In the following program (with output), I get the message midway through the loop:
## SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points
The Error Occurred At Location 315, Line 13 of loop/block
Can't see why this happens. Any help will be most welcome.
Thanks
Lakshman
Code: Select all
calendar 1999 1 12
allocate 2021:12
open data k:\other\RetirementUpdate\USmonthlydata.xlsx
data(format=xlsx,org=obs) 2000:1 2021:4 SP500TOTRETURN TBILL3MONTHTOTRETURN
set ShRtn = Log(SP500TOTRETURN(t))-Log(SP500TOTRETURN(t-1))
set bondRtn = Log(TBILL3MONTHTOTRETURN(t))-Log(TBILL3MONTHTOTRETURN(t-1))
compute C=500
declare vector prodretmean(c)
declare vector shpathmean(c)
declare vector prodret(c)
declare vector prodretend(500)
do loops=1,500
compute withdrawrate = 0.25
**bootstrapping monthly returns ***
compute Count=1
*******To age 90**********
do Iter=1,360
boot entries 2006:1 2006:1 2000:1 2021:4
set shpathRtn 2006:1 2006:1 = shRtn(entries(t))
stats(noprint,fractiles) shpathrtn
compute shpathmean(count) = %mean
dis shpathmean(count)
*** Shares only *****
If count==1
{
compute prodret(count) = 100*(1+shpathmean(count)) - withdrawrate
dis prodret(count)
}
Else
{
compute prodret(count) = prodret(count-1)*(1+shpathmean(count))-withdrawrate
}
compute count = Count + 1
dis Iter
end do Iter
dis prodret
compute prodretend(loops) = prodret(360)
end do loops
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NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
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## SR10. Missing Values And/Or SMPL Options Leave No Usable Data Points
The Error Occurred At Location 315, Line 13 of loop/block