SAS/ETS 9 22 User''''''''s Guide 36 pdf

... 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 ... infor- mation about ODS Graphics, see Chapter 21, “Statistical Graphics Using ODS” (SAS/STAT User’s Guide) . The global-plot-options apply to all relevant plots generated by the AU...

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... (UCM), 195 3 IRREGULAR statement (UCM), 196 0 LEVEL statement (UCM), 196 4 RANDOMREG statement (UCM), 196 6 SLOPE statement (UCM), 197 0 SPLINEREG statement (UCM), 197 1 SPLINESEASON statement (UCM), 197 2 VARIANCE=option BLOCKSEASON ... statement (X11), 22 39 FORECAST statement (ESM), 734 INPUT statement (SIMILARITY), 1604 OUTPUT statement (AUTOREG), 3 69 OUTPUT statement (PDLREG), 1406...

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... 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 - 497 . Cary, ... moving analyses results between applications SAS Enterprise Guide ® SAS Enterprise Guide has the following features:  integration with the SAS9 platform: – open metadata repository...

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... 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...

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... example, using the default system option values, JULDATE( ’31DEC 199 9’D ); returns 99 365 , while JULDATE( ’31DEC1 899 ’D ); returns 1 899 365 . MDY( month, day, year ) returns a SAS date value for month, ... 18 October 17, 199 1 WORDDATXw. dd month-name yyyy 3–32 18 17 October 199 1 YEARw. Year: yyyy 2–32 4 199 1 YYMMw. Year and month: yyyyMmm 5–32 7 199 1M10 YYMMCw. Year and month: yy...

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... ( 198 4) shows that the Durbin-Watson test for the absence of first-order autocorrelation is generally more powerful than the h test in finite samples. Refer to Inder ( 198 6) and King and Wu ( 199 1) ... 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 c...

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... 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 COMPUTAB...

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... 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 $367 ,99 3.28 Profit After Tax $-754.21 $7,512.40 $17,804.35 $31 ,94 0.30 $56,502.84 Earnings ... 23,663 .94 24,1 69. 61 24,675.27 25,180 .93 97 ,6 89. 75 Items Sold 473.28 1, 691 .87 3,701. 29 6, 295 .23 12,161.67 Sales $17 ,98 4.60 $64, 291 .15 $140,6 4...

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... Therefore, if 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 ✦ 773 PROC EXPAND ... ID value of the last nonmissing input observation for the series. Identifying Observations ✦ 7 79 ALIGN= option Controls the alignment of SAS dates used to identify output observations. The AL...

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... GDP 1 199 0:1 111.100 5 422. 40 2 199 0:2 112.300 5504.70 3 199 0:3 113.600 5570.50 4 199 0:4 114.500 5557.50 5 199 1:1 115 .90 0 55 89. 00 6 199 1:2 116.800 5652.60 7 199 1:3 117.400 57 09. 20 8 199 1:4 . 5 736. 60 The ... APR 199 1 105.500 6.60000 17 MAY 199 1 106.400 6.80000 18 JUN 199 1 107.300 6 .90 000 19 JUL 199 1 108.100 6.80000 20 AUG 199 1 108.000 6.80000 21 SEP 199 1 108.400 6.80...

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