SAS/ETS 9 22 User''''''''s Guide 5 pps

... backward moving sum – centered moving, cumulative, or backward moving median Seasonal Adjustment ✦ 35 – amplitude – phase spectrum – squared coherency  Fisher’s Kappa and Bartlett’s Kolmogorov-Smirnov ... regression parameters – specification tests Time Series Interpolation and Frequency Conversion ✦ 39 have many series to forecast and you want to extrapolate trends without developing a mod...

Ngày tải lên: 02/07/2014, 14:21

... (SAS/STAT User’s Guide) . For more information about the SAS Output Delivery system, refer to the SAS Output Delivery System: User’s Guide. Related SAS Software Many features not found in SAS/ETS software ... enable graphical output from SAS/ETS procedures, you must use the following statement in your SAS program. ods graphics on; The graphical output produced by many SAS/ETS procedu...

Ngày tải lên: 02/07/2014, 14:21

... FORECAST STD L 95 U 95 RESIDUAL 1 JUN 199 0 1 29. 9 . . . . . 2 JUL 199 0 130.4 130.368 0.36160 1 29. 660 131.077 0.03168 3 AUG 199 0 131.6 130.881 0.36160 130.172 131. 59 0 0.7 190 9 4 SEP 199 0 132.7 132. 354 0.36160 ... SEP 199 0 132.7 132. 354 0.36160 131.6 45 133.063 0.3 458 4 5 OCT 199 0 133 .5 133.306 0.36160 132. 59 7 134.0 15 0. 194 21 6 NOV 199 0 133.8 134.046 0.36160 133.337...

Ngày tải lên: 02/07/2014, 14:21

... max Consumer 1 29. 9 136.2 Price Index * * JUN 199 0 1 29. 90 |c | JUL 199 0 130.40 | c | AUG 199 0 131.60 | c | SEP 199 0 132.70 | c | OCT 199 0 133 .50 | c | NOV 199 0 133.80 | c | DEC 199 0 133.80 | c | JAN 199 1 134.60 ... datetime10.; datalines; 91 10 16 21 61 91 10 17 0 56 91 10 17 3 53 more lines Computing the Ceiling of an Interval ✦ 101 datalines; 15jun 199 0 1 29. 9 15jul...

Ngày tải lên: 02/07/2014, 14:21

... Approx Parameter Estimate Error t Value Pr > |t| Lag Variable Shift MU 199 .83602 2 .99 463 66.73 <.0001 0 sales 0 NUM1 -9. 992 99 0.028 85 -346.38 <.0001 0 price 0 Any number of input variables can ... ARIMA models with input series. Pankratz ( 199 1) refers to these models as dynamic regression models. Subset, Seasonal, and Factored ARMA Models ✦ 2 15 Subset, Seasonal, and Facto...

Ngày tải lên: 02/07/2014, 14:21

... upper and lower confidence limits have a 1  ˛ confidence level. The default is ALPHA=0. 05, which produces 95 % confidence intervals. ALPHA values are rounded to the nearest hundredth. BACK=n specifies ... values. outlier; That is, it is equivalent to outlier type=(ao ls) alpha=0. 05 sigma=robust maxnum =5 maxpct=2; ESTIMATE Statement ✦ 2 35 proc arima data=test; identify var=x stationarity=...

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... The test statistic is based on the chi-square approximation suggested by Box and Jenkins ( 197 6, pp. 3 95 – 396 ). The cross-correlation function is computed by using the residuals from the model as ... Model ✦ 281 title1 'Simulated IMA(1,1) Series'; data a; u1 = 0 .9; a1 = 0; do i = -50 to 100; a = rannor( 3 256 5 ); u = u1 + a - .8 * a1; if i > 0 then output; a1 = a; u1 = u;...

Ngày tải lên: 02/07/2014, 14:21

... 0 .93 04 0.0073 0 .93 19 2 0.0 150 0 .99 25 0.0143 0 .99 29 3 0.02 29 0 .99 91 0.0217 0 .99 92 4 0.0308 0 .99 99 0.0 290 0 .99 99 5 0.0367 1.0000 0.03 45 1.0000 6 0.0442 1.0000 0.0413 1.0000 7 0.0 52 2 1.0000 0.04 85 ... Squares Estimates SSE 214 . 95 34 29 DFE 34 MSE 6. 3221 6 Root MSE 2 .51 4 39 SBC 173.6 59 1 01 AIC 170. 492 063 MAE 2.0 190 3 356 AICC 170. 855 699 MAPE 12 .52...

Ngày tải lên: 02/07/2014, 14:21

... model (Engle and Ng 199 3), the threshold GARCH (TGARCH) model (Glosten, Jaganathan, and Runkle 199 3; Zakoian 199 4), and the power GARCH (PGARCH) model (Ding, Granger, and Engle 199 3). For more details ... which loses the first observation. This was also demonstrated by Maeshiro ( 197 6), Chipman ( 197 9), and Park and Mitchell ( 198 0).  For large samples (Harvey and McAvinchey used 100),...

Ngày tải lên: 02/07/2014, 14:21

... the number of estimated parameters. Refer to Judge et al. ( 198 5) , Hurvich and Tsai ( 198 9), Schwarz ( 197 8) and Hannan and Quinn ( 197 9) for additional details. Testing ✦ 387 hypothesis that ˛ D ... k/ T k where the value of a is obtained from the table by Durbin ( 196 9) if the 1 2 .T k/  1 Ä 60 . Edgerton and Wells ( 199 4) provided the method of obtaining the value of a for large...

Ngày tải lên: 02/07/2014, 14:21