SAS/ETS 9.22 User''''s Guide 311 pps

3092 ✦ Subject Index step function, 785 interrupted time series analysis, see intervention model interrupted time series model, see intervention model interval functions, see time intervals, functions interval functions and calendar calculations, 103 INTERVAL= option and time intervals, 84 intervals, see time intervals, 2623 intervention analysis, see intervention model intervention model ARIMA procedure, 216, 219, 222, 301 interrupted time series analysis, 220 interrupted time series model, 216 intervention analysis, 220 intervention model and impulse function, 220 step function, 220 intervention notation, 2914 intervention specification, 2823, 2825 interventions, 2913 automatic inclusion of, 2810 forecasting models, 2755 point, 2913 predictor variables, 2913 ramp, 2914 specifying, 2755 step, 2913 INTNX function calendar calculations and, 103 checking data periodicity, 102 computing ceiling of intervals, 101 computing ending date of intervals, 100 computing midpoint date of intervals, 100 computing widths of intervals, 100 defined, 97 incrementing dates, 98 normalizing dates in intervals, 100 INTNX function and date values, 98 time intervals, 97 introduced DIF function, 104 LAG function, 104 percent change calculations, 109 time variables, 94 inverse autocorrelation function ARIMA procedure, 243 invertibility ARIMA procedure, 259 VARMAX procedure, 2141 Investment Analysis System, 47 Investment Portfolio, 2988 invoking the system, 2612 IRoR, 3050 irregular component X11 procedure, 2228, 2234 iterated generalized method of moments, 1065 iterated seemingly unrelated regression SYSLIN procedure, 1797 iterated three-stage least squares SYSLIN procedure, 1797 Iterative Outlier Detection ARIMA procedure, 310 Jacobi method MODEL procedure, 1190 Jacobi method with General Form Equations MODEL procedure, 1191 Jacobian, 1058, 1077 Jarque-Bera test, 354 normality tests, 354 JMP, 57 JOIN method EXPAND procedure, 784 joint generalized least squares, see seemingly unrelated regression jointly dependent variables SYSLIN procedure, 1764 K-class estimation SYSLIN procedure, 1796 Kalman filter AUTOREG procedure, 373 STATESPACE procedure, 1718 used for state space modeling, 1718 KEEP in the DATA step SASEFAME engine, 2517 kernels, 1062, 1697 SPECTRA procedure, 1697 Kolmogorov-Smirnov test, 1098 normality tests, 1098 KPSS (Kwiatkowski, Phillips, Schmidt, Shin) test, 357 KPSS test, 357, 393 unit roots, 393 Kruskal-Wallis test, 2270 labeling variables DATASOURCE procedure, 590 LAG function alternatives to, 107 explained, 105 introduced, 104 MODEL procedure version, 107 multiperiod lags and, 108 percent change calculations and, 109, 110 Subject Index ✦ 3093 pitfalls of, 106 LAG function and Lags, 105 lags, 104, 106 lag functions functions, 1209 MODEL procedure, 1209 lag lengths MODEL procedure, 1211 lag logic MODEL procedure, 1210 lagged dependent variables and tests for autocorrelation, 331 AUTOREG procedure, 331 lagged endogenous variables SYSLIN procedure, 1764 lagging time series data, 104–110 Lagrange multiplier test heteroscedasticity, 364 heteroscedasticity tests, 364 linear hypotheses, 694 nonlinear hypotheses, 962, 1056, 1128, 1458 Lags LAG function and, 105 lags LAG function and, 104, 106 MODEL procedure and, 107 multiperiod lagging, 108 percent change calculations and, 109, 110 RETAIN statement and, 107 SIMLIN procedure, 1670 lambda, 1078 language differences MODEL procedure, 1213 large problems MODEL procedure, 1095 leads calculation of, 111 multiperiod, 111 time series data, 111 Lee and King’s test, 403 Lee and King’s test for Heteroscedasticity, 403 left-hand side expressions nonlinear models, 1201 lengths of variables DATASOURCE procedure, 578, 590 level shifts forecasting models, 2760 specifying, 2760 levels contrasted with flows or rates, 768 levels, of classification variable, 531 LIBNAME libref SASEHAVR ‘physical name’ on Windows SASEFAME engine, 2512 LIBNAME libref SASEHAVR ‘physical name’on UNIX SASEFAME engine, 2512 LIBNAME interface engine for Fame database, see SASEFAME engine LIBNAME interface engine for Haver database, see SASEHAVR engine LIBNAME statement SASECRSP engine, 2398 SASEFAME engine, 2500 SASEHAVR engine, 2556 likelihood confidence intervals, 1132 MODEL procedure, 1132 Likelihood ratio test nonlinear hypotheses, 962 likelihood ratio test linear hypotheses, 694 nonlinear hypotheses, 1056, 1128 limitations on ordinary differential equations (ODEs), 1197 limitations on ordinary differential equations MODEL procedure, 1197 Limited Dependent Variable Models QLIM procedure, 1446 limited information maximum likelihood LIML estimation method, 1762 SYSLIN procedure, 1796 LIML estimation method, see limited information maximum likelihood linear trend curves, 2912 linear dependencies MODEL procedure, 1091 linear exponential smoothing, 2902 Holt smoothing model, 2902 smoothing models, 2902 linear hypotheses Lagrange multiplier test, 694 likelihood ratio test, 694 Wald test, 694 linear hypothesis testing, 1360 PANEL procedure, 1360 linear models equality restriction, 692 inequality restriction, 692 restricted estimation, 692 linear structural equations SIMLIN procedure, 1667 linear trend, 2742, 2912 forecasting models, 2742 linearized form 3094 ✦ Subject Index Durbin-Watson tests, 361 link function heteroscedasticity models, 363 Listing the Haver selection keys, OUTSELECT=ON SASEHAVR engine, 2557 Loan, 2993 LOAN procedure adjustable rate mortgage, 871, 872 amortization schedule, 900 balloon payment mortgage, 871, 872 break even analysis, 896 buydown rate loans, 871, 872 comparing loans, 879, 896, 900 continuous compounding, 894 fixed rate mortgage, 871, 872 installment loans, 871 interest rates, 894 internal rate of return, 896 loan repayment schedule, 900 loan summary table, 900 loans analysis, 871 minimum attractive rate of return, 896 mortgage loans, 871 output data sets, 897, 898 output table names, 900 present worth of cost, 896 rate adjustment cases, 890 taxes, 896 true interest rate, 896 types of loans, 872 loan repayment schedule LOAN procedure, 900 loan summary table LOAN procedure, 900 loans analysis, see LOAN procedure log transformations, 2895 log likelihood value, 354 log test, 2916 log transformation, see transformations log transformations ARIMA procedure, 262 LOGTEST macro, 160 logarithmic trend curves, 2913 logarithmic trend, 2913 logistic transformations, 2895 trend curves, 2912 logistic trend, 2912 logit QLIM Procedure, 1422 LOGTEST macro log transformations, 160 output data sets, 161 SAS macros, 160 long-run relations testing VARMAX procedure, 2163 %MA and %AR macros combined, 1149 MA Initial Conditions conditional least squares, 1142 maximum likelihood, 1142 unconditional least squares, 1142 macros, see SAS macros MAE AUTOREG procedure, 382 main economic indicators (OECD) data files, see DATASOURCE procedure main economic indicators (OECD) data files in FAME.db, see SASEFAME engine managing forecasting project, 2827 managing forecasting projects, 2827 MAPE AUTOREG procedure, 382 Mardia’s test, 1098 normality tests, 1098 Marquardt method ARIMA procedure, 253 Marquardt-Levenberg method, 1078 MARR, see minimum attractive rate of return, 3071 mathematical functions, 51 functions, 1208 matrix language SAS/IML software, 54 maximizing likelihood functions, 56 maximum likelihood AR initial conditions, 1141 MA Initial Conditions, 1142 maximum likelihood method AUTOREG procedure, 375 MDC procedure binary data modeling example, 965 binary logit example, 965, 968 binary probit example, 965 bounds on parameter estimates, 935 BY groups, 936 conditional logit example, 968 conditional logit model, 914, 915, 950 goodness-of-fit measures, 961 Hausman’s specification and likelihood ratio tests for nested logit, 965 heteroscedastic extreme value model, 925, 952 ID groups, 936 Subject Index ✦ 3095 introductory examples, 915 mixed logit model, 930, 953 multinomial discrete choice, 949 multinomial probit example, 971 multinomial probit model, 924, 955 nested logit example, 978 nested logit model, 920, 956 output table names, 964 restrictions on parameter estimates, 946 syntax, 932 Tests on Parameters, 962 mean absolute error statistics of fit, 2917 mean absolute percent error statistics of fit, 2012, 2917 mean percent error statistics of fit, 2918 mean prediction error statistics of fit, 2918 mean square error statistics of fit, 2012 mean squared error statistics of fit, 2917 MEANS procedure, 49 measurement equation observation equation, 1717 of a state space model, 1717 MELO estimation method, see minimum expected loss estimator memory requirements MODEL procedure, 1096 VARMAX procedure, 2193 menu interfaces to SAS/ETS software, 46, 47 merging series time series data, 117 merging time series data sets, 117 Michaelis-Menten Equations, 1124 midpoint dates of time intervals, 100 MINIC (Minimum Information Criterion) method, 246 minimization methods MODEL procedure, 1077 minimization summary MODEL procedure, 1080 minimum attractive rate of return LOAN procedure, 896 MARR, 896 minimum expected loss estimator MELO estimation method, 1796 SYSLIN procedure, 1796 minimum information criteria method VARMAX procedure, 2132 Minimum Information Criterion (MINIC) method, 246 missing observations contrasted with omitted observations, 78 missing values, 792, 1156 COMPUTAB procedure, 491 contrasted with omitted observations, 78 embedded in time series, 78 ENTROPY procedure, 706 FORECAST procedure, 839 interpolation of, 122 MODEL procedure, 1075, 1192 smoothing models, 2898 time series data, 767 time series data and, 77 VARMAX procedure, 2104 missing values and time series data, 77, 78 MISSONLY operator, 793 mixed logit model MDC procedure, 930, 953 Mixture of Distributions example, 1273 MMAE, 2896 MMSE, 2896 model evaluation, 2890 Model Identification ARIMA procedure, 303 model list, 2653, 2834 MODEL procedure adjacency graph, 1227 adjusted R squared, 1077 Almon lag polynomials, 1152 analyzing models, 1222 ARMA model, 1138 autoregressive models, 1138 auxiliary equations, 1124 block structure, 1227 character variables, 1204 Chow tests, 1131 collinearity diagnostics, 1082, 1091 compiler listing, 1220 control variables, 1202 controlling starting values, 1084 convergence criteria, 1078 cross-equation covariance matrix, 1076 cross-reference, 1219 dependency list, 1223 derivatives, 1207 diagnostics and debugging, 1217 Durbin-Watson, 1075 dynamic simulation, 1118, 1167 Empirical Distribution Estimation, 1073 equation translations, 1204 3096 ✦ Subject Index equation variables, 1201 estimation convergence problems, 1088 estimation methods, 1057 estimation of ordinary differential equations, 1120 forecasting, 1169 full information maximum likelihood, 1069 functions across time, 1209 Gaussian distribution, 1030 goal seeking, 1187 grid search, 1086 Hausman specification test, 1129 initializing lags, 1212 input data sets, 1154 internal variables, 1203 Jacobi method, 1190 Jacobi method with General Form Equations, 1191 lag functions, 1209 lag lengths, 1211 lag logic, 1210 language differences, 1213 large problems, 1095 likelihood confidence intervals, 1132 limitations on ordinary differential equations, 1197 linear dependencies, 1091 memory requirements, 1096 minimization methods, 1077 minimization summary, 1080 missing values, 1075, 1192 model variables, 1201 Monte Carlo simulation, 1266 Moore-Penrose generalized inverse, 1035 moving average models, 1138 Multivariate t-Distribution Estimation, 1072 n-period-ahead forecasting, 1167 nested iterations, 1077 Newton’s Method, 1190 nonadditive errors, 1109 normal distribution, 1030 ODS graph names, 1165 ordinary differential equations and goal seeking, 1125 output data sets, 1160 output table names, 1163 parameters, 1202 polynomial distributed lag models, 1152 program listing, 1218 program variables, 1204 properties of the estimates, 1075 quasi-random number generators, 1179 R squared, 1077, 1084 random-number generating functions, 1208 restrictions on parameters, 1148 S matrix, 1076 S-iterated methods, 1077 Seidel method, 1191 Seidel method with General Form Equations, 1191 SIMNLIN procedure, 995 simulated nonlinear least squares, 1069 simulation, 1169 solution mode output, 1181 solution modes, 1166, 1189 SOLVE Data Sets, 1198 starting values, 1081, 1088 static simulation, 1118 static simulations, 1167 stochastic simulation, 1170 storing programs, 1216 summary statistics, 1184 SYSNLIN procedure, 995 systems of ordinary differential equations, 1263 tests on parameters, 1128 time variable, 1124 troubleshooting estimation convergence problems, 1080 troubleshooting simulation problems, 1192 using models to forecast, 1169 using solution modes, 1166 variables in model program, 1200 _WEIGHT_ variable, 1102 MODEL procedure and differencing, 107 lags, 107 MODEL procedure version DIF function, 107 LAG function, 107 model selection, 2849 model selection criterion, 2730, 2838 model selection for X-11-ARIMA method X11 procedure, 2262 model selection list, 2839 model variables MODEL procedure, 1201 Model Viewer, 2655, 2843 graphs, 2647 plots, 2647 saving graphs and tables, 2857, 2859 Monte Carlo simulation, 1170, 1266 examples, 1266 MODEL procedure, 1266 Moore-Penrose generalized inverse, 1035 mortgage loans, see LOAN procedure moving average function, 1209 moving average models, 1139 Subject Index ✦ 3097 MODEL procedure, 1138 moving averages percent change calculations, 110 moving between computer systems SAS data sets, 49 moving product and geometric mean operators, 797 moving rank operator, 796 moving seasonality test, 2270 moving t-value operators, 800 moving time window operators, 789 moving-average parameters ARIMA procedure, 259 multinomial discrete choice independence from irrelevant alternatives, 951 MDC procedure, 949 multinomial probit model MDC procedure, 924, 955 multiperiod leads, 111 multiperiod differences differencing, 108 multiperiod lagging lags, 108 multiperiod lags and DIF function, 108 LAG function, 108 summation, 112, 113 multiple selections, 2626 multiplicative model ARIMA model, 216 multiplicative seasonal smoothing, 2905 smoothing models, 2905 multipliers SIMLIN procedure, 1663, 1664, 1667, 1668, 1671, 1672 multipliers for higher order lags SIMLIN procedure, 1668, 1682 multivariate autocorrelations, 1721 normality tests, 1098 partial autocorrelations, 1740 multivariate forecasting STATESPACE procedure, 1716 multivariate GARCH Modeling VARMAX procedure, 2099 Multivariate Mixture of Distributions example, 1273 multivariate model diagnostic checks VARMAX procedure, 2148 Multivariate t-Distribution Estimation MODEL procedure, 1072 multivariate time series STATESPACE procedure, 1716 n-period-ahead forecasting MODEL procedure, 1167 naming time intervals, 84, 128 naming model parameters ARIMA procedure, 259 national accounts data files (OECD), see DATASOURCE procedure national accounts data files (OECD) in FAME.db, see SASEFAME engine national income and product accounts, see DATASOURCE procedure DATASOURCE procedure, 634 negative log likelihood function, 1070 negative log-likelihood function, 1072 Nerlove variance components, 1342 nested iterations MODEL procedure, 1077 nested logit model MDC procedure, 920, 956 Newton’s Method MODEL procedure, 1190 Newton-Raphson optimization methods, 524, 941 Newton-Raphson method, 524, 941 NIPA Tables DATASOURCE procedure, 634 NLO Overview NLO system, 169 NLO system NLO Overview, 169 Options, 169 output table names, 187 remote monitoring, 185 nominal variables, see also classification variables NOMISS operator, 793 nonadditive errors MODEL procedure, 1109 nonlinear hypotheses Lagrange multiplier test, 962, 1056, 1128, 1458 Likelihood ratio test, 962 likelihood ratio test, 1056, 1128 Wald test, 962, 1056, 1128, 1458 nonlinear least-squares AUTOREG procedure, 375 nonlinear models equality restriction, 1049, 1126 functions of parameters, 1031 inequality restriction, 1024, 1049, 1126 left-hand side expressions, 1201 3098 ✦ Subject Index restricted estimation, 1024, 1049, 1126 test of hypotheses, 1055 nonmissing observations statistics of fit, 2916 nonseasonal ARIMA model notation, 2908 nonseasonal transfer function notation, 2910 nonstationarity, see stationarity normal distribution MODEL procedure, 1030 normality tests, 1098 Henze-Zirkler test, 1098 Jarque-Bera test, 354 Kolmogorov-Smirnov test, 1098 Mardia’s test, 1098 multivariate, 1098 Shapiro-Wilk test, 1098 normalizing dates in intervals INTNX function, 100 normalizing to intervals date values, 100 notation nonseasonal ARIMA model, 2908 nonseasonal transfer function, 2910 seasonal ARIMA model, 2909 seasonal transfer function, 2911 notation for ARIMA model, 210 ARMA model, 210 number of observations statistics of fit, 2916 number to use instrumental variables, 1135 numerator factors transfer function model, 221 OBJECT convergence measure, 1078 objective function, 1057 observation equation, see measurement equation observation numbers, 2873 as time ID, 2671 time ID variable, 2671 obtaining descriptive information DATASOURCE procedure, 569, 573–575, 594–597 ODS graph names ARIMA procedure, 279 AUTOREG procedure, 415 ENTROPY procedure, 710 ESM procedure, 749 EXPAND procedure, 803 MODEL procedure, 1165 SEVERITY procedure, 1561 SIMILARITY procedure, 1631 SYSLIN procedure, 1808 TIMESERIES procedure, 1899 UCM procedure, 2006 VARMAX procedure, 2191 ODS Graphics ARIMA procedure, 228 UCM procedure, 1946 X12 procedure, 2308 OECD ANA data files DATASOURCE procedure, 654 OECD annual national accounts DATASOURCE procedure, 654 OECD data files, see DATASOURCE procedure OECD data files in FAME.db, see SASEFAME engine OECD main economic indicators DATASOURCE procedure, 656 OECD MEI data files DATASOURCE procedure, 656 OECD QNA data files DATASOURCE procedure, 655 OECD quarterly national accounts DATASOURCE procedure, 655 of a state space model impulse response matrix, 1748 innovation vector, 1717 input matrix, 1717 measurement equation, 1717 state transition equation, 1717 state vector, 1716 transition equation, 1717 transition matrix, 1717 of a time series unit root, 158 of interleaved time series overlay plots, 89 of missing values interpolation, 122, 767 of time series distribution, 768 overlay plots, 88 sampling frequency, 71, 84, 122 simulation, 2788, 2882 stationarity, 213 summation, 112 time ranges, 77 of time series data set standard form, 76 time series cross-sectional form, 79 of time series observations frequency, 84, 122 periodicity, 71, 84, 122 omitted observations Subject Index ✦ 3099 contrasted with missing values, 78 defined, 78 replacing with missing values, 102 omitted observations in time series data, 78 one-way fixed effects model, 1332 random effects model, 1339 one-way fixed effects model PANEL procedure, 1332 one-way fixed-effects model, 1332 one-way random effects model PANEL procedure, 1339 one-way random-effects model, 1339 operations research SAS/OR software, 55 optimization methods Newton-Raphson, 524, 941 quasi-Newton, 362, 524, 941 trust region, 362, 524, 941 optimizations smoothing weights, 2899 Options NLO system, 169 options automatic model selection, 2796 order of calculations COMPUTAB procedure, 485 order statistics, see RANK procedure Ordinal Discrete Choice Modeling QLIM procedure, 1443 ordinary differential equations (ODEs) and goal seeking, 1125 differential algebraic equations, 1197 example, 1263 explosive differential equations, 1197 limitations on, 1197 systems of, 1263 ordinary differential equations and goal seeking MODEL procedure, 1125 Organization for Economic Cooperation and Development data files, see DATASOURCE procedure DATASOURCE procedure, 654 Organization for Economic Cooperation and Development data files in FAME.db, see SASEFAME engine orthogonal polynomials PDLREG procedure, 1396 OUT= data set indexing, 593 OUTALL= data set DATASOURCE procedure, 574 OUTBY= data set DATASOURCE procedure, 573 OUTCONT= data set DATASOURCE procedure, 569, 575 Outlier Detection ARIMA procedure, 308 Output Data Sets VARMAX procedure, 2178 output data sets and the OUTPUT statement, 83 ARIMA procedure, 265, 267, 270, 272 AUTOREG procedure, 410 BOXCOXAR macro, 155 COMPUTAB procedure, 491 DATASOURCE procedure, 567, 592, 594–597 DFTEST macro, 159 different forms of, 82 ENTROPY procedure, 708 EXPAND procedure, 801 FORECAST procedure, 850, 852 in standard form, 83 interleaved form, 82 LOAN procedure, 897, 898 LOGTEST macro, 161 MODEL procedure, 1160 PANEL procedure, 1368, 1370 PDLREG procedure, 1409 produced by SAS/ETS procedures, 82 SIMLIN procedure, 1670, 1671 SPECTRA procedure, 1700 STATESPACE procedure, 1749, 1750 SYSLIN procedure, 1803, 1804 X11 procedure, 2265, 2266 Output Delivery System (ODS), 2846, 2886 OUTPUT statement SAS/ETS procedures using, 83 output table names ARIMA procedure, 275 AUTOREG procedure, 413 COUNTREG procedure, 547 ENTROPY procedure, 709 LOAN procedure, 900 MDC procedure, 964 MODEL procedure, 1163 NLO system, 187 PANEL procedure, 1371 PDLREG procedure, 1410 QLIM procedure, 1465 SIMLIN procedure, 1673 SPECTRA procedure, 1702 STATESPACE procedure, 1752 SYSLIN procedure, 1807 TSCSREG procedure, 1930 X11 procedure, 2279 3100 ✦ Subject Index over identification restrictions SYSLIN procedure, 1802 overlay plot of time series data, 88 overlay plots of interleaved time series, 89 of time series, 88 _TYPE_ variable and, 90 p-values for Durbin-Watson test, 329 panel data TSCSREG procedure, 1919 Panel GMM, 1352 GMM in Panel: Arellano and Bond’s Estimator, 1352 PANEL procedure Between Estimators, 1339 BY groups, 1320 Da Silva method, 1350 generalized least squares, 1348 HCCME =, 1361 ID variables, 1321 linear hypothesis testing, 1360 one-way fixed effects model, 1332 one-way random effects model, 1339 output data sets, 1368, 1370 output table names, 1371 Parks method, 1348 Pooled Estimator, 1339 predicted values, 1328 printed output, 1370 R-square measure, 1364 residuals, 1328 specification tests, 1364 two-way fixed effects model, 1333 two-way random effects model, 1342 Zellner’s two-stage method, 1349 parameter change vector, 1092 parameter estimates, 2661 parameter estimation, 2890 parameters MODEL procedure, 1202 UCM procedure, 1949–1960, 1962–1972 Pareto charts, 56 Parks method PANEL procedure, 1348 partial autocorrelations multivariate, 1740 partial autoregression coefficient VARMAX procedure, 2091, 2128 partial canonical correlation VARMAX procedure, 2091, 2131 partial correlation VARMAX procedure, 2129 PDL, see polynomial distributed lags PDLREG procedure BY groups, 1402 confidence limits, 1406 distributed lag regression models, 1395 orthogonal polynomials, 1396 output data sets, 1409 output table names, 1410 polynomial distributed lags, 1396 predicted values, 1405 residuals, 1405 restricted estimation, 1406 percent change calculations at annual rates, 109 introduced, 109 moving averages, 110 period-to-period, 109 time series data, 109, 110 year-over-year, 109 yearly averages, 110 percent change calculations and DIF function, 109, 110 differencing, 109, 110 LAG function, 109, 110 lags, 109, 110 percent operators, 800 period of evaluation, 2734 period of fit, 2734, 2803, 2878 period-to-period percent change calculations, 109 Periodic Equivalent, see Uniform Periodic Equivalent periodicity changing by interpolation, 122, 765 of time series observations, 71, 84, 122 periodicity of time series data, 84, 122 periodicity of time series time intervals, 84, 122 periodogram SPECTRA procedure, 1690, 1701 PGARCH model, 379 AUTOREG procedure, 342 Power GARCH model, 379 Phillips-Ouliaris test, 355, 390 Phillips-Perron test, 355, 389 unit roots, 355–357, 389 Phillips-Perron tests, 234 Physical Names on Supported hosts SASEFAME engine, 2512 Physical path name syntax for variety of environments SASEFAME engine, 2512 Subject Index ✦ 3101 pitfalls of DIF function, 106 LAG function, 106 plot axis and time intervals, 87 plot axis for time series SGPLOT procedure, 87 PLOT procedure, 50 plotting time series, 91 time series data, 91 plot reference lines and time intervals, 87 plots, see Model Viewer, see Time Series Viewer plots of interleaved time series, 89 plotting autocorrelations, 197 forecasts, 2664 prediction errors, 2657 residual, 91 time series data, 86 plotting time series PLOT procedure, 91 SGPLOT procedure, 86 Time Series Viewer procedure, 86 point interventions, 2913 point interventions, 2913 point-in-time values, 765, 768 polynomial distributed lag models MODEL procedure, 1152 polynomial distributed lags Almon lag polynomials, 1395 endpoint restrictions for, 1396, 1402 PDL, 1395 PDLREG procedure, 1396 Polynomial specification, 2783, 2812, 2851 pooled pooled estimator, 1339 Pooled Estimator PANEL procedure, 1339 pooled estimator, 1339 pooled, 1339 Portfolio, see Investment Portfolio Portmanteau Q test, 402 Portmanteau Q test for Heteroscedasticity, 402 power curve trend curves, 2913 power curve trend, 2913 Power GARCH model, see PGARCH model PPC convergence measure, 1078 Prais-Winsten estimates AUTOREG procedure, 375 PRED. variables, 1204 predetermined variables SYSLIN procedure, 1764 predicted values ARIMA procedure, 260 AUTOREG procedure, 369, 405, 406 conditional variance, 407 FORECAST procedure, 851 PANEL procedure, 1328 PDLREG procedure, 1405 SIMLIN procedure, 1661, 1666 STATESPACE procedure, 1745, 1749 structural, 369, 405, 1405 SYSLIN procedure, 1788 transformed models, 1111 predicting conditional variance, 407 prediction error covariance VARMAX procedure, 2089, 2122, 2124 prediction errors autocorrelations, 2658 plotting, 2657 residuals, 2726 stationarity, 2659 predictions smoothing models, 2898 predictive Chow test, 354, 405 predictive Chow tests, 1131 predictor variables forecasting models, 2739 independent variables, 2739 inputs, 2739 interventions, 2913 seasonal dummies, 2915 specifying, 2739 trend curves, 2912 Present Value Analysis, see Time Value Analysis present worth of cost LOAN procedure, 896 prewhitening ARIMA procedure, 250, 251 principal component, 1091 PRINT procedure, 50 printing SAS data sets, 50 printed output ARIMA procedure, 273 AUTOREG procedure, 412 PANEL procedure, 1370 SIMLIN procedure, 1671 STATESPACE procedure, 1751 SYSLIN procedure, 1805 X11 procedure, 2268 printing SAS data sets, 50 . model, 93 0, 95 3 multinomial discrete choice, 94 9 multinomial probit example, 97 1 multinomial probit model, 92 4, 95 5 nested logit example, 97 8 nested logit model, 92 0, 95 6 output table names, 96 4 restrictions. example, 96 5 binary logit example, 96 5, 96 8 binary probit example, 96 5 bounds on parameter estimates, 93 5 BY groups, 93 6 conditional logit example, 96 8 conditional logit model, 91 4, 91 5, 95 0 goodness-of-fit. rate of return, 896 mortgage loans, 871 output data sets, 897 , 898 output table names, 90 0 present worth of cost, 896 rate adjustment cases, 890 taxes, 896 true interest rate, 896 types of loans,