The DO Loop
Statistical programming in SAS with an emphasis on SAS/IML programs
This is the third and last introductory article about how to bootstrap time series in SAS. In the first article, I presented the simple block bootstrap and discussed why bootstrapping a time series is more complicated than for regression models that assume independent errors. Briefly, when you perform residual resampling
Have you ever heard of the DOLIST syntax? You might know the syntax even if you are not familiar with the name. The DOLIST syntax is a way to specify a list of numerical values to an option in a SAS procedure. Applications include: Specify the end points for bins
As I discussed in a previous article, the simple block bootstrap is a way to perform a bootstrap analysis on a time series. The first step is to decompose the series into additive components: Y = Predicted + Residuals. You then choose a block length (L) that divides the total