SAS/ETS 9.22 User''''s Guide 131 pdf

1292 ✦ Chapter 18: The MODEL Procedure bounds s > 0, 1>b>0; run; The output of the MODEL procedure is shown in Output 18.19.1. Output 18.19.1 PROC MODEL Output Efficient Method of Moments for Stochastic Volatility Model EMM estimates The MODEL Procedure Model Summary Parameters 3 Equations 3 Number of Statements 11 Parameters(Value) a(-0.736) b(0.9) s(0.363) Equations m1 m2 m3 The 3 Equations to Estimate m1 = F(a, b, s) m2 = F(a, b, s) m3 = F(a, b, s) Instruments 1 Nonlinear GMM Parameter Estimates Approx Approx Parameter Estimate Std Err t Value Pr > |t| a -0.56165 0.0160 -35.11 <.0001 b 0.921532 0.00217 425.26 <.0001 s 0.344669 0.00674 51.11 <.0001 Example 18.20: Illustration of ODS Graphics This example illustrates graphical output from PROC MODEL. This is a continuation of the section “Nonlinear Regression Analysis” on page 999. These graphical displays are requested by specifying the ODS GRAPHICS ON statement. For information about the graphics available in the MODEL procedure, see the section “ODS Graphics” on page 1165. The following statements show how to generate ODS graphics plots with the MODEL procedure. The plots are displayed in Output 18.20.1 and Output 18.20.2. Note that the variable date in the ID statement is used to define the horizontal tick mark values when appropriate. title1 'Example of Graphical Output from PROC MODEL'; proc model data=sashelp.citimon; Example 18.20: Illustration of ODS Graphics ✦ 1293 lhur = 1/(a * ip + b) + c; fit lhur; id date; run; Output 18.20.1 Diagnostics Plots 1294 ✦ Chapter 18: The MODEL Procedure Output 18.20.2 Diagnostics Plots You can also obtain the plots in the diagnostics panel as separate graphs by specifying the PLOTS(UNPACK) option. These plots are displayed in Output 18.20.3 through Output 18.20.10. title1 'Unpacked Graphical Output from PROC MODEL'; proc model data=sashelp.citimon plots(unpack); lhur = 1/(a * ip + b) + c; fit lhur; id date; run; Example 18.20: Illustration of ODS Graphics ✦ 1295 Output 18.20.3 Studentized Residuals Plot 1296 ✦ Chapter 18: The MODEL Procedure Output 18.20.4 Cook’s D Plot Example 18.20: Illustration of ODS Graphics ✦ 1297 Output 18.20.5 Predicted versus Actual Plot 1298 ✦ Chapter 18: The MODEL Procedure Output 18.20.6 Autocorrelation of Residuals Plot Example 18.20: Illustration of ODS Graphics ✦ 1299 Output 18.20.7 Partial Autocorrelation of Residuals Plot 1300 ✦ Chapter 18: The MODEL Procedure Output 18.20.8 Inverse Autocorrelation of Residuals Plot Example 18.20: Illustration of ODS Graphics ✦ 1301 Output 18.20.9 Q-Q Plot of Residuals . 1 292 ✦ Chapter 18: The MODEL Procedure bounds s > 0, 1>b>0; run; The output of the MODEL procedure is shown in Output 18. 19. 1. Output 18. 19. 1 PROC MODEL Output Efficient. from PROC MODEL. This is a continuation of the section “Nonlinear Regression Analysis” on page 99 9. These graphical displays are requested by specifying the ODS GRAPHICS ON statement. For information. ODS Graphics ✦ 1 295 Output 18.20.3 Studentized Residuals Plot 1 296 ✦ Chapter 18: The MODEL Procedure Output 18.20.4 Cook’s D Plot Example 18.20: Illustration of ODS Graphics ✦ 1 297 Output 18.20.5