SAS/ETS 9 22 User''''''''s Guide 7 pdf

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 FifteenthAnnual 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,NC: SAS Institute ... Sweeney, J., and Zekavat, S. M. ( 198 9), “PROC ARIMA and the Dow Jones Stock Index,”Proceedings of the Fourteenth Annual SAS Users Group International Conference, 371 - 375 . Cary,NC: SAS Institute Inc.Fischetti,...

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SAS/ETS 9.22 User''''s Guide 316 pdf

... statement (TIMESERIES), 1 875 TRANSFORMIN= optionCONVERT statement (EXPAND), 77 7, 78 6TRANSFORMOUT= optionCONVERT statement (EXPAND), 77 7, 78 6TRANSIN=, 77 7TRANSOUT=, 77 7TRANSPOSE optionSSA ... procedure, 1 79 4 TIMESERIES procedure, 1 874 X11 procedure, 225 0X12 procedure, 2334VAR= optionFORECAST command (TSFS), 277 4, 277 5IDENTIFY statement (ARIMA), 235TSVIEW command (TSFS), 277 4, 277 5VARDEF= ... 195 3IRREGULAR statement (UCM), 196 0LEVEL statement (UCM), 196 4RANDOMREG statement (UCM), 196 6SLOPE statement (UCM), 1 97 0SPLINEREG statement (UCM), 1 97 1SPLINESEASON statement (UCM), 1 97 2VARIANCE=optionBLOCKSEASON...

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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: 12:00:00 01JAN 09: 12: 59: 59 5 01JAN 09: 13:00:00 01JAN 09: 13: 59: 59 6 01JAN 09: 14:00:00 ... 02JAN 09: 10: 59: 59 12 02JAN 09: 11:00:00 02JAN 09: 11: 59: 59 13 02JAN 09: 12:00:00 02JAN 09: 12: 59: 59 14 02JAN 09: 13:00:00 02JAN 09: 13: 59: 59 15 02JAN 09: 14:00:00 02JAN 09: 14: 59: 59 16 02JAN 09: 15:00:00 02JAN 09: 15: 59: 59 17...

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SAS/ETS 9.22 User''''s Guide 16 pdf

... 5–32 7 199 1M10YYMMCw. Year and month: yyyy:mm 5–32 7 199 1:10YYMMDw. Year and month: yyyy-mm 5–32 7 199 1-10YYMMPw. Year and month: yyyy.mm 5–32 7 199 1.10YYMMSw. Year and month: yyyy/mm 5–32 7 199 1/10YYMMNw. ... mm-yyyy 5–32 7 10- 199 1MMYYPw. Month and year: mm.yyyy 5–32 7 10. 199 1MMYYSw. Month and year: mm/yyyy 5–32 7 10/ 199 1MMYYNw. Month and year: mmyyyy 5–32 610 199 1MONNAMEw. Name of month 1–32 9 OctoberMONTHw. ... day of year: yyddd 5 7 5 91 290 MMDDYYw. Month, day, year: mm/dd/yy 2–8 810/ 17 /91 MMYYw. Month and year: mmMyyyy 5–32 7 10M 199 1MMYYCw. Month and year: mm:yyyy 5–32 7 10: 199 1MMYYDw. Month and...

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SAS/ETS 9.22 User''''s Guide 36 pdf

... BY Statement ✦ 3 47 Speciﬁc Plot OptionsALL 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 ProcedureThe AUTOREG procedure is controlled by the following statements:PROC ... stable,though computation is expensive. The double quasi-Newton method is the default.MODEL Statement ✦ 3 49 GARCH=(option-list)speciﬁes a GARCH-type conditional heteroscedasticity model. The GARCH= option...

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SAS/ETS 9.22 User''''s Guide 41 pdf

... forms:djDPnlD1jll2PnlD12l 396 ✦ Chapter 8: The AUTOREG ProcedureBDS TestBroock, Dechert, and Scheinkman ( 198 7) propose a test (BDS test) of independence based on thecorrelation dimension. Broock et al. ( 199 6) show ... Godfrey Lagrange multiplier testfor serially correlated residuals for each equation (Godfrey 1 97 8a and 1 97 8b).ris the maximumautoregressive order, and speciﬁes that Godfrey’s tests be computed ... integrationand truncation errors, respectively. Refer to Davies ( 1 97 3) for numerical inversion of the characteristicfunction.Testing ✦ 399 wherej1: : :j nare upper n eigenvalues ofMA0jAjMandlis...

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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 13001FEB 198 9 140 150 160 170 01MAR 198 9 180 190 200 21001APR 198 9 220 230 240 25001MAY 198 9 260 270 280 290 01JUN 198 9 300 310 320 33001JUL 198 9 ... 33001JUL 198 9 340 350 360 370 01AUG 198 9 380 390 400 41001SEP 198 9 420 430 440 45001OCT 198 9 460 470 480 490 01NOV 198 9 500 510 520 530 496 ✦ Chapter 9: The COMPUTAB ProcedureOutput 9. 2.2 Report ... 14.00 15.00 29. 00OPEREXP 1184.00 1255.00 24 39. 00OPERINC 1111.00 96 5.00 2 076 .00OTHER -8.00 2.00 -6.00TAXBLINC 1103.00 96 7. 00 2 070 .00TAXES 500.00 490 .00 99 0.00NETINCOM 603.00 477 .00 1080.00Now...

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SAS/ETS 9.22 User''''s Guide 53 pdf

... 0.10Market 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 3.28Profit After Tax $ -75 4.21 $7, 512.40 $ 17, 804.35 $31 ,94 0.30 $56,502.84Earnings ... 0.02 0. 07 0.15 0.25 0.12Market 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 ,70 1. 29 6, 295 .23 12,161. 67 Sales $ 17 ,98 4.60 $64, 291 .15 $140,6 49. 03 $2 39, 218.83 ... Goods $9, 465.58 $33,8 37. 45 $74 ,025.80 $125 ,90 4.65 $243,233.48Overhead $5,000.00 $7, 315.33 $11,133 .22 $16,061 .71 $ 39, 510.26Gross Profit $3,5 19. 02 $23,138.38 $55, 490 .00 $ 97 ,252. 47 $1 79 , 399 . 87 Tax...

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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 sameinterval, March of 199 2.PROC EXPAND Statement ✦ 77 3PROC EXPAND StatementPROC ... speciﬁcations.ID Statement ✦ 77 7the values NOTAKNOT (the default), NATURAL, SLOPE=value, and/or CURVATURE=value.See the section “Conversion Methods” on page 78 3 section for more information ... the ID value of the last nonmissing input observation for the series.Identifying Observations ✦ 7 79 ALIGN= optionControls the alignment of SAS dates used to identify output observations. The ALIGN=...

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SAS/ETS 9.22 User''''s Guide 82 pdf

... GDP1 199 0:1 111.100 5 422. 402 199 0:2 112.300 5504 .70 3 199 0:3 113.600 5 570 .504 199 0:4 114.500 55 57. 505 199 1:1 115 .90 0 55 89. 006 199 1:2 116.800 5652.60 7 199 1:3 1 17. 400 57 09. 208 199 1:4 . 573 6.60The ... 5652 .92 116.81218 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. 16420 AUG 199 1 108.000 6.80000 571 0.54 1 17. 38021 SEP 199 1 108.400 6.80000 572 4.11 1 17. 665 22 OCT 199 1 ... APR 199 1 105.500 6.60000 17 MAY 199 1 106.400 6.8000018 JUN 199 1 1 07. 300 6 .90 000 19 JUL 199 1 108.100 6.8000020 AUG 199 1 108.000 6.8000021 SEP 199 1 108.400 6.80000 22 OCT 199 1 108.200 6 .90 00023 NOV 199 1...

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