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SAS/ETS 9.22 User''''s Guide 312 pdf

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printing SAS data sets, see PRINT procedureprobability functions,51 PROBDF Function Dickey-Fuller test,162 Financial Functions,162 significance probabilities,162 significance probabiliti

Trang 1

printing SAS data sets, see PRINT procedure

probability functions,51

PROBDF Function

Dickey-Fuller test,162

Financial Functions,162

significance probabilities,162

significance probabilities for Dickey-Fuller

tests,162

PROBDF function

defined,162

probit

QLIM Procedure,1422

produced by SAS/ETS procedures

output data sets,82

Producer Price Index Survey, see DATASOURCE

procedure

producing

forecasts,2632,2852

producing forecasts,2852

program flow

COMPUTAB procedure,482

program listing

MODEL procedure,1218

program variables

MODEL procedure,1204

programming statements

COMPUTAB procedure,479

Project Management window

forecasting project,2639

properties of the estimates

MODEL procedure,1075

properties of time series,2681

PROTO procedure,50

printing SAS data sets,50

QGARCH model,379

AUTOREG procedure,342

Quadratic GARCH model,379

QLIM Procedure,1422

logit,1422

probit,1422

selection,1422

tobit,1422

QLIM procedure

Bivariate Limited Dependent Variable

Modeling,1454

Box-Cox Modeling,1453

BY groups,1433

Censored Regression Models,1446

Frontier,1450

Heteroscedasticity,1452

Limited Dependent Variable Models,1446

Multivariate Limited Dependent Models,

1457

Ordinal Discrete Choice Modeling,1443 Output,1459

output table names,1465 Selection Models,1455 syntax,1428

Tests on Parameters,1458 Truncated Regression Models,1449 Types of Tobit Model,1447 quadratic

trend curves,2912 Quadratic GARCH model, see QGARCH model quadratic trend,2912

quadrature spectrum cross-spectral analysis,1701 SPECTRA procedure,1701 qualitative variables, see classification variables quasi-Newton

optimization methods,362,524,941 quasi-Newton method,362,524,941 AUTOREG procedure,350 quasi-random number generators MODEL procedure,1179

R convergence measure,1078

R square statistic statistics of fit,2012

R squared MODEL procedure,1077,1084 R-square measure

PANEL procedure,1364 R-square statistic

statistics of fit,2917 SYSLIN procedure,1799 R-squared measure,1364 ramp

interventions,2914 ramp function, see ramp interventions ramp interventions,2914

ramp function,2913 Ramsey’s test, see RESET test random effects model

one-way,1339 two-way,1342 random number functions,51 random walk model

AUTOREG procedure,425 random walk R-square

statistics of fit,2012,2917 random-number functions functions,1208 random-number generating functions MODEL procedure,1208 random-walk with drift tests,234 range of output observations

Trang 2

EXPAND procedure,780

RANGE= option in the LIBNAME statement

SASEFAME engine,2520

RANK procedure,50

order statistics,50

Rank Version of von Neumann Ratio test,397

Rank version of von Neumann ratio test,360

Rank Version of von Neumann Ratio test for

Independence,397

Rank version of von Neumann ratio test for

Independence,360

rate adjustment cases

LOAN procedure,890

rates

contrasted with stocks or levels,768

ratio operators,800

rational transfer functions

ARIMA procedure,222

reading

time series data,66,125

reading data files

DATASOURCE procedure,567

reading from a Fame data base

SASEFAME engine,2501

reading from a Haver DLX database

SASEHAVR engine,2556

reading from CRSP data files

SASECRSP engine,2401

reading, with DATA step

time series data,123,124

recommended for time series ID

formats,71

recursive residuals,369,382

reduced form coefficients

SIMLIN procedure,1667,1672,1676

SYSLIN procedure,1801

reference

forecasting models,2736

SGPLOT procedure,87

regression model with ARMA errors

ARIMA procedure,216,218

regressor

definition,531

regressor selection,2856

regressors

forecasting models,2747

specifying,2747

relation to ARMA models

state space models,1747

Remote Fame Access, Using Fame CHLI

SASEFAME engine,2502

remote monitoring

NLO system,185

RENAME in the DATA step

SASEFAME engine,2517 renaming

SAS data sets,49 renaming variables DATASOURCE procedure,576,591 replacing with missing values

omitted observations,102 represented by different series cross sectional dimensions,79 represented with BY groups cross-sectional dimensions,79 reserved words

COMPUTAB procedure,490 RESET test,354

Ramsey’s test,354 RESID variables,1104,1109,1204 residual

plotting,91 residual analysis,2726 residuals, see prediction errors ARIMA procedure,260 AUTOREG procedure,369 FORECAST procedure,851 PANEL procedure,1328 PDLREG procedure,1405 SIMLIN procedure,1666 STATESPACE procedure,1749 structural,369,1405

SYSLIN procedure,1788 response variable,531 restarting the SASEFAME engine SASEFAME engine,2501 RESTRICT statement,364,692,1049 restricted estimates

STATESPACE procedure,1735 restricted estimation,364

linear models,692 nonlinear models,1024,1049,1126 PDLREG procedure,1406

SYSLIN procedure,1789,1790 restricted vector autoregression,1148 restrictions on parameters

MODEL procedure,1148 RETAIN statement

computing lags,107 RETAIN statement and differencing,107 lags,107 root mean square error statistics of fit,2012,2917 row blocks

COMPUTAB procedure,490 ROWxxxxx: label

COMPUTAB procedure,480

Trang 3

RPC convergence measure,1078

Runs test,355,396

Runs test for

Independence,355,396

S convergence measure,1078

S matrix

definition,1058

MODEL procedure,1076

S matrix used in estimation,1076

S-iterated methods

MODEL procedure,1077

sample cross covariances

VARMAX procedure,2089,2127

sample cross-correlations

VARMAX procedure,2089,2127

sample data sets,2608,2621

sampling frequency

changing by interpolation,122

of time series,71,84,122

time intervals and,84

sampling frequency of

time series data,84,122

sampling frequency of time series

time intervals,84,122

SAS and CRSP Dates

SASECRSP engine,2416

SAS catalogs, see CATALOG procedure

SAS data sets

contents of,49

copying,49

DATA step,49

moving between computer systems,49

printing,50

renaming,49

sorting,50

structured query language,50

summarizing,49,50

transposing,50

SAS data sets and

time series data,65

SAS DATA step

SASECRSP engine,2402

SASEFAME engine,2501

SASEHAVR engine,2557

SAS Date Format

SASECRSP engine,2416

SAS language features for

time series data,64

SAS macros

BOXCOXAR macro,154

DFPVALUE macro,157

DFTEST macro,158

LOGTEST macro,160

macros,153 SAS options statement, using

VALIDVARNAME=ANY SASEFAME engine,2512,2517 SAS output data set

SASECRSP engine,2415 SASEFAME engine,2508 SASEHAVR engine,2563 SAS representation for

date values,68 datetime values,69 SAS Risk Products,60 SAS source statements,2810 SAS YEARCUTOFF= option DATASOURCE procedure,588 SAS/ETS procedures using

OUTPUT statement,83 SAS/GRAPH software,52 graphics,52

SAS/HPF,52 SAS/IML software,54 IML,54

matrix language,54 SAS/IML Studio software,55 SAS/OR software,55 operations research,55 SAS/QC software,56 statistical quality control,56 SAS/STAT software,53

SASECRSP engine

@CRSPDB Date Informats,2417

@CRSPDR Date Informats,2417

@CRSPDT Date Informats,2417 CONTENTS procedure,2402 Converting Dates Using the CRSP Date Functions,2416

CRSP and SAS Dates,2416 CRSP Date Formats,2416 CRSP Date Functions,2416 CRSP Date Informats,2417 CRSP Integer Date Format,2416 CRSPDB_SASCAL environment variable, 2401

CRSPDCI Date Functions,2418 CRSPDCS Date Functions,2418 CRSPDI2S Date Function,2418 CRSPDIC Date Functions,2418 CRSPDS2I Date Function,2418 CRSPDSC Date Functions,2418 CRSPDT Date Formats,2416 Environment variable, CRSPDB_SASCAL, 2401

LIBNAME statement,2398 reading from CRSP data files,2401

Trang 4

SAS and CRSP Dates,2416

SAS DATA step,2402

SAS Date Format,2416

SAS output data set,2415

SETID option,2401

SQL procedure, creating a view,2402

SASEFAME engine

CONTENTS procedure,2501

convert option,2501

creating a Fame view,2500

DOT as a GLUE character,2507

DRI data files in FAME.db ,2500

DRI/McGraw-Hill data files in FAME.db,

2500

DROP in the DATA step,2517

Fame data files,2500

Fame glue symbol named DOT,2512

Fame Information Services Databases,2500

fatal error when reading from a Fame data

base,2501

finishing the Fame CHLI,2501

GLUE symbol,2507

KEEP in the DATA step,2517

LIBNAMElibref SASEHAVR ‘physical

name’ on Windows,2512

LIBNAMElibref SASEHAVR ‘physical

name’on UNIX,2512

LIBNAME interface engine for Fame

databases,2500

LIBNAME statement,2500

main economic indicators (OECD) data files

in FAME.db,2500

national accounts data files (OECD) in

FAME.db,2500

OECD data files in FAME.db,2500

Organization for Economic Cooperation and

Development data files in FAME.db,

2500

Physical Names on Supported hosts,2512

Physical path name syntax for variety of

environments,2512

RANGE= option in the LIBNAME statement,

2520

reading from a Fame data base,2501

Remote Fame Access, Using Fame CHLI,

2502

RENAME in the DATA step,2517

restarting the SASEFAME engine,2501

SAS DATA step,2501

SAS options statement, using

VALIDVARNAME=ANY,2512,2517

SAS output data set,2508

Special characters in SAS Variable names,

the glue symbol DOT,2512

SQL procedure, using clause,2501 SQL procedure,creating a view,2501 Supported hosts,2500

Using CROSSLIST= option to create a view, 2502

Using Fame expressions and Fame functions

in an INSET,2502 Using INSET= option with the CROSSLIST= option to create a view, 2502

Using INSET= option with the KEEPLIST= clause to create a view,2502

Using KEEPLIST clause to create a view, 2502

Using RANGE= option to create a view, 2502

Using WHERE clause with INSET= option

to create a view,2502 Using WILDCARD= option to create a view, 2502

VALIDVARNAME=ANY, SAS option statement,2512,2517

viewing a Fame database,2500 WHERE in the DATA step,2520 SASEHAVR engine

creating a Haver view,2555 frequency option,2556 Haver data files,2555 Haver Information Services Databases,2555 LIBNAME interface engine for Haver databases,2555

LIBNAME statement,2556 Listing the Haver selection keys, OUTSELECT=ON,2557 reading from a Haver DLX database,2556 SAS DATA step,2557

SAS output data set,2563 viewing a Haver database,2555 SASHELP library,2621

saving and restoring forecasting project,2640 Savings,3000

SBC, see Schwarz Bayesian criterion, see

Schwarz Bayesian information criterion scale operators,799

SCAN (Smallest Canonical) correlation method,

248 Schwarz Bayesian criterion ARIMA procedure,254 AUTOREG procedure,383 SBC,254

Schwarz Bayesian information criterion BIC,2917

SBC,2917

Trang 5

statistics of fit,2917

seasonal adjustment

time series data,2228,2297

X11 procedure,2228,2234

X12 procedure,2297

seasonal ARIMA model

notation,2909

Seasonal ARIMA model options,2860

seasonal component

X11 procedure,2228

X12 procedure,2297

seasonal dummies,2915

predictor variables,2915

seasonal dummy variables

forecasting models,2767

specifying,2767

seasonal exponential smoothing,2904

smoothing models,2904

seasonal forecasting

additive Winters method,846

FORECAST procedure,843,846

WINTERS method,843

seasonal model

ARIMA model,215

ARIMA procedure,215

seasonal transfer function

notation,2911

seasonal unit root test,250

seasonality

FORECAST procedure,848

testing for,158

seasonality test,2916

seasonality tests,2270

seasonality, testing for

DFTEST macro,158

second difference

DIF function,108

differencing,108

See ordinary differential equations

differential equations,1120

seemingly unrelated regression,1060

cross-equation covariance matrix,1060

joint generalized least squares,1762

SUR estimation method,1762

SYSLIN procedure,1770,1797

Zellner estimation,1762

Seidel method

MODEL procedure,1191

Seidel method with General Form Equations

MODEL procedure,1191

selecting from a list

forecasting models,2685

selection

QLIM Procedure,1422

selection criterion,2838 sequence operators,797 serial correlation correction AUTOREG procedure,320 series

autocorrelations,2723 series adjustments,2895 series diagnostics,2681,2861,2915 series selection,2862

series transformations,2724 set operators,798

SETID option SASECRSP engine,2401 SETMISS operator,793 SEVERITY procedure

BY groups,1514 ODS graph names,1561 SGMM simulated generalized method of

moments,1066 SGPLOT procedure plot axis for time series,87 plotting time series,86 reference,87

time series data,86 Shapiro-Wilk test,1098 normality tests,1098 sharing

forecasting project,2644 Shewhart control charts,56 shifted

time intervals,129 shifted intervals, see time intervals, shifted significance probabilities

Dickey-Fuller test,162 PROBDF Function,162 unit root,162

significance probabilities for Dickey-Fuller test,157 significance probabilities for Dickey-Fuller tests PROBDF Function,162

SIMILARITY procedure

BY groups,1598 ODS graph names,1631 SIMLIN procedure

BY groups,1664 dynamic models,1660,1661,1667,1682 dynamic multipliers,1667,1668

dynamic simulation,1661 EST= data set,1669

ID variables,1665 impact multipliers,1667,1672 initializing lags,1670

interim multipliers,1663,1668,1671,1672 lags,1670

Trang 6

linear structural equations,1667

multipliers,1663,1664,1667,1668,1671,

1672

multipliers for higher order lags,1668,1682

output data sets,1670,1671

output table names,1673

predicted values,1661,1666

printed output,1671

reduced form coefficients,1667,1672,1676

residuals,1666

simulation,1661

statistics of fit,1672

structural equations,1667

structural form,1667

total multipliers,1664,1668,1671,1672

TYPE=EST data set,1667

SIMNLIN procedure, see MODEL procedure

simple

data set,2635

simple exponential smoothing,2900

smoothing models,2900

simulated method of moments

GMM,1066

simulated nonlinear least squares

MODEL procedure,1069

simulating

ARIMA model,2788,2882

Simulating from a Mixture of Distributions

examples,1273

simulation

MODEL procedure,1169

of time series,2788,2882

SIMLIN procedure,1661

time series,2788,2882

simultaneous equation bias,1059

SYSLIN procedure,1763

single equation estimators

SYSLIN procedure,1796

single exponential smoothing, see exponential

smoothing

sliding spans analysis,2254

Smallest Canonical (SCAN) correlation method,

248

SMM,1066

GMM,1066

SMM simulated method of moments,1066

smoothing equations,2897

smoothing models,2897

smoothing model specification,2868,2870

smoothing models

calculations,2897

damped-trend exponential smoothing,2903

double exponential smoothing,2901

exponential smoothing,2897

forecasting models,2690,2897 initializations,2898

linear exponential smoothing,2902 missing values,2898

multiplicative seasonal smoothing,2905 predictions,2898

seasonal exponential smoothing,2904 simple exponential smoothing,2900 smoothing equations,2897

smoothing state,2897 smoothing weights,2899 specifying,2690

standard errors,2900 underlying model,2897 Winters Method,2906,2907 smoothing state,2897

smoothing models,2897 smoothing weights,2870,2899 additive-invertible region,2899 boundaries,2899

FORECAST procedure,847 optimizations,2899

smoothing models,2899 specifications,2899 weights,2899 solution mode output MODEL procedure,1181 solution modes

MODEL procedure,1166,1189 SOLVE Data Sets

MODEL procedure,1198 SORT procedure,50

sorting,50 sorting, see SORT procedure forecasting models,2732,2809 SAS data sets,50

time series data,72 sorting by

ID variables,72 Special characters in SAS Variable names, the

glue symbol DOT SASEFAME engine,2512 specification tests

PANEL procedure,1364 specifications

smoothing weights,2899 specifying

adjustments,2750 ARIMA models,2693 combination models,2710 custom models,2700 dynamic regression,2751 Factored ARIMA models,2696 forecasting models,2681

Trang 7

level shifts,2760

predictor variables,2739

regressors,2747

seasonal dummy variables,2767

smoothing models,2690

state space models,1726

time ID variable,2877

trend changes,2758

trend curves,2743

SPECTRA procedure

BY groups,1694

Chirp-Z algorithm,1696

coherency of cross-spectrum,1701

cospectrum estimate,1701

cross-periodogram,1701

cross-spectral analysis,1690,1701

cross-spectrum,1701

fast Fourier transform,1696

finite Fourier transform,1690

Fourier coefficients,1701

Fourier transform,1690

frequency,1700

kernels,1697

output data sets,1700

output table names,1702

periodogram,1690,1701

quadrature spectrum,1701

spectral analysis,1690

spectral density estimate,1690,1701

spectral window,1695

white noise test,1699,1702

spectral analysis

SPECTRA procedure,1690

spectral density estimate

SPECTRA procedure,1690,1701

spectral window

SPECTRA procedure,1695

SPLINE method

EXPAND procedure,783

splitting series

time series data,116

splitting time series data sets,116

SQL procedure,50

structured query language,50

SQL procedure, creating a view

SASECRSP engine,2402

SQL procedure, using clause

SASEFAME engine,2501

SQL procedure,creating a view

SASEFAME engine,2501

square root

transformations,2895

square root transformation, see transformations

stable seasonality test,2270 standard errors

smoothing models,2900 standard form

of time series data set,76 standard form of

time series data,76 STANDARD procedure,50 standardized values,50 standardized values, see STANDARD procedure starting dates of

time intervals,99,100 starting values

GARCH model,350 MODEL procedure,1081,1088 state and area employment, hours, and earnings

survey, see DATASOURCE procedure state space model

UCM procedure,1979 state space models

form of,1716 relation to ARMA models,1747 specifying,1726

state vector of,1716 STATESPACE procedure,1716 state transition equation

of a state space model,1717 state vector

of a state space model,1716 state vector of

state space models,1716 state-space representation VARMAX procedure,2105 STATESPACE procedure automatic forecasting,1716

BY groups,1734 canonical correlation analysis,1718,1741 confidence limits,1749

differencing,1735 forecasting,1716,1745

ID variables,1734 Kalman filter,1718 multivariate forecasting,1716 multivariate time series,1716 output data sets,1749,1750 output table names,1752 predicted values,1745,1749 printed output,1751 residuals,1749 restricted estimates,1735 state space models,1716 time intervals,1733 Yule-Walker equations,1738 static simulation,1118

Trang 8

MODEL procedure,1118

static simulations

MODEL procedure,1167

stationarity

and state space models,1719

ARIMA procedure,198

nonstationarity,198

of time series,213

prediction errors,2659

testing for,158

VARMAX procedure,2133,2141

stationarity tests,234,250,355

stationarity, testing for

DFTEST macro,158

statistical quality control

SAS/QC software,56

statistics of fit,2011,2653,2662,2872,2916

adjusted R-square,2012,2917

Akaike’s information criterion,2917

Amemiya’s prediction criterion,2917

Amemiya’s R-square,2012,2917

corrected sum of squares,2917

error sum of squares,2917

goodness of fit,2662

goodness-of-fit statistics,2011,2916

mean absolute error,2917

mean absolute percent error,2012,2917

mean percent error,2918

mean prediction error,2918

mean square error,2012

mean squared error,2917

nonmissing observations,2916

number of observations,2916

R square statistic,2012

R-square statistic,2917

random walk R-square,2012,2917

root mean square error,2012,2917

Schwarz Bayesian information criterion,

2917

SIMLIN procedure,1672

uncorrected sum of squares,2917

step

interventions,2913

step function, see step interventions

interpolation of time series,785

intervention model and,220

step interventions,2913

step function,2913

STEP method

EXPAND procedure,785

STEPAR method

FORECAST procedure,840

stepwise autoregression

AUTOREG procedure,332

FORECAST procedure,818,840 stochastic simulation

MODEL procedure,1170 stock data files, see DATASOURCE procedure stocks

contrasted with flow variables,768 stored in SAS data sets

time series data,75 storing programs MODEL procedure,1216 structural

predicted values,369,405,1405 residuals,369,1405

structural change Chow test for,352 structural equations SIMLIN procedure,1667 structural form

SIMLIN procedure,1667 structural predictions

AUTOREG procedure,405 structured query language, see SQL procedure SAS data sets,50

subset model ARIMA model,215 ARIMA procedure,215 AUTOREG procedure,334 subsetting data, see WHERE statement subsetting data files

DATASOURCE procedure,567,580 summarizing

SAS data sets,49,50 summary of

time intervals,131 summary statistics MODEL procedure,1184 summation

higher order sums,113 multiperiod lags and,112,113

of time series,112 summation of

time series data,112,113 Supported hosts

SASEFAME engine,2500 SUR estimation method, see seemingly unrelated

regression Switching Regression example examples,1269

syntax for date values,68 datetime values,69 time intervals,84 time values,69 SYSLIN procedure

Trang 9

Basmann test,1787,1802

BY groups,1785

endogenous variables,1764

exogenous variables,1764

full information maximum likelihood,1772,

1797

Fuller’s modification to LIML,1802

instrumental variables,1764

iterated seemingly unrelated regression,1797

iterated three-stage least squares,1797

jointly dependent variables,1764

K-class estimation,1796

lagged endogenous variables,1764

limited information maximum likelihood,

1796

minimum expected loss estimator,1796

ODS graph names,1808

output data sets,1803,1804

output table names,1807

over identification restrictions,1802

predetermined variables,1764

predicted values,1788

printed output,1805

R-square statistic,1799

reduced form coefficients,1801

residuals,1788

restricted estimation,1789,1790

seemingly unrelated regression,1770,1797

simultaneous equation bias,1763

single equation estimators,1796

system weighted MSE,1799

system weighted R-square,1799,1805

tests of hypothesis,1791,1792

three-stage least squares,1770,1797

two-stage least squares,1767,1796

SYSNLIN procedure, see MODEL procedure

system weighted MSE

SYSLIN procedure,1799

system weighted R-square

SYSLIN procedure,1799,1805

systems of

ordinary differential equations (ODEs),1263

systems of differential equations

examples,1263

systems of ordinary differential equations

MODEL procedure,1263

t distribution

GARCH model,380

table cells, direct access to

COMPUTAB procedure,490

table names

UCM procedure,2003

TABULATE procedure,50

tabulating data,50 tabulating data, see TABULATE procedure taxes

LOAN procedure,896 tentative order selection VARMAX procedure,2127 test of hypotheses

nonlinear models,1055 TEST statement,365 testing for

heteroscedasticity,334 seasonality,158 stationarity,158 unit root,158 testing order of differencing,158 testing overidentifying restrictions,1065 tests of hypothesis

SYSLIN procedure,1791,1792 tests of parameters,365,693,1055 tests on parameters

MODEL procedure,1128 TGARCH model,379

AUTOREG procedure,342 Threshold GARCH model,379 The D-method

example,1269 three-stage least squares,1061 3SLS estimation method,1762 SYSLIN procedure,1770,1797 Threshold GARCH model, see TGARCH model time functions,94

time ID creation,2873,2875,2876 time ID variable,2617

creating,2667

ID variable,2617 observation numbers,2671 specifying,2877

time intervals,2623 alignment of,130 ARIMA procedure,263 calendar calculations and,103 ceiling of,101

checking data periodicity,102 counting,98,101

data frequency,2612 date values,128 datetime values,128 ending dates of,100 examples of,134 EXPAND procedure,779 EXPAND procedure and,122 FORECAST procedure,839 frequency of data,2612

Trang 10

functions for,97,147

ID values for,99

incrementing dates by,97,98

INTCK function and,98,101

INTERVAL= option and,84

intervals,84

INTNX function and,97

midpoint dates of,100

naming,84,128

periodicity of time series,84,122

plot axis and,87

plot reference lines and,87

sampling frequency of time series,84,122

shifted,129

starting dates of,99,100

STATESPACE procedure,1733

summary of,131

syntax for,84

UCM procedure,1959

use with SAS/ETS procedures,85

VARMAX procedure,2084

widths of,100,780

time intervals and

calendar calculations,103

date values,99

frequency,84,122

sampling frequency,84

time intervals, functions

interval functions,97

time intervals, shifted

shifted intervals,129

time range

DATASOURCE procedure,588

time range of data

DATASOURCE procedure,570

time ranges,2734,2803,2878

of time series,77

time ranges of

time series data,77

time series

definition,2608

diagnostic tests,2681

in SAS data sets,2608

simulation,2788,2882

time series cross sectional form

TSCSREG procedure and,80

time series cross-sectional form

BY groups and,79

ID variables for,79

of time series data set,79

TSCSREG procedure and,1919

time series cross-sectional form of

time series data set,79

time series data aggregation of,765,768 changing periodicity,122,765 converting frequency of,765 differencing,104–110 distribution of,768 embedded missing values in,78 giving dates to,67

ID variable for,67 interpolation,123 interpolation of,121,122,767 lagging,104–110

leads,111 merging series,117 missing values,767 missing values and,77,78 omitted observations in,78 overlay plot of,88

percent change calculations,109,110 periodicity of,84,122

PLOT procedure,91 plotting,86

reading,66,125 reading, with DATA step,123,124 sampling frequency of,84,122 SAS data sets and,65

SAS language features for,64 seasonal adjustment,2228,2297 SGPLOT procedure,86

sorting,72 splitting series,116 standard form of,76 stored in SAS data sets,75 summation of,112,113 time ranges of,77 Time Series Viewer,86 transformation of,770,786 transposing,117,119 time series data and missing values,77 time series data set interleaved form of,80 time series cross-sectional form of,79 time series forecasting,2880

Time Series Forecasting System invoking,2774

invoking from SAS/AF and SAS/EIS applications,2774

running in unattended mode,2774 time series methods

FORECAST procedure,830 time series variables

DATASOURCE procedure,568,593 Time Series Viewer,2647,2719,2883

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