorted, loop regression sas code, regression run, code variable, regression returns, run regression, monthly interest, regression data, data sas, generate code, words running, need code, data processing sas, sas loop, loop sas

İşveren Hakkında:
( 0 değerlendirme ) Gorham, United States

Proje NO: #60686

1 freelancer bu iş için ortalamada 100$ teklif veriyor

mohanganeesh

Trust us. We will give you a wonderful solution you will never believe.

in 15 gün içinde100$ USD
(0 Değerlendirme)
0.0