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Hi, How can I obtain the p-value of the ADF test, which uses AIC or BIC to determine the lag for residuals, in order to test the stationarity of the residuals of a linear regression model? I have tried proc arima but don’t know how to set the AIC/BIC option for lag length. The input data and my code: data df;
input month dep ind1 ind2 ind3;
cards;
1 -4.66344 0.5337595 1.533904 -0.1824561
2 -4.27203 0.5371667 1.638746 -0.2840759
3 -4.31303 0.5187737 1.708084 -0.208212
4 -3.46126 0.501581 1.773411 0.7434088
5 -3.10906 0.5024615 -0.7010086 0.4447428
6 -2.83321 0.50575 0.7289928 0.2619768
7 -2.74544 0.4943883 0.7419567 0.7679318
8 -3.30505 0.4825768 0.7544792 0.273685
9 -3.28185 0.468799 0.9924411 -0.1544852
10 -3.54578 0.4705212 1.133435 0.6179188
;
run;
proc reg
data=df;
model dep = ind1 ind2 ind3 ;
OUTPUT OUT=model_output_c predicted= pred residual=resid;
run;
proc arima data=model_output_c;
identify var=resid STATIONARITY=(ADF) ;
run;
Thank you!
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Welcome to the Nordic FANS AML Network meeting
If you are a SAS user/customer working with AML, you are welcome to join us for this FANS Network meeting about AML (Anti-Money Laundering).
Date: 21/6-2024
Time: 9:00-12:00 CET (light breakfast from 8.30 and Lunch after the Network meeting)
Type: Hybrid (only for SAS AML customers/prospects) Locations:
Microsoft Teams, or
SAS Institute, Havneholmen 8, 2450 København SV
SAS Institute, Frederiks Plads 36 4., 8000 Aarhus C
SAS Institute, Stora Frösunda Gård, 169 70 Solna
Register: Denmark / Finland / Norway / Sweden
The join link will be sent to you before the meeting.
Agenda
Breakfast (8.30-9.00 am)
Will be updated…
If you have any questions, do not hesitate to give us a call or send us an email:
Henrik Koch
Fraud Practice Nordics
T: +45 27 25 28 03
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Can someone please explain difference between bquote and str in sas with a working example.I am aware of theoretical difference between them.
But ,I want to understand with example which shows why str can't be used in place of bquote
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