/******************************************************************************
 * Programme : L'astuce SAS IML pour implémenter des régressions récursives (Méthode Brown et al.)
 * Reference : MACROC3148
 * Source    : https://www.wearecas.eu/de/sampleCode/MACROC3148
 ******************************************************************************/

/* --- BLOC 1 --- */
%macro cusum(
	data=_last_,   /* name of input data set */
	yvar=,         /* response variable */
	xvars=,        /* predictor variables */
	out=cusum      /* name of output data set */
	);

proc iml;
   use &data;
   read all var {&xvars} into x[ colname=xname ];
   read all var {&yvar}  into y[ colname=yname ];
   close &data;
   /* ... Calculs matriciels et récursivité ... */
   create &out from x [ colname=rnames ];
   append from x;
quit;

data &out;
	set &out;
	label
		residual='Recursive residual'
		cusum='CUSUM value'
		cusumss ='Cumulative SS';
%mend;