SAS/ETS 9.22 User''''s Guide 7 pdf
... 385- 390 . Cary, NC: SAS Institute Inc. Benseman, B. ( 199 0), “Better Forecasting with SAS/ETS Software,” Proceedings of the Fifteenth Annual SAS Users Group International Conference, 494 - 4 97 . Cary, ... A. and Earley, J. ( 199 7) , “Forecasting College Enrollment Using the SAS System,” Proceed- ings of the Twenty-Second Annual SAS Users Group International Conference, 1326-13 29. Cary...
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SAS/ETS 9.22 User''''s Guide 316 pdf
... statement (TIMESERIES), 1 875 TRANSFORMIN= option CONVERT statement (EXPAND), 77 7, 78 6 TRANSFORMOUT= option CONVERT statement (EXPAND), 77 7, 78 6 TRANSIN=, 77 7 TRANSOUT=, 77 7 TRANSPOSE option SSA ... procedure, 1 79 4 TIMESERIES procedure, 1 874 X11 procedure, 225 0 X12 procedure, 2334 VAR= option FORECAST command (TSFS), 277 4, 277 5 IDENTIFY statement (ARIMA), 235 TSVIEW comm...
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SAS/ETS 9.22 User''''s Guide 15 pdf
... 01JAN 09: 14: 59: 59 7 01JAN 09: 15:00:00 01JAN 09: 15: 59: 59 8 01JAN 09: 16:00:00 01JAN 09: 16: 59: 59 9 01JAN 09: 17: 00:00 01JAN 09: 17: 59: 59 10 02JAN 09: 09: 00:00 02JAN 09: 09: 59: 59 11 02JAN 09: 10:00:00 02JAN 09: 10: 59: 59 12 ... 01JAN 09: 09: 00:00 01JAN 09: 09: 59: 59 2 01JAN 09: 10:00:00 01JAN 09: 10: 59: 59 3 01JAN 09: 11:00:00 01JAN 09: 11: 59: 59 4 01JAN 09: 12:00...
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SAS/ETS 9.22 User''''s Guide 16 pdf
... 5–32 7 199 1M10 YYMMCw. Year and month: yyyy:mm 5–32 7 199 1:10 YYMMDw. Year and month: yyyy-mm 5–32 7 199 1-10 YYMMPw. Year and month: yyyy.mm 5–32 7 199 1.10 YYMMSw. Year and month: yyyy/mm 5–32 7 199 1/10 YYMMNw. ... mm-yyyy 5–32 7 10- 199 1 MMYYPw. Month and year: mm.yyyy 5–32 7 10. 199 1 MMYYSw. Month and year: mm/yyyy 5–32 7 10/ 199 1 MMYYNw. Month and year: mmyyyy 5–32...
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SAS/ETS 9.22 User''''s Guide 36 pdf
... BY Statement ✦ 3 47 Specific Plot Options ALL requests that all plots appropriate for the particular analysis be produced. ACF ... data=a; model y = time / nlag=2 garch=(p=1,q=1,type=exp); run; See the section “GARCH Models” on page 375 for details. Syntax: AUTOREG Procedure The AUTOREG procedure is controlled by the following statements: PROC ... stable, though computation is expensive. The...
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SAS/ETS 9.22 User''''s Guide 41 pdf
... forms: d j D P n lD1 jl l 2 P n lD1 2 l 396 ✦ Chapter 8: The AUTOREG Procedure BDS Test Broock, Dechert, and Scheinkman ( 198 7) propose a test (BDS test) of independence based on the correlation dimension. Broock et al. ( 199 6) show ... Godfrey Lagrange multiplier test for serially correlated residuals for each equation (Godfrey 1 97 8a and 1 97 8b). r is the maximum autoregressive...
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SAS/ETS 9.22 User''''s Guide 51 pdf
... date9. la atl ch ny; datalines; 01JAN 198 9 100 110 120 130 01FEB 198 9 140 150 160 170 01MAR 198 9 180 190 200 210 01APR 198 9 220 230 240 250 01MAY 198 9 260 270 280 290 01JUN 198 9 300 310 320 330 01JUL 198 9 ... 330 01JUL 198 9 340 350 360 370 01AUG 198 9 380 390 400 410 01SEP 198 9 420 430 440 450 01OCT 198 9 460 470 480 490 01NOV 198 9 500 510 520 530 496 ✦ Chapter 9: The COMPUTA...
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SAS/ETS 9.22 User''''s Guide 53 pdf
... 0.10 Market Forecast 23,663 .94 24,1 69. 61 24, 675 . 27 25,180 .93 97 ,6 89. 75 Sales $8 ,99 2.30 $55,106 .70 $112,5 19. 22 $ 191 , 375 .06 $3 67 ,99 3.28 Profit After Tax $ -75 4.21 $7, 512.40 $ 17, 804.35 $31 ,94 0.30 $56,502.84 Earnings ... 0.02 0. 07 0.15 0.25 0.12 Market Forecast 23,663 .94 24,1 69. 61 24, 675 . 27 25,180 .93 97 ,6 89. 75 Items Sold 473 .28 1, 691 . 87 3 ,7...
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SAS/ETS 9.22 User''''s Guide 79 pdf
... FROM=MONTH, the ID value ’31MAR92’D is equivalent to the ID value ’1MAR92’D–both of these ID values identify the same interval, March of 199 2. PROC EXPAND Statement ✦ 77 3 PROC EXPAND Statement PROC ... specifications. ID Statement ✦ 77 7 the values NOTAKNOT (the default), NATURAL, SLOPE=value, and/or CURVATURE=value. See the section “Conversion Methods” on page 78 3 section for more infor...
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SAS/ETS 9.22 User''''s Guide 82 pdf
... GDP 1 199 0:1 111.100 5 422. 40 2 199 0:2 112.300 5504 .70 3 199 0:3 113.600 5 570 .50 4 199 0:4 114.500 55 57. 50 5 199 1:1 115 .90 0 55 89. 00 6 199 1:2 116.800 5652.60 7 199 1:3 1 17. 400 57 09. 20 8 199 1:4 . 573 6.60 The ... 5652 .92 116.812 18 JUN 199 1 1 07. 300 6 .90 000 5 674 .06 116 .98 8 19 JUL 199 1 108.100 6.80000 5 693 .43 1 17. 164 20 AUG 199 1 108.000 6.80000 571 0.54 1...
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