SAS/ETS 9 22 User''''''''s Guide 153 pptx

... (RSLB= option) or a relative lower bound determined by the formula cn ˛ proposed by Lai and Ying ( 199 1). Values of c and ˛ can be specified by using the C= and ALPHA= options respectively. By default, ... analytically, then you should define the gradient and Hessian functions by using the analytic method. Table 22. 2 shows functions and subroutines that define a distribution model, and subsec...

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... 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...

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... 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...

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... 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...

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... 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...

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... 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....

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... 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 ... - 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 1 290 0 125.1...

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... 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...

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... 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 ... 0.051424 137741.07 0.00 7 240325. 49 0.053247 12 198 0 .94 0.00 8 138858.08 0.0860 79 1 61536 .44 0.00 9 237647.82 0.054528 124700 .22 0.00 10 282855.86 0.051800 117 294 ....

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... 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 EXOGENOUS Statement EXOGENOUS ... missing observations, the Durbin-Watson statistic calculated is d 0 as suggested by Savin and White ( 197 8). This is the usual Durbin-Watson computed by ignoring the gaps. Savin...

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