10%macro stm_allocate(gen_type =) / minoperator;
16 market_alloc_model_type
19 %let market_alloc_model_type=instrument_level;
20 %
if %SYMEXIST(post_run_flag)=1 %then %
do;;
21 %
if %sysevalf(%superq(post_run_flag)=TRUE,
boolean) %then %
do;
22 %let market_alloc_model_type=aggregate_level;
26 %
if market_alloc_model_type=instrument_level %then %
do;
28 data &ds_out_generation.;
29 set &ds_in_analysis_data.(obs=0);
32 data &ds_out_elimination.;
33 set &ds_in_analysis_data.(obs=0 keep=instid);
38 %
if &market_alloc_model_type.=aggregate_level %then %
do;
41 %irmst_market_agg_bep_analysis(ds_in_portfolio = &ds_out_model_result.
42 , ds_in_projection = &ds_in_bep_expectations.
43 , ds_out = &ds_out_model_result.
44 , target_var = &bep_target_var.
45 , absoluteValue_var = absoluteValue
46 , by_vars = &segmentation_vars.
48 , horizon_var = ActivationHorizon
49 , scenario_var = bepName