SAS/ETS 9 22 User''''''''s Guide 37 doc

... Refer to Phillips and Ouliaris ( 199 0) or Hamilton ( 199 4, Tbl. 19. 1) for information about the Phillips-Ouliaris cointegration test. Note that Hamilton ( 199 4, Tbl. 19. 1) uses Z  and Z t instead ... practically useful (Davidson and MacKinnon 199 3, page 721), and therefore are computed and reported. The test statistic, as shown in Phillips and Ouliaris ( 199 0), follows the same distri...

Ngày tải lên: 02/07/2014, 14:21

... prior to SAS/ETS 9. 2 can find information about the SAS/ETS 9. 2 changes and enhancements in the chapter “What’s New in SAS/ETS in the SAS/ETS 9. 2 User’s Guide (see support.sas.com/whatsnewets92). AUTOREG ... of interest to SAS/ETS users. For more information, see SAS Language Reference: Dictionary. Highlights of Enhancements in SAS/ETS 9. 2 Users who are updating directly t...

Ngày tải lên: 02/07/2014, 14:21

... 426.44 6 <.0001 0 .95 7 0 .90 7 0.852 0. 791 0.726 0.6 59 12 547.82 12 <.0001 0.588 0.514 0.440 0 .370 0.303 0.238 18 554.70 18 <.0001 0.174 0.112 0.052 -0.004 -0.054 -0. 098 24 585.73 24 <.0001 ... Differencing 1 Mean of Working Series 0.6605 89 Standard Deviation 2.011543 Number of Observations 99 Observation(s) eliminated by differencing 1 192 ... . . . . . 224 Syntax...

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... invertible ARMA process. Note that Hannan and Rissannen ( 198 2) proposed this method, and Box, Jenkins, and Reinsel ( 199 4) and Choi ( 199 2) provide useful descriptions of the algorithm. Given a ... stationary or nonstationary ARMA process. Tsay and Tiao ( 198 5) proposed the technique, and Box, Jenkins, and Reinsel ( 199 4) and Choi ( 199 2) provide useful descriptions of the algorithm. G...

Ngày tải lên: 02/07/2014, 14:21

... Davis ( 199 1). The prediction of stationary ARMA processes is explained in Chapter 5, and the prediction of nonstationary ARMA processes is given in Chapter 9 of Brockwell and Davis ( 199 1). Infinite ... statistic are given by Davies, Triggs, and Newbold ( 197 7) and by Ljung and Box ( 197 8). When the time series has missing values, Stoffer and Toloi ( 199 2) suggest a modification of this...

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... 1.1053 4. 3370 223 3.3147 0.8244 1. 698 9 4 .93 06 224 3.4787 0.8244 1.86 29 5. 094 6 225 2 .94 05 0.8244 1.3247 4.5564 226 2.3587 0.8244 0.74 29 3 .97 46 227 1.8588 0.8244 0.24 29 3.4746 228 1.2 898 0.8244 ... <.0001 0. 597 4 0.4 622 0 .91 98 0.4 292 0.8768 AR 2 <.0001 0.0002 0.6106 0 .91 82 0.5683 0.8 592 AR 3 <.0001 0 .90 22 0.2400 0.8713 0. 893 0 0. 7372 AR 4 <.0...

Ngày tải lên: 02/07/2014, 14:21

... initializing values. For example, the following statement assigns 500 to JAN and 90 0 to JUL: init sales jan 500 +5 90 0; 480 ✦ Chapter 9: The COMPUTAB Procedure See the sections “Program Flow Example” on ... 1, 2; B has values 1, 2; and C has values 1, 2, 3. Table 9. 2 indicates the consolidation tables produced by the SUMBY statement. Table 9. 2 Consolidation Tables Produced by the SUM...

Ngày tải lên: 02/07/2014, 14:21

... 9. 0000000 sex 5 190 0.5206166 0. 499 62 29 0 1.0000000 age 5 190 0.4063854 0.2047818 0. 190 0000 0.7200000 illness 5 190 1.43 198 46 1.3841524 0 5.0000000 income 5 190 0.5831 599 0.36 890 67 0 1.5000000 hscore 5 190 1.2175 337 ... Pr > |t| Intercept 1 -1.033387 0. 096 973 -10.66 <.0001 sex 1 0. 1225 11 0.062566 1 .96 0.0502 illness 1 0. 2374 78 0.0 199 97 11.88 <.0001 income 1 -0...

Ngày tải lên: 02/07/2014, 15:20

... 0000 1 MAR 198 9 16 2 5 2580 7 0000 1 APR 198 9 16 3 5 2580 7 0000 1 MAY 198 9 16 4 5 2580 7 0000 1 JUN 198 9 16 5 5 2580 7 0000 1 JUL 198 9 16 6 5 2580 7 0000 1 AUG 198 9 16 7 5 2580 7 0000 1 SEP 198 9 16 8 5 ... 29NOV20 19 09FEB2023 835 835 DFXWUK90 1 2 6 0 0 29NOV20 19 09FEB2023 835 835 DSIUKAS 1 2 7 0 0 29NOV20 19 09FEB2023 835 835 DSIJPND 1 2 8 0 0 02DEC20 19 22JAN2021 300 300 DCP05...

Ngày tải lên: 02/07/2014, 15:20

... CRSP 199 5 Daily IBM Binary Security File Format CR95DII CRSP 199 5 Daily IBM Binary Calendar&Indices File Format CR95DIA CRSP 199 5 Daily IBM Binary File Annual Data Format CR95MVS CRSP 199 5 Monthly ... CRSP 199 5 Daily VAX Binary Calendar&Indices File Format CR95DVA CRSP 199 5 Daily VAX Binary File Annual Data Format CR95MUS CRSP 199 5 Monthly UNIX Binary Security File Format CR95M...

Ngày tải lên: 02/07/2014, 15:20