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	Generalized Roll 03.sas

	Estimate univariate price model for real data.

	This program uses the GRUnivariate macro (in the './Sas macros' subdirectory).

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*	Modify the following statement to set current directory to location of program;
x 'cd c:\Active\EMM Distribution\SAS Programs v0100';

options nodate nocenter nonumber ps=70 ls=120  sasautos=('./Sas Macros','.') mprint; 
libname SASData './Datasets';

ods pdf file='./Generalized Roll 03.pdf' style=serifPrinter;

proc print data=SASData.ct (obs=60) noobs;
	by symbol date;
	title "Generalized Roll 03.sas: Trades in MTZ, October, 2005";
	run;

%GRUnivariate(dsIn=SASData.ct, maOrder=5, price=price);
ods _all_ close;
