SAS/ETS 9 22 User''''''''s Guide 278 ppsx
SAS/ETS 9.22 User''''s Guide 278 ppsx
... &
Sons.
2762 ✦ Chapter 43: Using Predictor Variables
The pattern of the series from August 199 0 through January 199 1 is more complex than a simple
shift in level or trend. For this pattern, you need ... 2771
References
Box, G.E.P. and Jenkins, G.M. ( 197 6), Time Series Analysis: Forecasting and Control, San Francisco:
Holden-Day.
Pankratz, Alan ( 199 1), Forecasting with Dynamic Regres...
SAS/ETS 9.22 User''''s Guide 6 ppsx
... (SAS/STAT User’s Guide) . For more information about the SAS Output
Delivery system, refer to the SAS Output Delivery System: User’s Guide.
Related SAS Software
Many features not found in SAS/ETS software ... enable graphical output from SAS/ETS procedures, you must use the following statement in your
SAS program.
ods graphics on;
The graphical output produced by many SAS/ETS procedu...
SAS/ETS 9.22 User''''s Guide 11 ppsx
... max
Consumer 1 29. 9 136.2
Price Index
*
*
JUN 199 0 1 29. 90 |c |
JUL 199 0 130.40 | c |
AUG 199 0 131.60 | c |
SEP 199 0 132.70 | c |
OCT 199 0 133.50 | c |
NOV 199 0 133.80 | c |
DEC 199 0 133.80 | c |
JAN 199 1 134.60 ... +
P | +
r |
i 132 +
c | +
e |
131 +
I |
n | +
d 130 + +
e |
x |
1 29 +
+ + + + + +-
MAY 199 0 AUG 199 0 DEC 199 0 MAR 199 1 JUN 199 1 OCT 199 1
date
Using PROC TIMEP...
SAS/ETS 9.22 User''''s Guide 64 ppsx
... 10010 796 7 98 09 3 3840 17AUG 199 5
4 127 095 10 10010 796 7 98 09 3 3840 18AUG 199 5
5 127 095 10 10010 796 7 98 09 3 3840 21AUG 199 5
6 127 095 10 10010 796 7 98 09 3 3840 22AUG 199 5
7 127 095 10 10010 796 7 98 09 3 3840 ... 23AUG 199 5
8 127 095 10 10010 796 7 98 09 3 3840 24AUG 199 5
9 127 095 10 10010 796 7 98 09 3 3840 25AUG 199 5
10 127 095 10 10010 796 7 98 09 3 38...
SAS/ETS 9.22 User''''s Guide 68 ppsx
... Measures
Objective Function Value 9. 553 699
Signal Entropy 9. 5 694 84
Noise Entropy -0.01578
Normed Entropy (Signal) 0 .99 097 6
Normed Entropy (Noise) 0 .99 9786
Parameter Information Index 0.0 090 24
Error Information ... RIDGE test_score 0 .9 . 3. 196 79 9.6 698
teach_ prcnt_ socio_ teach_ test_
Obs sal prof stat score mom_ed score
1 -1. 698 54 0.085118 0.66617 1.18400 -4.06675 -1...
SAS/ETS 9.22 User''''s Guide 103 ppsx
... the functions of
the parameters to the OUTEST= data set
ESTIMATE OUTCOV
Functional Summary ✦ 10 19
Description Statement Option
specify the convergence criteria SOLVE CONVERGE=
compute a simultaneous ... information
about ODS Graphics, see Chapter 21, “Statistical Graphics Using ODS” (SAS/STAT User’s
Guide) . The global-plot-options apply to all relevant plots generated by the MODEL procedu...
SAS/ETS 9.22 User''''s Guide 110 ppsx
... 20 0.33 39 0.3282 2 10.7 599 3 0 .99 433 0.83 096
OLS 2 20 0.3244 0.3233 1 10.46 894 1.31205 0.66810
OLS 3 20 0.3151 0.3 197 1 10.11707 1. 691 49 0.54626
OLS 4 20 0.2764 0.3110 1 9. 74 691 2.08 492 0.46615
OLS ... 0.70000
GRID 0 20 0.70 79 0.5843 0 10.41027 1.36141 0.50000
GRID 1 20 0.0000 0. 291 5 0 9. 693 19 2.13103 0.50000
GRID 0 20 0.7747 0.7175 0 9. 693 19 2.13103 0.30000
GRID 1...
SAS/ETS 9.22 User''''s Guide 117 ppsx
... 0. 292 10 99 .177
14 3SLS PREDICT 1 2.23607 -7.0 797 -0.53732 92 .201
15 3SLS RESIDUAL 1 2.23607 -7.0 797 0.8 294 2 6 .97 6
16 3SLS ACTUAL 1 2.4 494 9 14.5284 1.86 898 423.634
17 3SLS PREDICT 1 2.4 494 9 14.5284 ... _ _ _ 1 2 1 2 2 1
1 3SLS 0 Converged 50 0 022 296 07 -1.25002 0.025827 1 .99 6 09 49. 81 19 -0.44533
2 GMM 0 Converged 50 001772 196 -1.02345 0.014025 1 .99 726 49. 8648 -0.8...
SAS/ETS 9.22 User''''s Guide 121 ppsx
... Forecast
Observation 1 Iteration 0 CC 61 396 1. 39 ERROR.y -62.01010
Predicted Values
y
0.0001000
Iteration Errors
y
-62.01010
Observation 1 Iteration 1 CC 50 .90 2771 ERROR.y -61.88684
Predicted Values
y
-1.215784
Iteration ... variable
step-size backward difference scheme; for more detailed information, see Aiken ( 198 5) and Byrne
and Hindmarsh ( 197 5). The step size or time step is chos...
SAS/ETS 9.22 User''''s Guide 128 ppsx
... |t|
qf 2.0413E8 681443 299 .55 <.0001
qb 4 .226 3E9 91 33 195 462.74 <.0001
k2f 6451186 86 699 8 7.44 <.0001
k2r 0.007808 0.00103 7.55 <.0001
l -5.7 697 4 0.4138 -13 .94 <.0001
Example 18.11: ... 0.0000000001 0.0 091 2 0.5 0.0000000002
0.03 091 1.0 0.0000000003 0.064 19 1.5 0.0000000004
0.110 19 2.0 0.0000000005 0.16 398 2.5 0.0000000006
0.23048 3.0 0.0000000007 0.305 29 3....
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