SAS/ETS 9 22 User''''''''s Guide 225 ppt

... Estimate Std Error t Value Lag MU 0.0001728 0.00 095 96 0.18 0 MA1,1 0.37 399 84 0.0 893 427 4. 19 1 MA1,2 0.0231478 0.0 892 154 0.26 2 MA2,1 0.572 791 4 0.0 790 835 7.24 12 Conditional Least Squares Estimation Variance ... is CHICR= 0.05. The CHICR= option values must be between 0.01 and 0 .90 . The hypothesis being tested is that of model adequacy. 223 4 ✦ Chapter 33: The X11 Procedure Fi...

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... SAS Institute Inc. 2010. SAS/ETS ® 9. 22 User’s Guide. Cary, NC: SAS Institute Inc. SAS/ETS ® 9. 22 User’s Guide Copyright © 2010, SAS Institute Inc., Cary, NC, USA ISBN 97 8-1-60764-543-6 All rights ... . . . . . . . . . 28 89 V SAS/ETS Model Editor (Experimental) 292 3 Chapter 47. SAS/ETS Model Editor Window Reference . . . . . . . . . . . . 292 5 VI Investment Analysis...

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... added to SAS/ETS software since the publication of SAS/ETS Software: Changes and Enhancements for Release 8.2 are summarized in Chapter 1, “What’s New in SAS/ETS 9. 22. ” If you have used SAS/ETS ... weathering (Khan 199 0)  learning curve analysis for predicting manufacturing costs of aircraft (Le Bouton 198 9)  analyzing Dow Jones stock index trends (Early, Sweeney, and Zekavat...

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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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... cpidif 1 JUN 199 0 1 29. 9 . . 2 JUL 199 0 130.4 1 29. 9 0.5 3 AUG 199 0 131.6 130.4 1.2 4 SEP 199 0 132.7 131.6 1.1 5 OCT 199 0 133.5 132.7 0.8 6 NOV 199 0 133.8 133.5 0.3 7 DEC 199 0 133.8 133.8 0.0 8 JAN 199 1 134.6 ... JAN 199 1 134.6 133.8 0.8 9 FEB 199 1 134.8 134.6 0.2 10 MAR 199 1 135.0 134.8 0.2 11 APR 199 1 135.2 135.0 0.2 12 MAY 199 1 135.6 135.2 0.4 13 JUN 199 1 136.0 135.6 0.4...

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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...

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

... Approx Parameter Estimate Error t Value Pr > |t| Lag MU -0. 1228 0 0.1 090 2 -1.13 0.26 09 0 AR1,1 1 .97 607 0.05 499 35 .94 <.0001 1 AR1,2 -1.37 499 0. 099 67 -13.80 <.0001 2 AR1,3 0.34336 0.05502 6.24 <.0001 ... |t| Lag Variable Shift MU 53. 3225 6 0.0 492 6 1082.51 <.0001 0 y 0 NUM1 -0.56467 0 .224 05 -2.52 0.0123 0 x 3 NUM1,1 0.42623 0.46472 0 .92 0.3 598 1 x 3 NUM1,2 0....

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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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