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Hash Objects: When LAGging Behind Just Doesn’t Work

Friday, May 5 l 11 a.m. – Noon ET

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This complimentary webinar is hosted by the Insurance and Finance SAS Users Group (IFSUG).

When modeling time series data, we often use a LAG of the dependent variable. The LAG function works great for this, until you try to predict out into the future and need the model's predicted value from one record as an independent value for a future record. This webinar examines exactly how the LAG function works, and explains why it doesn't in this case.

You’ll also learn how to:

  • Create a hash object that will accomplish a LAG of any value.
  • Load the initial data.
  • Add predicted values to the hash object.
  • Extract those values when needed as an independent variable for future observations.

Space is not limited for this webinar. Please register to attend live or to receive the on-demand content after the event.

Presented by Andrea Wainwright-Zimmerman, Verizon Wireless

Andrea has been writing computer programs for over 35 years. She worked for Capital One for 15 years and is now a contractor working for Verizon in the finance department. She has presented at VASUG, NESUG and SESUG, where she was the academic conference chair in 2013; and at SAS® Global Forum, where she has earned an honorable mention and a best contributed paper award. Andrea is a member of the SESUG EC and is the IFSUG chair.


About the Insurance and Finance SAS® Users Group (IFSUG)
IFSUG is open to all SAS users in the financial services industry. Its purpose is to provide a forum for the exchange of ideas and information, and to facilitate SAS skills development. To learn more and join the group, visit the IFSUG website.

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