SAS/ETS 9.22 User''''s Guide 297 docx

Covariance Matrix opens the Fitted Model Covariance/Correlation Matrix window in the SAS/ETS Model Editor.. Distribution Plot opens the Fitted Model Distribution window in the SAS/ETS Mo

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Dataset Name:

is the data set in which you want the user-specified output to be saved

Browse:

opens the data set selection window for selecting an output data set

Output and Reports

Various output and report windows are available to display the results that are associated with fitting your model To view output and reports, click a model name and select one of the following menu items:

 Model Summary provides summary statistics of the model

 Equation Results provides of the estimates of the equation

 Time Series displays the plotted series

 Covariance Matrix opens the Fitted Model Covariance/Correlation Matrix window in the SAS/ETS Model Editor It displays the cross-equation and parameter estimate covariance and correlation matrices

 Distribution Plot opens the Fitted Model Distribution window in the SAS/ETS Model Editor

 Parameter Estimates displays the model parameter estimation results

 Residuals Plot displays the Residuals Plot window for the model

 Residual Errors displays a list of residual errors analysis for each model equation

 Actual v/s Predicted Plot provides the graph that compares actual results to the predict results

See Chapter 18, “The MODEL Procedure” (SAS/ETS User’s Guide), for more information

Equation Results Window

The Fit Results window corresponds to the FIT statement in the SAS/ETS MODEL procedure This window opens when you click Finish in the Fitted Model wizard, or you can open this window by right-clicking a model in the model tree

In the Fit Results window, you can change model parameters and fit the model again You can also fit two different models and compare their results In the Displayed Fit Results list box, select each check box that corresponds to a model that you want to display On the Full Results tab, a summary

of each selected model is displayed in the upper part of the window To change parameters for a

model, click Edit in the pane that corresponds to that model The model parameters are displayed in the lower part of the window For information about how to edit fields there, see the section “Edit Existing Fitted Model” on page 2963 Click the Code tab to display the code for each displayed model

Figure 47.18 Fit Results Comparison

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Figure 47.19 Edit Fit Results

Time Series Window

The Time Series window displays the plotted series, and you can transform and test the series To open this window, right-click an existing fitted model in the SAS libraries panel and select Time Series or click View Time Series in the Fitted Model wizard page Select the data set to fit For more information about time series, see Chapter 27, “The TIMESERIES Procedure,” (SAS/ETS User’s Guide)

Figure 47.20 View Time Series of the Data

This window has the following controls and fields:

Graphing Options

opens a window that enables you to change graphing options

Series Values

displays a plot of the time series of the selected variables

Observation

displays a table of all the observations of the data set

OK

closes the View Time Series window

Graphing Options Window

When you click Graphing Options in the Time Series window, the Graphing Options window opens

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Figure 47.21 Graphing Options Window

This window has the following controls and fields:

Plots

includes the groups of check boxes for Seasonal Decomposition/Adjustment Plots, Stan-dard Plots, Correlation Plots, and Cross-Variable Plots

TimeSeries Options

enables you to select values for simple difference, seasonal difference, cross-variable, decom-position method, functional transformation, and Box-Cox parameter

Tables

indicates which tables to display

OK

closes the window and returns to the Time Series window

Cancel

closes the window without implementing any changes

Model Summary Results Window

The Model Summary Results window displays the estimated results of the model To open this window, right-click an existing fitted model in the SAS libraries panel and select Model Summary

Figure 47.22 Model Summary Results Window

This window includes the following contents:

Model Summary Results for the Fitted Model

provides detailed summary statistics of the model

Equations

displays the equations to be fitted in this model

Model Variables

displays the endogenous (dependent) variables of this model

Parameter Estimates

displays the model parameter estimation results If any parameter restrictions were imposed, the statistical properties that are associated with the restriction are also displayed Parameter restrictions are defined by using the Set fit options for constraints wizard page or the Model Template Constraints window

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Fitted Model Equation Results Window

The Fitted Model Equation Results window displays the estimated dependent variable results of the model To open this window, right-click an existing fitted model in the SAS libraries pane and select Equation Results

Figure 47.23 Fitted Model Equation Results Window

This window includes the following contents:

Actual v/s Predicted for the model variables

plots the predicted and actual values

Residuals for the model variables

plots the residuals of the fitted model

Equations

display the equations to be fitted for the model

Parameter Estimates

displays the model parameter estimation results If any parameter restrictions were imposed, the statistical properties that are associated with the restriction are also displayed Parameter

restrictions are defined by using the Set fit options for constraints wizard page or the Model Template Constraints window

Summary of Residual Errors

displays the estimates of the residual errors

OK

closes the window

Fitted Model Covariance/Correlation Matrix Window

This window displays the cross-equation and parameter estimate covariance and correlation matrices You can view either the covariance or the correlation matrices In addition, the determinant of the matrices is displayed To open this window, right-click an existing fitted model in the SAS libraries panel and select Covariance Matrix

Figure 47.24 Fitted Model Covariance/Correlation Matrix Window

Fitted Model Distribution Window

The Fitted Model Distribution window displays the plots of the residual distributions To open this window, right-click an existing fitted model in the SAS libraries panel and select Distribution Plot The Fitted Model Distribution dialog box opens Specify the number of replications, number of steps

in time, and the random seed value, and click OK The Fitted Model Distribution window opens

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Figure 47.25 Fitted Model Distribution Dialog Box

Figure 47.26 Fitted Model Distribution Window

Model Parameters Estimates Window

The Model Parameters Estimates window enables you to view the model fit estimates To open this window, right-click an existing fitted model in the SAS libraries panel and select Parameter Estimates

Figure 47.27 Parameter Estimate

If the fit is unsuccessful, an error dialog box appears that contains a brief description of the problem The details about the fitting errors are shown in the Message or the Log window

Residuals Plot Window

This window opens the output data set to enable you to view and analyze model residuals in graphical plots To open this window, right-click an existing fitted model in the SAS libraries panel and select Residuals Plot

Figure 47.28 Residuals Plot