SAS/ETS 9 22 User''''''''s Guide 1 ppt
SAS/ETS 9.22 User''''s Guide 1 ppt
... SAS Institute Inc. 2 010 . SAS/ETS
®
9. 22 User’s Guide.
Cary, NC: SAS Institute Inc.
SAS/ETS
®
9. 22 User’s Guide
Copyright © 2 010 , SAS Institute Inc., Cary, NC, USA
ISBN 97 8 -1- 60764-543-6
All rights ... 52 .227 - 19 ,
Commercial Computer Software-Restricted Rights (June 19 8 7).
SAS Institute Inc., SAS Campus Drive, Cary, North Carolina 27 513 .
1st electronic book, May...
SAS/ETS 9.22 User''''s Guide 3 ppt
... and moving-average modeling and forecasting
X 11 seasonal adjustment (Census X -11 and X -11 ARIMA)
X12 seasonal adjustment (Census X -12 ARIMA)
Macros
SAS/ETS software includes the following SAS ... weathering (Khan 19 9 0)
learning curve analysis for predicting manufacturing costs of aircraft (Le Bouton 19 8 9)
analyzing Dow Jones stock index trends (Early, Sweeney, and Zekavat 19 8...
SAS/ETS 9.22 User''''s Guide 8 pptx
... 01DEC 19 9 0
8 JAN 19 9 1 134.6 11 323 01JAN 19 9 1
9 FEB 19 9 1 134.8 11 354 01FEB 19 9 1
10 MAR 19 9 1 135.0 11 382 01MAR 19 9 1
11 APR 19 9 1 135.2 11 413 01APR 19 9 1
12 MAY 19 9 1 135.6 11 443 01MAY 19 9 1
13 JUN 19 9 1 136.0 11 474 ... 01JUN 19 9 0
2 JUL 19 9 0 13 0.4 11 1 39 01JUL 19 9 0
3 AUG 19 9 0 13 1.6 11 170 01AUG 19 9 0
4 SEP 19 9 0 13 2.7 1...
SAS/ETS 9.22 User''''s Guide 12 ppt
... SEP 19 9 0 13 2.7 13 1.6 1. 1
5 OCT 19 9 0 13 3.5 13 2.7 0.8
6 NOV 19 9 0 13 3.8 13 3.5 0.3
7 DEC 19 9 0 13 3.8 13 3.8 0.0
8 JAN 19 9 1 134.6 13 3.8 0.8
9 FEB 19 9 1 134.8 13 4.6 0.2
10 MAR 19 9 1 135.0 13 4.8 0.2
11 APR 19 9 1 135.2 ... Functions ✦ 10 5
run;
Figure 3 .16 USCPI Data Set with Lagged and Differenced Series
Plot of USCPI Data
Obs date cpi cpilag cpidif...
SAS/ETS 9.22 User''''s Guide 13 pptx
... JUN 19 9 1 ACTUAL 0 13 6.000
38 JUN 19 9 1 FORECAST 0 13 6 .14 6
39 JUN 19 9 1 RESIDUAL 0 -0 .14 6
40 JUL 19 9 1 ACTUAL 0 13 6.200
41 JUL 19 9 1 FORECAST 0 13 6.566
42 JUL 19 9 1 RESIDUAL 0 -0.366
43 AUG 19 9 1 FORECAST 1 136.856
44 ... New_York
1 JAN90 12 8 .1 132 .1 135 .1
2 FEB90 1 29. 2 13 3.6 13 5.3
3 MAR90 1 29. 5 13 4.5 13 6.6
4 APR90 13 0.4 13 4...
SAS/ETS 9.22 User''''s Guide 19 pptx
... restart update method of Powell ( 19 7 7) and Beale ( 19 7 2).
FR
performs the Fletcher-Reeves update (Fletcher 19 8 7).
PR
performs the Polak-Ribiere update (Fletcher 19 8 7).
CD
performs a conjugate-descent ... is done.
HS =1 specifies the Moré ( 19 7 8) scaling update:
d
.kC1/
i
D max
Ä
d
.k/
i
;
q
max.jH
.k/
i;i
j; /
HS=2 specifies the Dennis, Gay, & Welsch ( 19 8 1) scaling...
SAS/ETS 9.22 User''''s Guide 20 pptx
... = 1 to 10 ;
x1 = 5
*
ranuni(456);
x2 = 10
*
ranuni( 456);
x3 = 2
*
rannor (14 56);
e1 = rannor (14 56);
e2 = rannor(4560);
tmp1 = 0.5
*
e1 - 0 .1
*
e2;
tmp2 = -0 .1
*
e1 - 0.3
*
e2;
y1 = 7 + 8.5
*
x1 ... York: Academic Press.
References ✦ 1 89
Powell, J.M.D. ( 19 7 7), “Restart Procedures for the Conjugate Gradient Method,” Math. Prog., 12 ,
2 41 254.
ODS Table Names ✦ 18 7
Figure...
SAS/ETS 9.22 User''''s Guide 31 ppt
... Pr > |t| Lag
MU -0. 12 28 0 0 .1 090 2 -1. 13 0.26 09 0
AR1 ,1 1 .97 607 0.05 499 35 .94 <.00 01 1
AR1,2 -1. 37 499 0. 099 67 -13 .80 <.00 01 2
AR1,3 0.34336 0.05502 6.24 <.00 01 3
Constant Estimate -0.00682
Variance ... 53. 3225 6 0.0 492 6 10 82. 51 <.00 01 0 y 0
NUM1 -0.56467 0 .224 05 -2.52 0. 012 3 0 x 3
NUM1 ,1 0.42623 0.46472 0 .92 0.3 598 1 x 3
NUM1,2 0. 299...
SAS/ETS 9.22 User''''s Guide 33 pptx
... portmanteau Q test statistics
(McLeod and Li 19 8 3), Engle’s Lagrange multiplier tests (Engle 19 8 2), tests from Lee and King
( 19 9 3), and tests from Wong and Li ( 19 9 5). Test statistics and significance ... Technometrics, 22, 3 89 396 .
Kohn, R. and Ansley, C. ( 19 8 5), “Efficient Estimation and Prediction in Time Series Regression
Models,” Biometrika, 72, 3, 694 – 697 .
Ljung, G. M. a...
SAS/ETS 9.22 User''''s Guide 43 ppt
... values=('01jan 19 0 1& apos;d '01jan 19 1 1& apos;d '01jan 19 2 1& apos;d '01jan 19 3 1& apos;d
'01jan 19 4 1& apos;d '01jan 19 5 1& apos;d '01jan 19 6 1& apos;d '01jan 19 7 1& apos;d
'01jan 19 8 1& apos;d ... Likelihood Estimates
SSE 0.2 395 43 31 DFE 79
MSE 0.00303 Root MSE 0.05507
SBC -230. 393 55 AIC -240.06 8 91
MAE 0.04 016 596 AI...
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