Rolling regressions for backtesting

Market always generates huge volume time series data with millions of records. Running regressions to obtain the coefficients in a rolling time window is common for many backtesing jobs. In SAS, writing a macro based on the GLM procedu…

Numbers great and small: the problem of Big Datum

About once a month, a customer approaches SAS and asks a question of significance. By “significance”, I don’t necessarily mean “of great importance”, but instead I mean “of how SAS handles large numbers, or floating-point values with many significant digits”. In response, we always first ask why they asked. This […]

Example 9.22: shading plots and inequalities

A colleague teaching college algebra wrote in the R-sig-teaching list asking for assistance in plotting the solutions to the inequality x^2 – 3 > 0. This type of display is handy in providing a graphical solution to accompany an analytic one. RThe plot…

In database processing is great! (when you use it!)

Netezza and Teradata are both great examples of distributed processing databases that combine the power of SAS with their own platform to deliver a powerful analytics tool. The problem? Clients rarely use it. We have seen several clients who possess this functionality. Some of who purchased the DB at the request of the analysts, only […]

Not Documented, Not Exist?!

Weeks before I first got the column edit mode in SAS 9.3 Enhanced Editor. Since had no previous SAS versions in machine, I just checked the online documentation of SAS 9.2 in which it’s not mentioned (while documented in SAS 9.3) then I concluded the column mode is an exciting new feature in SAS 9.3: […]