SAS/ETS 9 22 User''''''''s Guide 105 pptx

... and Daniel ( 197 7, pp. 337–340) for more details about generalized inverses. GENGMMV specify GMM variance under arbitrary weighting matrix. See the section “Estimation Methods” on page 1057 for more ... Estimates Approx Approx Term Estimate Std Err t Value Pr > |t| Label Join point 12.7504 1.2785 9. 97 <.0001 x0 plateau 0.777516 0.0123 63.10 <.0001 a + b * x0 + c * x0 ** 2 EXOGENO...

Ngày tải lên: 02/07/2014, 15:20

... 199 0 6 1 29. 9 2 199 0 7 130.4 3 199 0 8 131.6 4 199 0 9 132.7 5 199 0 10 133.5 6 199 0 11 133.8 7 199 0 12 133.8 8 199 1 1 134.6 9 199 1 2 134.8 10 199 1 3 135.0 11 199 1 4 135.2 12 199 1 5 135.6 13 199 1 ... 11231 01OCT 199 0 6 NOV 199 0 133.8 11262 01NOV 199 0 7 DEC 199 0 133.8 11 292 01DEC 199 0 8 JAN 199 1 134.6 11323 01JAN 199 1 9 FEB 199 1 134.8 11354 01FEB 199 1 10 MAR 199 1 13...

Ngày tải lên: 02/07/2014, 14:21

... cpi 37 JUN 199 1 ACTUAL 0 136.000 38 JUN 199 1 FORECAST 0 136.146 39 JUN 199 1 RESIDUAL 0 -0.146 40 JUL 199 1 ACTUAL 0 136.200 41 JUL 199 1 FORECAST 0 136.566 42 JUL 199 1 RESIDUAL 0 -0.366 43 AUG 199 1 FORECAST ... CPI 1 JAN90 Chicago 128.1 2 FEB90 Chicago 1 29. 2 3 MAR90 Chicago 1 29. 5 4 APR90 Chicago 130.4 5 MAY90 Chicago 130.4 6 JUN90 Chicago 131.7 7 JUL90 Chicago 132.0 8 JAN90 Los_Ang...

Ngày tải lên: 02/07/2014, 14:21

... restart update method of Powell ( 197 7) and Beale ( 197 2).  FR performs the Fletcher-Reeves update (Fletcher 198 7).  PR performs the Polak-Ribiere update (Fletcher 198 7).  CD performs a conjugate-descent ... approximation. The trust region method is implemented using Dennis, Gay, and Welsch ( 198 1), Gay ( 198 3), and Moré and Sorensen ( 198 3). The trust region method performs well fo...

Ngày tải lên: 02/07/2014, 14:21

... Mei, H.H.W. ( 197 9), “Two New Unconstrained Optimization Algorithms Which Use Function and Gradient Values,” J. Optim. Theory Appl., 28, 453–482. Dennis, J.E. and Schnabel, R.B. ( 198 3), Numerical ... E.M.L. ( 197 2), “A Derivation of Conjugate Gradients,” in Numerical Methods for Nonlinear Optimization, ed. F.A. Lootsma, London: Academic Press. Dennis, J.E., Gay, D.M., and Welsch, R.E. ( 1...

Ngày tải lên: 02/07/2014, 14:21

... Technometrics, 22, 3 89 396 . Kohn, R. and Ansley, C. ( 198 5), “Efficient Estimation and Prediction in Time Series Regression Models,” Biometrika, 72, 3, 694 – 697 . Ljung, G. M. and Box, G. E. P. ( 197 8), “On ... Models,” JASA, 79 (385), 84 96 . Tsay, R. S. and Tiao, G. C. ( 198 5), “Use of Canonical Analysis in Time Series Model Identification,” Biometrika, 72 (2), 299 –315. Woodfield, T....

Ngày tải lên: 02/07/2014, 14:21

... 1 1 JAN 198 22 090 255 24368 -227 8 -9. 348 1 1 1 FEB 223 26830 217 20104 6726 33.456 1 1 1 MAR 1 19 14020 210 194 05 -5385 -27.751 1 1 1 QTR1 540 6 294 0 682 63877 -93 7 -1.467 1 1 1 APR 82 98 60 162 ... 16374 -6514 - 39. 783 1 1 1 MAY 180 21330 67 6325 15005 237.233 1 1 1 JUN 183 21060 124 12333 8727 70.761 1 1 1 QTR2 445 5225 0 353 35032 17218 49. 1 49 1 1 1 JUL 194 23210 99 10310 1...

Ngày tải lên: 02/07/2014, 14:21

... Converting Observation Characteristics ✦ 7 69 characteristics of the series. The observation characteristics of the series are specified with ... spaced points in time. proc expand data=a out=b; run; Refer to the section “Missing Values” on page 792 for further information. Requesting Different Interpolation Methods By default, a cubic spline ... . . . . . 768 Converting Observation Character...

Ngày tải lên: 02/07/2014, 15:20

... 0.00 2 108561.77 0.0 5221 2 130 397 .88 130788.65 3 118182. 19 0.087784 161810.00 75 798 . 19 4 107015.58 0.053231 13 195 5 .90 125011.88 5 10 790 6.61 0.052107 130242.56 138063.41 6 578 39. 44 0.051424 137741.07 ... through JAN 199 6 Ending Present Worth Interest Loan Label Outstanding of Cost Payment Paid 8.25% - no discount 96 388. 09 1055 46.17 751.27 324 49. 05 points 8% - 1 discoun...

Ngày tải lên: 02/07/2014, 15:20

... data=sashelp.citimon; parameters a 0.010708 b -0.4788 49 c 0 .92 9304; lhur= 1/(a * ip) + b + c * lag(lhur) ; solve lhur / out=sim dynamic stats theil; range date to '01nov91'd; run; The STATS output in ... THEIL output in Figure 18. 79 are generated. Figure 18.78 STATS Output The MODEL Procedure Dynamic Single-Equation Simulation Solution Range DATE = FEB 198 0 To NOV 199 1 Descr...

Ngày tải lên: 02/07/2014, 15:20