Simulate An RSLN Model in SAS

Simulate An RSLN Model in SAS

Today is not all about SAS. The class of Regime Switching Log Normal (RSLN) Models is a widely accepted class of models of equity returns. Regime switching models assume that a process switches between regimes randomly, where each regime has a different parameter set...
Stuck on a SAS Problem? Ask for Help

Stuck on a SAS Problem? Ask for Help

Have you ever been in a situation where you know what you want SAS to do, but you can not quite figure out how? I sure have. Luckily, there is help out there and plenty of experienced SAS users who are willing to guide you. That is why I devote this blog post to one...
Convert from Character to Date

Convert from Character to Date

In the blog posts Convert from Character to Numeric and Convert from Numeric to Character I demonstrate the correct way of converting variable types in SAS by use of the INPUT and PUT Function respectively. A common use of converting a variable from character to...

What SAS Books Are On My Shelf?

I like the SAS programming language and I especially like doing statistics in it. Also, I like to gain knowledge and learn about topics not yet familiar to me. One of the best ways to do this is through the many books out there, covering many different topics. My SAS...
Moving Average Example in SAS

Moving Average Example in SAS

When work with transactions or time series data, it is often convenient to create a moving average. I have seen many different ways of computing moving averages in SAS. Some more efficient than others. In this post, I present three different examples of computing...
Visualize the Central Limit Theorem in SAS

Visualize the Central Limit Theorem in SAS

The central limit theorem is one of most important concepts in all of statistics. If you are not at all familiar with it, consult any introductory statistics book or watch this great introduction at Khan Academy. Shortly put, the central limit theorem says that if we...