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[SAS] Questions EWMA & CuSum

Discussion in 'BBS Hangout' started by Grumbler, Apr 16, 2013.

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  1. Grumbler

    Grumbler Member

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    hi guys, need help to develop algorithms in SAS on Exponentially Weighted Moving Averages & Cumulative Sum. i know the basic concept and the SAS procedures used ARIMA and CUSUM etc. just need some more detailed help with a fake example and parameter selection.

    for example, 1 month worth of daily data on the count of car accident. what's the syntax of proc cusum and the initial parameters? like mu0, sigma0. how do you select those?

    day 1, 0
    day 2, 3
    day 3, 1
    .
    .
    .

    thanks.
     
  2. Jontro

    Jontro Member

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    My head hurts.

    Jennifer Lawrence is hot.
     

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