SAS/ETS 9 22 User''''''''s Guide 54 pot

... for specifying these kinds of constraints. See also the section “RESTRICT Statement” on page 5 29. The following BOUNDS statement constrains the estimates of the parameter for z to be negative, the ... OLS regression. Initial values can be displayed with the ITPRINT option in the PROC statement. 522 ✦ Chapter 10: The COUNTREG Procedure PROC COUNTREG options ; BOUNDS bound1 < , bound2 ....

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... sources of information about SAS/ETS software. Accessing the SAS/ETS Sample Library The SAS/ETS Sample Library includes many examples that illustrate the use of SAS/ETS software, including the ... with polynomial distributed (Almon) lags. The PDLREG procedure includes the following features: 22 ✦ Chapter 2: Introduction your own SAS programs in lowercase, uppercase, or a mixture of...

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... cpi 1 JUN90 114.3 . 2 JUL90 114.5 . 3 AUG90 116.5 131.6 4 SEP90 118.4 132.7 5 OCT90 120.8 133.5 6 NOV90 120.1 133.8 7 DEC90 118.7 133.8 8 JAN91 1 19. 0 134.6 9 FEB91 117.2 134.8 10 MAR91 116.2 ... shifted by R445MON intervals.  R454YR, R454QTR, and R454MON intervals are shifted by R454MON intervals.  R544YR, R544QTR, and R544MON intervals are shifted by R544MON intervals.  WEEKV interval...

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... variable &DFTEST. If the p-value is less than 0.01 or larger than 0 .99 , the macro variable &DFTEST is set to 0.01 or 0 .99 , respectively. (The same value is given in the macro variable &DFPVALUE ... variable &DFPVALUE. If the p-value is less than 0.01 or larger than 0 .99 , the macro variable &DFPVALUE is set to 0.01 or 0 .99 , respectively. Minimum Observations The min...

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... options. ALL produces all plots appropriate for the particular analysis. PROC ARIMA Statement ✦ 2 29 NONE suppresses all plots. SERIES(< series-plot-options > ) produces plots associated with ... ; FORECAST options ; The PROC ARIMA and IDENTIFY statements are required. PROC ARIMA Statement ✦ 227 Table 7.3 continued Description Statement Option specify moving-average starting values E...

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... var=ylog; estimate p=2; forecast lead=10 out=out; run; data out; set out; y = exp( ylog ); l95 = exp( l95 ); u95 = exp( u95 ); forecast = exp( forecast + std * std/2 ); run; Specifying Series Periodicity ... quantities ı and Ä are efficiently computed by a method described in de Jong and Penzer ( 199 8); see also Kohn and Ansley ( 198 5). Modeling in the Presence of Outliers In practice, model...

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... Estimates SSE 97 .71 1226 DFE 33 MSE 2 .96 095 Root MSE 1.72074 SBC 142.3 697 87 AIC 1 39. 2 590 91 MAE 1. 299 493 85 AICC 1 39. 634 091 MAPE 8. 192 2836 HQC 140.33 290 3 Regress R-Square 0 .91 09 Total R-Square 0 .91 09 Miscellaneous ... Least Squares Estimates SSE 214 .95 34 29 DFE 34 MSE 6. 3221 6 Root MSE 2.514 39 SBC 173.6 591 01 AIC 170. 492 063 MAE 2.0 190 3356 AICC 170.855 699...

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... default. TEST=LM produces a Lagrange multiplier test for heteroscedasticity. The null hypothesis is homoscedas- ticity; the alternative hypothesis is heteroscedasticity of the form specified by the HETERO statement. ... supports a TEST statement for linear hypothesis tests. The syntax of the TEST statement is TEST equation , . . . , equation / option ; The TEST statement tests hypotheses about...

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... model. Under the null hypothesis, the Chow test statistic has an F distribution with k and .n 1 C n 2  2k/ degrees of freedom, where k is the number of elements in ˇ. Chow ( 196 0) suggested another ... P= option. 404 ✦ Chapter 8: The AUTOREG Procedure Wong and Li’s Test for ARCH Disturbances Wong and Li ( 199 5) propose a rank portmanteau statistic to minimize the effect of the existence of...

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... 1 -18.6582 34.8101 -0 .54 0. 599 3 gef 1 0.03 39 0.01 79 1. 89 0.07 69 Lagged Value of GE shares gec 1 0.13 69 0.04 49 3.05 0.0076 Lagged Capital Stock GE AR1 1 -0. 499 6 0.2 592 -1 .93 0.0718 424 ✦ Chapter ... 0 .221 867 -2.08 Algorithm converged. Maximum Likelihood Estimates SSE 102 29. 2303 DFE 16 MSE 6 39. 326 89 Root MSE 25.28 491 SBC 193 .738877 AIC 1 89. 75 594 7 MAE 18.0 892...

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