各位大侠,近日学习SAS/ETS的manual,其中Probdf函数应用一个有个例子存疑,请各位赐教:
有简单时间序列数据集test含变量y,共104个数据,probdf函数应用有例子如下:
data test1;
set test;
yl = lag(y);
yd = dif(y);
yd1 = lag1(yd); yd2 = lag2(yd);
yd3 = lag3(yd); yd4 = lag4(yd);
run;
proc reg data=test1 outest=alpha covout;
model yd = yl yd1-yd4 / noprint;
run;
data _null_;
set alpha;
retain a;
if _type_ = ’PARMS’ then a = yl - 1;
if _type_ = ’COV’ & _NAME_ = ’YL’ then do;
x = a / sqrt(yl);
p = probdf( x, 99, 1, "SSM" );
put p= pvalue5.3;
end;
run;
我用数据跑了下不行,怀疑程序if _type_ = ’COV’ & _NAME_ = ’YL’ then do;
中应为_NAME_ = ’Y1’ ,修改后仍不行,发现x的赋值语句不起作用,百思不得其解,请高人指点,谢谢。