SAS/ETS 9 22 User''''''''s Guide 3 ppt
SAS/ETS 9.22 User''''s Guide 3 ppt
... added to SAS/ETS software since the publication of SAS/ETS Software: Changes
and Enhancements for Release 8.2 are summarized in Chapter 1, “What’s New in SAS/ETS 9. 22. ” If
you have used SAS/ETS ... weathering (Khan 199 0)
learning curve analysis for predicting manufacturing costs of aircraft (Le Bouton 198 9)
analyzing Dow Jones stock index trends (Early, Sweeney, and Zekavat...
SAS/ETS 9.22 User''''s Guide 1 ppt
... Institute Inc. 2010. SAS/ETS
®
9. 22 User’s Guide.
Cary, NC: SAS Institute Inc.
SAS/ETS
®
9. 22 User’s Guide
Copyright © 2010, SAS Institute Inc., Cary, NC, USA
ISBN 97 8-1-60764-5 43- 6
All rights reserved. ... 2 295
III Data Access Engines 2 39 5
Chapter 35 . The SASECRSP Interface Engine . . . . . . . . . . . . . . . . 2 39 7
Chapter 36 . The SASEFAME Interface Engine ....
SAS/ETS 9.22 User''''s Guide 8 pptx
... 67
Figure 3. 1 Time Series Data
Obs year month cpi
1 199 0 6 1 29. 9
2 199 0 7 130 .4
3 199 0 8 131 .6
4 199 0 9 132 .7
5 199 0 10 133 .5
6 199 0 11 133 .8
7 199 0 12 133 .8
8 199 1 1 134 .6
9 199 1 2 134 .8
10 199 1 3 135 .0
11 ... 130 .4 111 39 01JUL 199 0
3 AUG 199 0 131 .6 11170 01AUG 199 0
4 SEP 199 0 132 .7 11201 01SEP 199 0
5 OCT 199 0 133 .5 11 231 01OCT 199 0
6 NOV 199 0...
SAS/ETS 9.22 User''''s Guide 12 ppt
... OCT 199 0 133 .5 132 .7 0.8
6 NOV 199 0 133 .8 133 .5 0 .3
7 DEC 199 0 133 .8 133 .8 0.0
8 JAN 199 1 134 .6 133 .8 0.8
9 FEB 199 1 134 .8 134 .6 0.2
10 MAR 199 1 135 .0 134 .8 0.2
11 APR 199 1 135 .2 135 .0 0.2
12 MAY 199 1 135 .6 ... 3. 16 USCPI Data Set with Lagged and Differenced Series
Plot of USCPI Data
Obs date cpi cpilag cpidif
1 JUN 199 0 1 29. 9 . .
2 JUL 199 0 130 .4 1 29. 9 0.5...
SAS/ETS 9.22 User''''s Guide 13 pptx
... New_York
1 JAN90 128.1 132 .1 135 .1
2 FEB90 1 29. 2 133 .6 135 .3
3 MAR90 1 29. 5 134 .5 136 .6
4 APR90 130 .4 134 .2 137 .3
5 MAY90 130 .4 134 .6 137 .2
6 JUN90 131 .7 135 .0 137 .1
7 JUL90 132 .0 135 .6 138 .4
The following ... cpi
37 JUN 199 1 ACTUAL 0 136 .000
38 JUN 199 1 FORECAST 0 136 .146
39 JUN 199 1 RESIDUAL 0 -0.146
40 JUL 199 1 ACTUAL 0 136 .200
41 JUL 199 1 FORECAST 0 136...
SAS/ETS 9.22 User''''s Guide 19 pptx
... approximation. The trust region method is implemented using Dennis,
Gay, and Welsch ( 198 1), Gay ( 198 3) , and Moré and Sorensen ( 198 3) .
The trust region method performs well for small- to medium-sized problems, ... restart update method of Powell ( 197 7) and Beale ( 197 2).
FR
performs the Fletcher-Reeves update (Fletcher 198 7).
PR
performs the Polak-Ribiere update (Fletcher 198...
SAS/ETS 9.22 User''''s Guide 20 pptx
... 456);
x3 = 2
*
rannor(1456);
e1 = rannor(1456);
e2 = rannor(4560);
tmp1 = 0.5
*
e1 - 0.1
*
e2;
tmp2 = -0.1
*
e1 - 0 .3
*
e2;
y1 = 7 + 8.5
*
x1 + 2
*
x2 + tmp1;
y2 = -3 + -2
*
x1 + x2 + 3
*
x3 + tmp2;
output;
end;
run;
filename ... Software, 7, 34 8 36 8.
Dennis, J.E. and Mei, H.H.W. ( 197 9), “Two New Unconstrained Optimization Algorithms Which
Use Function and Gradient Values,” J. Optim...
SAS/ETS 9.22 User''''s Guide 31 ppt
... 1 .97 607 0.05 499 35 .94 <.0001 1
AR1,2 -1 .37 499 0. 099 67 - 13. 80 <.0001 2
AR1 ,3 0 .34 336 0.05502 6.24 <.0001 3
Constant Estimate -0.00682
Variance Estimate 0. 035 797
Std Error Estimate 0.1 892
AIC ... Shift
MU 53. 32 25 6 0.0 492 6 1082.51 <.0001 0 y 0
NUM1 -0.56467 0 .224 05 -2.52 0.01 23 0 x 3
NUM1,1 0.426 23 0.46472 0 .92 0 .3 598 1 x 3
NUM1,2 0. 299 14 0...
SAS/ETS 9.22 User''''s Guide 33 pptx
... Technometrics, 22, 3 89 39 6 .
Kohn, R. and Ansley, C. ( 198 5), “Efficient Estimation and Prediction in Time Series Regression
Models,” Biometrika, 72, 3, 694 – 697 .
Ljung, G. M. and Box, G. E. P. ( 197 8), “On ... 49, 53 66.
Newton, H. Joseph and Pagano, Marcello ( 198 3) , “The Finite Memory Prediction of Covariance
Stationary Time Series,” SIAM Journal of Scientific and Statistical Co...
SAS/ETS 9.22 User''''s Guide 43 ppt
... Likelihood Estimates
SSE 0.2 39 5 433 1 DFE 79
MSE 0.0 030 3 Root MSE 0.05507
SBC - 230 . 39 3 55 AIC -240.06 891
MAE 0.04016 596 AICC -2 39 . 556 09
MAPE 0. 694 58 594 HQC - 236 .181 89
Durbin-Watson 1 .99 35 Regress R-Square ... Estimates
SSE 0.271076 73 DFE 80
MSE 0.0 03 39 Root MSE 0.05821
SBC -226 .77848 AIC - 231 . 591 92
MAE 0.0 433 3026 AICC - 231 .44002
MAPE 1 53. 637 587 HQC...