I'm working on a project where I develop trend change indicators. One of them involves linear regression looking at 12 months, that is, I enter with 12 consecutive points from a time series and I want the thirteenth forecast. Behind some searches I checked that the "proc reg" procedure returns the point I need. However I have to do this procedure thousands of times, because I only get the point if I make a table with 13 rows. Does anyone know a solution, or some function that I can use and replace the proc's call? Thank you.
Linear Regression SAS
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asked by anonymous 16.06.2014 / 03:29
1 answer
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"Reg proc" you should be talking about regression procedures if you look deep you will notice that there are different classes. The simplest way I see is to apply linear regression simply by looking at past values to predict the future ie the path you took still seems to be the best option, I can still imagine using a linear interpolation that is widely used when want to find unknown values between two points and of course can be used as analysis to predict any point from previous values, a practical example can be found on this site , for example enter a sequence and leave the last value empty and see the result, as said before it is possible to predict values in any position.
16.06.2014 / 04:02