SAS/ETS 9 22 User''''''''s Guide 70 pot
SAS/ETS 9.22 User''''s Guide 70 pot
... 0 . . x3 3.33E-16 0 . . Intercept -0.00432 3.406E-6 -12 69. 3 <.0001 1.25731 91 30.3 0.00 0 .99 99 0.1 <= x1 0.0 093 84 0 . . 0 <= x2 0.000025 0 . . 0 <= x3 BY Statement BY variables ; A ... Measures Objective Function Value 6. 292 861 Signal Entropy 6.375715 Noise Entropy -0.08285 Normed Entropy (Signal) 0 .99 0364 Normed Entropy (Noise) 1.004172 Parameter Information Index 0.0...
Ngày tải lên: 02/07/2014, 15:20
SAS/ETS 9.22 User''''s Guide 4 potx
... 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...
Ngày tải lên: 02/07/2014, 14:21
SAS/ETS 9.22 User''''s Guide 14 potx
... 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 ... the intervals January 1, 196 0, February 1, 196 1, March 1, 196 2, and so forth, and the intervals December 1, 195 9, November 1, 195 8, and so on before the base date January 1, 196 0. Similarly,...
Ngày tải lên: 02/07/2014, 14:21
SAS/ETS 9.22 User''''s Guide 17 pot
... 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...
Ngày tải lên: 02/07/2014, 14:21
SAS/ETS 9.22 User''''s Guide 24 pot
... 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...
Ngày tải lên: 02/07/2014, 14:21
SAS/ETS 9.22 User''''s Guide 28 pot
... an input observation for April 197 0 follows an observation for January 197 0, there is a gap in the input data with two omitted observations (namely February and March 197 0). A warning message is printed ... 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...
Ngày tải lên: 02/07/2014, 14:21
SAS/ETS 9.22 User''''s Guide 34 pot
... 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...
Ngày tải lên: 02/07/2014, 14:21
SAS/ETS 9.22 User''''s Guide 38 potx
... 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...
Ngày tải lên: 02/07/2014, 14:21
SAS/ETS 9.22 User''''s Guide 42 pot
... 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...
Ngày tải lên: 02/07/2014, 14:21
SAS/ETS 9.22 User''''s Guide 44 potx
... 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 18.0 892 426 AICC 192 . 4226 14 MAPE 21. 097 8407 ... -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...
Ngày tải lên: 02/07/2014, 14:21