• Contents
  • About
  • Credits and Acknowledgments
    • Credits
      • Documentation
      • Software
      • Technical Support
    • Acknowledgments
  • General Information
    • What’s New in SAS/ETS
      • What’s New in SAS/ETS for SAS 9.2
        • Overview
        • AUTOREG Procedure
        • COUNTREG Procedure
        • DATASOURCE Procedure
        • New ESM Procedure
        • MODEL Procedure
        • PANEL Procedure
        • QLIM Procedure
        • SASECRSP Engine
        • SASEFAME Engine
        • SASEHAVR Engine
        • New SIMILARITY Procedure (Experimental)
        • UCM Procedure
        • VARMAX Procedure
        • X12 Procedure
      • References
    • Introduction
      • Overview of SAS/ETS Software
        • Uses of SAS/ETS Software
        • Contents of SAS/ETS Software
      • Experimental Software
      • About This Book
        • Chapter Organization
        • Typographical Conventions
      • Where to Turn for More Information
        • Accessing the SAS/ETS Sample Library
        • Online Help System
        • SAS Short Courses
        • SAS Technical Support Services
      • Major Features of SAS/ETS Software
        • Discrete Choice and Qualitative and Limited Dependent Variable Analysis
        • Regression with Autocorrelated and Heteroscedastic Errors
        • Simultaneous Systems Linear Regression
        • Linear Systems Simulation
        • Polynomial Distributed Lag Regression
        • Nonlinear Systems Regression and Simulation
        • ARIMA (Box-Jenkins) and ARIMAX (Box-Tiao) Modeling and Forecasting
        • Vector Time Series Analysis
        • State Space Modeling and Forecasting
        • Spectral Analysis
        • Seasonal Adjustment
        • Structural Time Series Modeling and Forecasting
        • Time Series Cross-Sectional Regression Analysis
        • Automatic Time Series Forecasting
        • Time Series Interpolation and Frequency Conversion
        • Trend and Seasonal Analysis on Transaction Databases
        • Access to Financial and Economic Databases
        • Spreadsheet Calculations and Financial Report Generation
        • Loan Analysis, Comparison, and Amortization
        • Time Series Forecasting System
        • Investment Analysis System
        • ODS Graphics
      • Related SAS Software
        • Base SAS Software
        • SAS Forecast Studio
        • SAS High-Performance Forecasting
        • SAS/GRAPH Software
        • SAS/STAT Software
        • SAS/IML Software
        • SAS Stat Studio
        • SAS/OR Software
        • SAS/QC Software
        • MLE for User-Defined Likelihood Functions
        • JMPSoftware
        • SAS Enterprise Guide
        • SASAdd-In for Microsoft Office
        • SAS Enterprise MinerTM—Time Series Node
        • SAS Risk Products
      • References
    • Working with Time Series Data
      • Overview
      • Time Series and SAS Data Sets
        • Introduction
        • Reading a Simple Time Series
      • Dating Observations
        • SAS Date, Datetime, and Time Values
        • Reading Date and Datetime Values with Informats
        • Formatting Date and Datetime Values
        • The Variables DATE and DATETIME
        • Sorting by Time
      • Subsetting Data and Selecting Observations
        • Subsetting SAS Data Sets
        • Using the WHERE Statement with SAS Procedures
        • Using SAS Data Set Options
      • Storing Time Series in a SAS Data Set
        • Standard Form of a Time Series Data Set
        • Several Series with Different Ranges
        • Missing Values and Omitted Observations
        • Cross-Sectional Dimensions and BY Groups
        • Interleaved Time Series
        • Output Data Sets of SAS/ETS Procedures
      • Time Series Periodicity and Time Intervals
        • Specifying Time Intervals
        • Using Intervals with SAS/ETS Procedures
        • Time Intervals, the Time Series Forecasting System, and the Time Series Viewer
      • Plotting Time Series
        • Using the Time Series Viewer
        • Using PROC SGPLOT
        • Using PROC PLOT
        • Using PROC TIMEPLOT
        • Using PROC GPLOT
      • Calendar and Time Functions
        • Computing Dates from Calendar Variables
        • Computing Calendar Variables from Dates
        • Converting between Date, Datetime, and Time Values
        • Computing Datetime Values
        • Computing Calendar and Time Variables
      • Interval Functions INTNX and INTCK
        • Incrementing Dates by Intervals
        • Alignment of SAS Dates
        • Computing the Width of a Time Interval
        • Computing the Ceiling of an Interval
        • Counting Time Intervals
        • Checking Data Periodicity
        • Filling In Omitted Observations in a Time Series Data Set
        • Using Interval Functions for Calendar Calculations
      • Lags, Leads, Differences, and Summations
        • The LAG and DIF Functions
        • Multiperiod Lags and Higher-Order Differencing
        • Percent Change Calculations
        • Leading Series
        • Summing Series
      • Transforming Time Series
        • Log Transformation
        • Other Transformations
        • The EXPAND Procedure and Data Transformations
      • Manipulating Time Series Data Sets
        • Splitting and Merging Data Sets
        • Transposing Data Sets
      • Time Series Interpolation
        • Interpolating Missing Values
        • Interpolating to a Higher or Lower Frequency
        • Interpolating between Stocks and Flows, Levels and Rates
      • Reading Time Series Data
        • Reading a Simple List of Values
        • Reading Fully Described Time Series in Transposed Form
    • Date Intervals, Formats, and Functions
      • Overview
      • Time Intervals
        • Constructing Interval Names
        • Shifted Intervals
        • Beginning Dates and Datetimes of Intervals
        • Summary of Interval Types
        • Examples of Interval Specifications
      • Date and Datetime Informats
      • Date, Time, and Datetime Formats
        • Date Formats
        • Datetime and Time Formats
      • Alignment of SAS Dates
      • Date, Time, and Datetime Functions
        • SAS Date, Time, and Datetime Functions
      • References
    • SAS Macros and Functions
      • SAS Macros
        • BOXCOXAR Macro
        • DFPVALUE Macro
        • DFTEST Macro
        • LOGTEST Macro
      • Functions
        • PROBDF Function for Dickey-Fuller Tests
      • References
    • Nonlinear Optimization Methods
      • Overview
      • Options
      • Details of Optimization Algorithms
        • Overview
        • Choosing an Optimization Algorithm
        • Algorithm Descriptions
      • Remote Monitoring
      • ODS Table Names
      • References
  • Procedure Reference
    • The ARIMA Procedure
      • Overview: ARIMA Procedure
      • Getting Started: ARIMA Procedure
        • The Three Stages of ARIMA Modeling
        • Identification Stage
        • Estimation and Diagnostic Checking Stage
        • Forecasting Stage
        • Using ARIMA Procedure Statements
        • General Notation for ARIMA Models
        • Stationarity
        • Differencing
        • Subset, Seasonal, and Factored ARMA Models
        • Input Variables and Regression with ARMA Errors
        • Intervention Models and Interrupted Time Series
        • Rational Transfer Functions and Distributed Lag Models
        • Forecasting with Input Variables
        • Data Requirements
      • Syntax: ARIMA Procedure
        • Functional Summary
        • PROC ARIMA Statement
        • BY Statement
        • IDENTIFY Statement
        • ESTIMATE Statement
        • OUTLIER Statement
        • FORECAST Statement
      • Details: ARIMA Procedure
        • The Inverse Autocorrelation Function
        • The Partial Autocorrelation Function
        • The Cross-Correlation Function
        • The ESACF Method
        • The MINIC Method
        • The SCAN Method
        • Stationarity Tests
        • Prewhitening
        • Identifying Transfer Function Models
        • Missing Values and Autocorrelations
        • Estimation Details
        • Specifying Inputs and Transfer Functions
        • Initial Values
        • Stationarity and Invertibility
        • Naming of Model Parameters
        • Missing Values and Estimation and Forecasting
        • Forecasting Details
        • Forecasting Log Transformed Data
        • Specifying Series Periodicity
        • Detecting Outliers
        • OUT= Data Set
        • OUTCOV= Data Set
        • OUTEST= Data Set
        • OUTMODEL= SAS Data Set
        • OUTSTAT= Data Set
        • Printed Output
        • ODS Table Names
        • Statistical Graphics
      • Examples: ARIMA Procedure
        • Simulated IMA Model
        • Seasonal Model for the Airline Series
        • Model for Series J Data from Box and Jenkins
        • An Intervention Model for Ozone Data
        • Using Diagnostics to Identify ARIMA Models
        • Detection of Level Changes in the Nile River Data
        • Iterative Outlier Detection
      • References
    • The AUTOREG Procedure
      • Overview: AUTOREG Procedure
      • Getting Started: AUTOREG Procedure
        • Regression with Autocorrelated Errors
        • Forecasting Autoregressive Error Models
        • Testing for Autocorrelation
        • Stepwise Autoregression
        • Testing for Heteroscedasticity
        • Heteroscedasticity and GARCH Models
      • Syntax: AUTOREG Procedure
        • Functional Summary
        • PROC AUTOREG Statement
        • BY Statement
        • MODEL Statement
        • HETERO Statement
        • RESTRICT Statement
        • TEST Statement
        • OUTPUT Statement
      • Details: AUTOREG Procedure
        • Missing Values
        • Autoregressive Error Model
        • Alternative Autocorrelation Correction Methods
        • GARCH, IGARCH, EGARCH, and GARCH-M Models
        • R-Square Statistics and Other Measures of Fit
        • Generalized Durbin-Watson Tests
        • Testing
        • Predicted Values
        • OUT= Data Set
        • OUTEST= Data Set
        • Printed Output
        • ODS Table Names
        • ODS Graphics
      • Examples: AUTOREG Procedure
        • Analysis of Real Output Series
        • Comparing Estimates and Models
        • Lack-of-Fit Study
        • Missing Values
        • Money Demand Model
        • Estimation of ARCH(2) Process
        • Illustration of ODS Graphics
      • References
    • The COMPUTAB Procedure
      • Overview: COMPUTAB Procedure
      • Getting Started: COMPUTAB Procedure
        • Producing a Simple Report
        • Using PROC COMPUTAB
        • Defining Report Layout
        • Adding Computed Rows and Columns
        • Enhancing the Report
      • Syntax: COMPUTAB Procedure
        • Functional Summary
        • PROC COMPUTAB Statement
        • COLUMNS Statement
        • ROWS Statement
        • CELL Statement
        • INIT Statement
        • Programming Statements
        • BY Statement
        • SUMBY Statement
        • NOTRANS Option
      • Details: COMPUTAB Procedure
        • Program Flow Example
        • Order of Calculations
        • Column Selection
        • Controlling Execution within Row and Column Blocks
        • Program Flow
        • Direct Access to Table Cells
        • Reserved Words
        • Missing Values
        • OUT= Data Set
      • Examples: COMPUTAB Procedure
        • Using Programming Statements
        • Enhancing a Report
        • Comparison of Actual and Budget
        • Consolidations
        • Creating an Output Data Set
        • A What-If Market Analysis
        • Cash Flows
    • The COUNTREG Procedure
      • Overview: COUNTREG Procedure
      • Getting Started: COUNTREG Procedure
      • Syntax: COUNTREG Procedure
        • Functional Summary
        • PROC COUNTREG Statement
        • BOUNDS Statement
        • BY Statement
        • INIT Statement
        • MODEL Statement
        • OUTPUT Statement
        • RESTRICT Statement
        • ZEROMODEL Statement
      • Details: COUNTREG Procedure
        • Missing Values
        • Poisson Regression
        • Negative Binomial Regression
        • Zero-Inflated Count Regression Overview
        • Zero-Inflated Poisson Regression
        • Zero-Inflated Negative Binomial Regression
        • Computational Resources
        • Nonlinear Optimization Options
        • Covariance Matrix Types
        • Displayed Output
        • OUTPUT OUT= Data Set
        • OUTEST= Data Set
        • ODS Table Names
      • Examples: COUNTREG Procedure
        • Basic Models
        • ZIP and ZINB Models for Data Exhibiting Extra Zeros
      • References
    • The DATASOURCE Procedure
      • Overview: DATASOURCE Procedure
      • Getting Started: DATASOURCE Procedure
        • Structure of a SAS Data Set Containing Time Series Data
        • Reading Data Files
        • Subsetting Input Data Files
        • Controlling the Frequency of Data – The INTERVAL= Option
        • Selecting Time Series Variables – The KEEP and DROP Statements
        • Controlling the Time Range of Data – The RANGE Statement
        • Reading in Data Files Containing Cross Sections
        • Obtaining Descriptive Information on Cross Sections
        • Subsetting a Data File Containing Cross Sections
        • Renaming Time Series Variables
        • Changing the Lengths of Numeric Variables
      • Syntax: DATASOURCE Procedure
        • PROC DATASOURCE Statement
        • KEEP Statement
        • DROP Statement
        • KEEPEVENT Statement
        • DROPEVENT Statement
        • WHERE Statement
        • RANGE Statement
        • ATTRIBUTE Statement
        • FORMAT Statement
        • LABEL Statement
        • LENGTH Statement
        • RENAME Statement
      • Details: DATASOURCE Procedure
        • Variable Lists
        • OUT= Data Set
        • OUTCONT= Data Set
        • OUTBY= Data Set
        • OUTALL= Data Set
        • OUTEVENT= Data Set
      • Examples: DATASOURCE Procedure
        • BEA National Income and Product Accounts
        • BLS Consumer Price Index Surveys
        • BLS State and Area Employment, Hours, and Earnings Surveys
        • DRI/McGraw-Hill Format CITIBASE Files
        • DRI Data Delivery Service Database
        • PC Format CITIBASE Database
        • Quarterly COMPUSTAT Data Files
        • Annual COMPUSTAT Data Files, V9.2 New Filetype CSAUC3
        • CRSP Daily NYSE/AMEX Combined Stocks
      • Data Elements Reference: DATASOURCE Procedure
        • BEA Data Files
        • BLS Data Files
        • Global Insight DRI Data Files
        • COMPUSTAT Data Files
        • CRSP Stock Files
        • FAME Information Services Databases
        • Haver Analytics Data Files
        • IMF Data Files
        • OECD Data Files
      • References
    • The ENTROPY Procedure
      • Overview: ENTROPY Procedure
      • Getting Started: ENTROPY Procedure
        • Simple Regression Analysis
        • Using Prior Information
        • Pure Inverse Problems
        • Analyzing Multinomial Response Data
      • Syntax: ENTROPY Procedure
        • Functional Summary
        • PROC ENTROPY Statement
        • BOUNDS Statement
        • BY Statement
        • ID Statement
        • MODEL Statement
        • PRIORS Statement
        • RESTRICT Statement
        • TEST Statement
        • WEIGHT Statement
      • Details: ENTROPY Procedure
        • Generalized Maximum Entropy
        • Generalized Cross Entropy
        • Normed Moment Generalized Maximum Entropy
        • Maximum Entropy-Based Seemingly Unrelated Regression
        • Generalized Maximum Entropy for Multinomial Discrete Choice Models
        • Censored or Truncated Dependent Variables
        • Information Measures
        • Parameter Covariance For GCE
        • Parameter Covariance For GCE-NM
        • Statistical Tests
        • Missing Values
        • Input Data Sets
        • Output Data Sets
        • ODS Table Names
        • ODS Graphics
      • Examples: ENTROPY Procedure
        • Nonnormal Error Estimation
        • Unreplicated Factorial Experiments
        • Censored Data Models in PROC ENTROPY
        • Use of the PDATA= Option
        • Illustration of ODS Graphics
      • References
    • The ESM Procedure
      • Overview: ESM Procedure
      • Getting Started: ESM Procedure
      • Syntax: ESM Procedure
        • Functional Summary
        • PROC ESM Statement
        • BY Statement
        • FORECAST Statement
        • ID Statement
      • Details: ESM Procedure
        • Accumulation
        • Missing Value Interpretation
        • Transformations
        • Parameter Estimation
        • Missing Value Modeling Issues
        • Forecasting
        • Inverse Transformations
        • Statistics of Fit
        • Forecast Summation
        • Data Set Output
        • Printed Output
        • ODS Table Names
        • ODS Graphics
      • Examples: ESM Procedure
        • Forecasting of Time Series Data
        • Forecasting of Transactional Data
        • Specifying the Forecasting Model
        • Extending the Independent Variables for Multivariate Forecasts
        • Illustration of ODS Graphics
    • The EXPAND Procedure
      • Overview: EXPAND Procedure
      • Getting Started: EXPAND Procedure
        • Converting to Higher Frequency Series
        • Aggregating to Lower Frequency Series
        • Combining Time Series with Different Frequencies
        • Interpolating Missing Values
        • Requesting Different Interpolation Methods
        • Using the ID Statement
        • Specifying Observation Characteristics
        • Converting Observation Characteristics
        • Creating New Variables
        • Transforming Series
      • Syntax: EXPAND Procedure
        • Functional Summary
        • PROC EXPAND Statement
        • BY Statement
        • CONVERT Statement
        • ID Statement
      • Details: EXPAND Procedure
        • Frequency Conversion
        • Identifying Observations
        • Range of Output Observations
        • Extrapolation
        • OBSERVED= Option
        • Conversion Methods
        • Transformation Operations
        • OUT= Data Set
        • OUTEST= Data Set
        • ODS Graphics
      • Examples: EXPAND Procedure
        • Combining Monthly and Quarterly Data
        • Illustration of ODS Graphics
        • Interpolating Irregular Observations
        • Using Transformations
      • References
    • The FORECAST Procedure
      • Overview: FORECAST Procedure
      • Getting Started: FORECAST Procedure
        • Giving Dates to Forecast Values
        • Computing Confidence Limits
        • Form of the OUT= Data Set
        • Plotting Forecasts
        • Plotting Residuals
        • Model Parameters and Goodness-of-Fit Statistics
        • Controlling the Forecasting Method
        • Introduction to Forecasting Methods
        • Time Trend Models
        • Time Series Methods
        • Combining Time Trend with Autoregressive Models
      • Syntax: FORECAST Procedure
        • Functional Summary
        • PROC FORECAST Statement
        • BY Statement
        • ID Statement
        • VAR Statement
      • Details: FORECAST Procedure
        • Missing Values
        • Data Periodicity and Time Intervals
        • Forecasting Methods
        • Specifying Seasonality
        • Data Requirements
        • OUT= Data Set
        • OUTEST= Data Set
      • Examples: FORECAST Procedure
        • Forecasting Auto Sales
        • Forecasting Retail Sales
        • Forecasting Petroleum Sales
      • References
    • The LOAN Procedure
      • Overview: LOAN Procedure
      • Getting Started: LOAN Procedure
        • Analyzing Fixed Rate Loans
        • Analyzing Balloon Payment Loans
        • Analyzing Adjustable Rate Loans
        • Analyzing Buydown Rate Loans
        • Loan Repayment Schedule
        • Loan Comparison
      • Syntax: LOAN Procedure
        • Functional Summary
        • PROC LOAN Statement
        • FIXED Statement
        • BALLOON Statement
        • ARM Statement
        • BUYDOWN Statement
        • COMPARE Statement
      • Details: LOAN Procedure
        • Computational Details
        • Loan Comparison Details
        • OUT= Data Set
        • OUTCOMP= Data Set
        • OUTSUM= Data Set
        • Printed Output
        • ODS Table Names
      • Examples: LOAN Procedure
        • Discount Points for Lower Interest Rates
        • Refinancing a Loan
        • Prepayments on a Loan
        • Output Data Sets
        • Piggyback Loans
      • References
    • The MDC Procedure
      • Overview: MDC Procedure
      • Getting Started: MDC Procedure
        • Conditional Logit: Estimation and Prediction
        • Nested Logit Modeling
        • Multivariate Normal Utility Function
        • HEV and Multinomial Probit: Heteroscedastic Utility Function
        • Parameter Heterogeneity: Mixed Logit
      • Syntax: MDC Procedure
        • Functional Summary
        • PROC MDC Statement
        • MDCDATA Statement
        • BOUNDS Statement
        • BY Statement
        • ID Statement
        • MODEL Statement
        • NEST Statement
        • NLOPTIONS Statement
        • OUTPUT Statement
        • RESTRICT Statement
        • UTILITY Statement
      • Details: MDC Procedure
        • Multinomial Discrete Choice Modeling
        • Multinomial Logit and Conditional Logit
        • Heteroscedastic Extreme-Value Model
        • Mixed Logit Model
        • Multinomial Probit
        • Nested Logit
        • Decision Tree and Nested Logit
        • Model Fit and Goodness-of-Fit Statistics
        • OUTEST= Data Set
        • ODS Table Names
      • Examples: MDC Procedure
        • Binary Data Modeling
        • Conditional Logit and Data Conversion
        • Correlated Choice Modeling
        • Testing for Homoscedasticity of the Utility Function
        • Choice of Time for Work Trips: Nested Logit Analysis
        • Hausman’s Specification and Likelihood Ratio Tests
      • Acknowledgments: MDC Procedure
      • References
    • The MODEL Procedure
      • Overview: MODEL Procedure
      • Getting Started: MODEL Procedure
        • Nonlinear Regression Analysis
        • Nonlinear Systems Regression
        • General Form Models
        • Solving Simultaneous Nonlinear Equation Systems
        • Monte Carlo Simulation
      • Syntax: MODEL Procedure
        • Functional Summary
        • PROC MODEL Statement
        • BOUNDS Statement
        • BY Statement
        • CONTROL Statement
        • ENDOGENOUS Statement
        • ERRORMODEL Statement
        • ESTIMATE Statement
        • EXOGENOUS Statement
        • FIT Statement
        • ID Statement
        • INCLUDE Statement
        • INSTRUMENTS Statement
        • LABEL Statement
        • MOMENT Statement
        • OUTVARS Statement
        • PARAMETERS Statement
        • Programming Statements
        • RANGE Statement
        • RESET Statement
        • RESTRICT Statement
        • SOLVE Statement
        • TEST Statement
        • VAR Statement
        • WEIGHT Statement
      • Details: Estimation by the MODEL Procedure
        • Estimation Methods
        • Properties of the Estimates
        • Minimization Methods
        • Convergence Criteria
        • Troubleshooting Convergence Problems
        • Iteration History
        • Computer Resource Requirements
        • Testing for Normality
        • Heteroscedasticity
        • Testing for Autocorrelation
        • Transformation of Error Terms
        • Error Covariance Structure Specification
        • Ordinary Differential Equations
        • Restrictions and Bounds on Parameters
        • Tests on Parameters
        • Hausman Specification Test
        • Chow Tests
        • Profile Likelihood Confidence Intervals
        • Choice of Instruments
        • Autoregressive Moving-Average Error Processes
        • Distributed Lag Models and the %PDL Macro
        • Input Data Sets
        • Output Data Sets
        • ODS Table Names
        • ODS Graphics
      • Details: Simulation by the MODEL Procedure
        • Solution Modes
        • Multivariate t Distribution Simulation
        • Alternate Distribution Simulation
        • Mixtures of Distributions—Copulas
        • Solution Mode Output
        • Goal Seeking: Solving for Right-Hand-Side Variables
        • Numerical Solution Methods
        • Numerical Integration
        • Limitations
        • SOLVE Data Sets
      • Programming Language Overview: MODEL Procedure
        • Variables in the Model Program
        • Equation Translations
        • Derivatives
        • Mathematical Functions
        • Functions across Time
        • Language Differences
        • Storing Programs in Model Files
        • Diagnostics and Debugging
        • Analyzing the Structure of Large Models
      • Examples: MODEL Procedure
        • OLS Single Nonlinear Equation
        • A Consumer Demand Model
        • Vector AR(1) Estimation
        • MA(1) Estimation
        • Polynomial Distributed Lags by Using %PDL
        • General Form Equations
        • Spring and Damper Continuous System
        • Nonlinear FIML Estimation
        • Circuit Estimation
        • Systems of Differential Equations
        • Monte Carlo Simulation
        • Cauchy Distribution Estimation
        • Switching Regression Example
        • Simulating from a Mixture of Distributions
        • Simulated Method of Moments—Simple Linear Regression
        • Simulated Method of Moments—AR(1) Process
        • Simulated Method of Moments—Stochastic Volatility Model
        • Duration Data Model with Unobserved Heterogeneity
        • EMM Estimation of a Stochastic Volatility Model
        • Illustration of ODS Graphics
      • References
    • The PANEL Procedure
      • Overview: PANEL Procedure
      • Getting Started: PANEL Procedure
        • Specifying the Input Data
        • Specifying the Regression Model
        • Unbalanced Data
        • Introductory Example
      • Syntax: PANEL Procedure
        • Functional Summary
        • PROC PANEL Statement
        • BY Statement
        • CLASS Statement
        • FLATDATA Statement
        • ID Statement
        • INSTRUMENT Statement
        • LAG, ZLAG, XLAG, SLAG or CLAG Statement
        • MODEL Statement
        • OUTPUT Statement
        • RESTRICT Statement
        • TEST Statement
      • Details: PANEL Procedure
        • Missing Values
        • Computational Resources
        • Restricted Estimates
        • Notation
        • The One-Way Fixed-Effects Model
        • The Two-Way Fixed-Effects Model
        • Balanced Panels
        • Unbalanced Panels
        • Between Estimators
        • Pooled Estimator
        • The One-Way Random-Effects Model
        • The Two-Way Random-Effects Model
        • Parks Method (Autoregressive Model)
        • Da Silva Method (Variance-Component Moving-Average Model)
        • Dynamic Panel Estimator
        • Specification Testing For Dynamic Panel
        • Instrument Choice
        • Linear Hypothesis Testing
        • Heteroscedasticity-Corrected Covariance Matrices
        • R-Square
        • Specification Tests
        • Troubleshooting
        • ODS Graphics
        • The OUTPUT OUT= Data Set
        • The OUTEST= Data Set
        • The OUTTRANS= Data Set
        • Printed Output
        • ODS Table Names
      • Example: PANEL Procedure
        • Analyzing Demand for Liquid Assets
        • The Airline Cost Data: Fixtwo Model
        • ODS Graphics Plots
        • The Airline Cost Data: Further Analysis
        • The Airline Cost Data: Random-Effects Models
        • Using the FLATDATA Statement
        • The Cigarette Sales Data: Dynamic Panel Estimation with GMM
      • References: PANEL Procedure
    • The PDLREG Procedure
      • Overview: PDLREG Procedure
      • Getting Started: PDLREG Procedure
        • Introductory Example
      • Syntax: PDLREG Procedure
        • Functional Summary
        • PROC PDLREG Statement
        • BY Statement
        • MODEL Statement
        • OUTPUT Statement
        • RESTRICT Statement
      • Details: PDLREG Procedure
        • Missing Values
        • Polynomial Distributed Lag Estimation
        • Autoregressive Error Model Estimation
        • OUT= Data Set
        • Printed Output
        • ODS Table Names
      • Examples: PDLREG Procedure
        • Industrial Conference Board Data
        • Money Demand Model
      • References
    • The QLIM Procedure
      • Overview: QLIM Procedure
      • Getting Started: QLIM Procedure
        • Introductory Example: Binary Probit and Logit Models
      • Syntax: QLIM Procedure
        • Functional Summary
        • PROC QLIM Statement
        • BOUNDS Statement
        • BY Statement
        • CLASS Statement
        • ENDOGENOUS Statement
        • HETERO Statement
        • INIT Statement
        • MODEL Statement
        • NLOPTIONS Statement
        • OUTPUT Statement
        • RESTRICT Statement
        • TEST Statement
        • WEIGHT Statement
      • Details: QLIM Procedure
        • Ordinal Discrete Choice Modeling
        • Limited Dependent Variable Models
        • Stochastic Frontier Production and Cost Models
        • Heteroscedasticity and Box-Cox Transformation
        • Bivariate Limited Dependent Variable Modeling
        • Selection Models
        • Multivariate Limited Dependent Models
        • Tests on Parameters
        • Output to SAS Data Set
        • OUTEST= Data Set
        • Naming
        • ODS Table Names
      • Examples: QLIM Procedure
        • Ordered Data Modeling
        • Tobit Analysis
        • Bivariate Probit Analysis
        • Sample Selection Model
        • Sample Selection Model with Truncation and Censoring
        • Types of Tobit Models
        • Stochastic Frontier Models
      • References
    • The SIMILARITY Procedure
      • Overview: SIMILARITY Procedure
      • Getting Started: SIMILARITY Procedure
      • Syntax: SIMILARITY Procedure
        • Functional Summary
        • PROC SIMILARITY Statement
        • BY Statement
        • FCMPOPT Statement
        • ID Statement
        • INPUT Statement
        • TARGET Statement
      • Details: SIMILARITY Procedure
        • Accumulation
        • Missing Value Interpretation
        • Zero Value Interpretation
        • Time Series Transformation
        • Time Series Differencing
        • Time Series Missing Value Trimming
        • Time Series Descriptive Statistics
        • Input and Target Sequences
        • Sliding Sequences
        • Time Warping
        • Sequence Normalization
        • Sequence Scaling
        • Similarity Measures
        • User-Defined Functions and Subroutines
        • Output Data Sets
        • OUT= Data Set
        • OUTMEASURE= Data Set
        • OUTSUM= Data Set
        • OUTSEQUENCE= Data Set
        • OUTPATH= Data Set
        • STATUS Variable Values
        • Printed Output
        • ODS Tables Names
        • ODS Graphics
      • Examples: SIMILARITY Procedure
        • Accumulating Transactional Data into Time Series Data
        • Similarity Analysis
        • Sliding Similarity Analysis
        • Searching for Historical Analogies
      • References
    • The SIMLIN Procedure
      • Overview: SIMLIN Procedure
      • Getting Started: SIMLIN Procedure
        • Prediction and Simulation
      • Syntax: SIMLIN Procedure
        • Functional Summary
        • PROC SIMLIN Statement
        • BY Statement
        • ENDOGENOUS Statement
        • EXOGENOUS Statement
        • ID Statement
        • LAGGED Statement
        • OUTPUT Statement
      • Details: SIMLIN Procedure
        • Defining the Structural Form
        • Computing the Reduced Form
        • Dynamic Multipliers
        • Multipliers for Higher Order Lags
        • EST= Data Set
        • DATA= Data Set
        • OUTEST= Data Set
        • OUT= Data Set
        • Printed Output
        • ODS Table Names
      • Examples: SIMLIN Procedure
        • Simulating Klein’s Model I
        • Multipliers for a Third-Order System
      • References
    • The SPECTRA Procedure
      • Overview: SPECTRA Procedure
      • Getting Started: SPECTRA Procedure
      • Syntax: SPECTRA Procedure
        • Functional Summary
        • PROC SPECTRA Statement
        • BY Statement
        • VAR Statement
        • WEIGHTS Statement
      • Details: SPECTRA Procedure
        • Input Data
        • Missing Values
        • Computational Method
        • Kernels
        • White Noise Test
        • Transforming Frequencies
        • OUT= Data Set
        • Printed Output
        • ODS Table Names: SPECTRA procedure
      • Examples: SPECTRA Procedure
        • Spectral Analysis of Sunspot Activity
        • Cross-Spectral Analysis
      • References
    • The STATESPACE Procedure
      • Overview: STATESPACE Procedure
        • The State Space Model
        • How PROC STATESPACE Works
      • Getting Started: STATESPACE Procedure
        • Automatic State Space Model Selection
        • Specifying the State Space Model
      • Syntax: STATESPACE Procedure
        • Functional Summary
        • PROC STATESPACE Statement
        • BY Statement
        • FORM Statement
        • ID Statement
        • INITIAL Statement
        • RESTRICT Statement
        • VAR Statement
      • Details: STATESPACE Procedure
        • Missing Values
        • Stationarity and Differencing
        • Preliminary Autoregressive Models
        • Canonical Correlation Analysis
        • Parameter Estimation
        • Forecasting
        • Relation of ARMA and State Space Forms
        • OUT= Data Set
        • OUTAR= Data Set
        • OUTMODEL= Data Set
        • Printed Output
        • ODS Table Names
      • Examples: STATESPACE Procedure
        • Series J from Box and Jenkins
      • References
    • The SYSLIN Procedure
      • Overview: SYSLIN Procedure
      • Getting Started: SYSLIN Procedure
        • An Example Model
        • Variables in a System of Equations
        • Using PROC SYSLIN
        • OLS Estimation
        • Two-Stage Least Squares Estimation
        • LIML, K-Class, and MELO Estimation
        • SUR, 3SLS, and FIML Estimation
        • Computing Reduced Form Estimates
        • Restricting Parameter Estimates
        • Testing Parameters
        • Saving Residuals and Predicted Values
        • Plotting Residuals
      • Syntax: SYSLIN Procedure
        • Functional Summary
        • PROC SYSLIN Statement
        • BY Statement
        • ENDOGENOUS Statement
        • IDENTITY Statement
        • INSTRUMENTS Statement
        • MODEL Statement
        • OUTPUT Statement
        • RESTRICT Statement
        • SRESTRICT Statement
        • STEST Statement
        • TEST Statement
        • VAR Statement
        • WEIGHT Statement
      • Details: SYSLIN Procedure
        • Input Data Set
        • Estimation Methods
        • ANOVA Table for Instrumental Variables Methods
        • The R-Square Statistics
        • Computational Details
        • Missing Values
        • OUT= Data Set
        • OUTEST= Data Set
        • OUTSSCP= Data Set
        • Printed Output
        • ODS Table Names
        • ODS Graphics
      • Examples: SYSLIN Procedure
        • Klein’s Model I Estimated with LIML and 3SLS
        • Grunfeld’s Model Estimated with SUR
        • Illustration of ODS Graphics
      • References
    • The TIMESERIES Procedure
      • Overview: TIMESERIES Procedure
      • Getting Started: TIMESERIES Procedure
      • Syntax: TIMESERIES Procedure
        • Functional Summary
        • PROC TIMESERIES Statement
        • BY Statement
        • CORR Statement
        • CROSSCORR Statement
        • DECOMP Statement
        • ID Statement
        • SEASON Statement
        • TREND Statement
        • VAR and CROSSVAR Statements
      • Details: TIMESERIES Procedure
        • Accumulation
        • Missing Value Interpretation
        • Time Series Transformation
        • Time Series Differencing
        • Descriptive Statistics
        • Seasonal Decomposition
        • Correlation Analysis
        • Cross-Correlation Analysis
        • Data Set Output
        • OUT= Data Set
        • OUTCORR= Data Set
        • OUTCROSSCORR= Data Set
        • OUTDECOMP= Data Set
        • OUTSEASON= Data Set
        • OUTSUM= Data Set
        • OUTTREND= Data Set
        • STATUS Variable Values
        • Printed Output
        • ODS Table Names
        • ODS Graphics Names
      • Examples: TIMESERIES Procedure
        • Accumulating Transactional Data into Time Series Data
        • Trend and Seasonal Analysis
        • Illustration of ODS Graphics
      • References
    • The TSCSREG Procedure
      • Overview: The TSCSREG Procedure
      • Getting Started: The TSCSREG Procedure
        • Specifying the Input Data
        • Unbalanced Data
        • Specifying the Regression Model
        • Estimation Techniques
        • Introductory Example
      • Syntax: The TSCSREG Procedure
        • Functional Summary
        • PROC TSCSREG Statement
        • BY Statement
        • ID Statement
        • MODEL Statement
        • TEST Statement
      • Details: The TSCSREG Procedure
        • ODS Table Names
      • Examples: The TSCSREG Procedure
      • Acknowledgments: TSCSREG Procedure
      • References: TSCSREG Procedure
    • The UCM Procedure
      • Overview: UCM Procedure
      • Getting Started: UCM Procedure
        • A Seasonal Series with Linear Trend
      • Syntax: UCM Procedure
        • Functional Summary
        • PROC UCM Statement
        • AUTOREG Statement
        • BLOCKSEASON Statement
        • BY Statement
        • CYCLE Statement
        • DEPLAG Statement
        • ESTIMATE Statement
        • FORECAST Statement
        • ID Statement
        • IRREGULAR Statement
        • LEVEL Statement
        • MODEL Statement
        • NLOPTIONS Statement
        • OUTLIER Statement
        • RANDOMREG Statement
        • SEASON Statement
        • SLOPE Statement
        • SPLINEREG Statement
        • SPLINESEASON Statement
      • Details: UCM Procedure
        • An Introduction to Unobserved Component Models
        • The UCMs as State Space Models
        • Outlier Detection
        • Missing Values
        • Parameter Estimation
        • Computational Issues
        • Displayed Output
        • Statistical Graphics
        • ODS Table Names
        • ODS Graph Names
        • OUTFOR= Data Set
        • OUTEST= Data Set
        • Statistics of Fit
      • Examples: UCM Procedure
        • The Airline Series Revisited
        • Variable Star Data
        • Modeling Long Seasonal Patterns
        • Modeling Time-Varying Regression Effects Using the RANDOMREG Statement
        • Trend Removal Using the Hodrick-Prescott Filter
        • Using Splines to Incorporate Nonlinear Effects
        • Detection of Level Shift
        • ARIMA Modeling
      • References
    • The VARMAX Procedure
      • Overview: VARMAX Procedure
      • Getting Started: VARMAX Procedure
        • Vector Autoregressive Process
        • Bayesian Vector Autoregressive Process
        • Vector Error Correction Model
        • Bayesian Vector Error Correction Model
        • Vector Autoregressive Process with Exogenous Variables
        • Parameter Estimation and Testing on Restrictions
        • Causality Testing
      • Syntax: VARMAX Procedure
        • Functional Summary
        • PROC VARMAX Statement
        • BY Statement
        • CAUSAL Statement
        • COINTEG Statement
        • ID Statement
        • MODEL Statement
        • GARCH Statement
        • NLOPTIONS Statement
        • OUTPUT Statement
        • RESTRICT Statement
        • TEST Statement
      • Details: VARMAX Procedure
        • Missing Values
        • VARMAX Model
        • Dynamic Simultaneous Equations Modeling
        • Impulse Response Function
        • Forecasting
        • Tentative Order Selection
        • VAR and VARX Modeling
        • Bayesian VAR and VARX Modeling
        • VARMA and VARMAX Modeling
        • Model Diagnostic Checks
        • Cointegration
        • Vector Error Correction Modeling
        • I(2) Model
        • Multivariate GARCH Modeling
        • Output Data Sets
        • OUT= Data Set
        • OUTEST= Data Set
        • OUTHT= Data Set
        • OUTSTAT= Data Set
        • Printed Output
        • ODS Table Names
        • ODS Graphics
        • Computational Issues
      • Examples: VARMAX Procedure
        • Analysis of U.S. Economic Variables
        • Analysis of German Economic Variables
        • Numerous Examples
        • Illustration of ODS Graphics
      • References
    • The X11 Procedure
      • Overview: X11 Procedure
      • Getting Started: X11 Procedure
        • Basic Seasonal Adjustment
        • X-11-ARIMA
      • Syntax: X11 Procedure
        • Functional Summary
        • PROC X11 Statement
        • ARIMA Statement
        • BY Statement
        • ID Statement
        • MACURVES Statement
        • MONTHLY Statement
        • OUTPUT Statement
        • PDWEIGHTS Statement
        • QUARTERLY Statement
        • SSPAN Statement
        • TABLES Statement
        • VAR Statement
      • Details: X11 Procedure
        • Historical Development of X-11
        • Implementation of the X-11 Seasonal Adjustment Method
        • Computational Details for Sliding Spans Analysis
        • Data Requirements
        • Missing Values
        • Prior Daily Weights and Trading-Day Regression
        • Adjustment for Prior Factors
        • The YRAHEADOUT Option
        • Effect of Backcast and Forecast Length
        • Details of Model Selection
        • OUT= Data Set
        • The OUTSPAN= Data Set
        • OUTSTB= Data Set
        • OUTTDR= Data Set
        • Printed Output
        • ODS Table Names
      • Examples: X11 Procedure
        • Component Estimation—Monthly Data
        • Components Estimation—Quarterly Data
        • Outlier Detection and Removal
      • References
    • The X12 Procedure
      • Overview: X12 Procedure
      • Getting Started: X12 Procedure
        • Basic Seasonal Adjustment
      • Syntax: X12 Procedure
        • Functional Summary
        • PROC X12 Statement
        • BY Statement
        • ID Statement
        • EVENT Statement
        • INPUT Statement
        • ADJUST Statement
        • ARIMA Statement
        • ESTIMATE Statement
        • FORECAST Statement
        • IDENTIFY Statement
        • AUTOMDL Statement
        • OUTPUT Statement
        • OUTLIER Statement
        • REGRESSION Statement
        • TABLES Statement
        • TRANSFORM Statement
        • USERDEFINED Statement
        • VAR Statement
        • X11 Statement
      • Details: X12 Procedure
        • Missing Values
        • Combined Test for the Presence of Identifiable Seasonality
        • Computations
        • Displayed Output/ODS Table Names/OUTPUT Tablename Keywords
        • ODS Graphics
        • Special Data Sets
      • Examples: X12 Procedure
        • Model Identification
        • Model Estimation
        • Seasonal Adjustment
        • RegARIMA Automatic Model Selection
        • Automatic Outlier Detection
        • User-Defined Regressors
        • MDLINFOIN= and MDLINFOOUT= Data Sets
        • Setting Regression Parameters
        • Illustration of ODS Graphics
      • Acknowledgments: X12 Procedure
      • References
  • Data Access Engines
    • The SASECRSP Interface Engine
      • Overview: SASECRSP Interface Engine
        • Introduction
        • Opening a Database
        • Using Your Opened Database
      • Getting Started: SASECRSP Interface Engine
        • Structure of a SAS Data Set That Contains Time Series Data
        • Reading CRSP Data Files
        • Using the SAS DATA Step
        • Using SAS Procedures
        • Using CRSP Date Formats, Informats, and Functions
      • Syntax: SASECRSP Interface Engine
        • The LIBNAME libref SASECRSP Statement
      • Details: SASECRSP Interface Engine
        • Using the Inset Option
        • The SAS Output Data Set
        • Understanding CRSP Date Formats, Informats, and Functions
      • Examples: SASECRSP Interface Engine
        • Specifying PERMNOs and RANGE on the LIBNAME Statement
        • Using the LIBNAME Statement to Access All Keys
        • Accessing One PERMNO Using No RANGE
        • Specifying Keys Using the INSET= Option
        • Specifying Ranges for Individual Keys with the INSET= Option
        • Converting Dates By Using the CRSP Date Functions
        • Comparing Different Ways of Accessing CCM Data
        • Comparing PERMNO and GVKEY Access of CRSP Stock Data
        • Using Fiscal Date Range Restriction
        • Using Different Types of Range Restrictions in the INSET
        • Using INSET Ranges with the LIBNAME RANGE Option
      • Data Elements Reference: SASECRSP Interface Engine
        • Available CRSP Stock Data Sets
        • Available Compustat Data Sets
        • Available CRSP Indices Data Sets
      • References
      • Acknowledgments
    • The SASEFAME Interface Engine
      • Overview: SASEFAME Interface Engine
      • Getting Started: SASEFAME Interface Engine
        • Structure of a SAS Data Set Containing Time Series Data
        • Reading and Converting FAME Database Time Series
        • Using the SAS DATA Step
        • Using SAS Procedures
        • Using the SAS Windowing Environment
        • Using Remote FAME Data Access
        • Creating Views of Time Series Using SASEFAME LIBNAME Options
      • Syntax: SASEFAME Interface Engine
        • The LIBNAME libref SASEFAME Statement
      • Details: SASEFAME Interface Engine
        • The SAS Output Data Set
        • Mapping FAME Frequencies to SAS Time Intervals
      • Examples: SASEFAME Interface Engine
        • Converting an Entire FAME Database
        • Reading Time Series from the FAME Database
        • Writing Time Series to the SAS Data Set
        • Limiting the Time Range of Data
        • Creating a View Using the SQL Procedure and SASEFAME
        • Reading Other FAME Data Objects with the FAMEOUT= Option
        • Remote FAME Access Using FAME CHLI
        • Selecting Time Series Using CROSSLIST= Option and KEEP Statement
        • Selecting Time Series Using CROSSLIST= Option with a FAME Namelist of Tickers
        • Selecting Time Series Using CROSSLIST= Option with INSET= and WHERE=TICK
        • Selecting Series Using FAMEOUT= Option
      • References: SASEFAME Interface Engine
      • Acknowledgments
    • The SASEHAVR Interface Engine
      • Overview: SASEHAVR Interface Engine
      • Getting Started: SASEHAVR Interface Engine
        • Structure of a SAS Data Set Containing Time Series Data
        • Reading and Converting HAVER DLX Time Series
        • Using the SAS DATA Step
        • Using the SAS Windowing Environment
      • Syntax: SASEHAVR Interface Engine
        • The LIBNAME libref SASEHAVR Statement
      • Details: SASEHAVR Interface Engine
        • The SAS Output Data Set
        • Mapping HAVER Frequencies to SAS Time Intervals
        • Error Recovery for SASEHAVR
      • Examples: SASEHAVR Interface Engine
        • Examining the Contents of a HAVER Database
        • Viewing Quarterly Time Series from a HAVER Database
        • Viewing Monthly Time Series from a HAVER Database
        • Viewing Weekly Time Series from a HAVER Database
        • Viewing Daily Time Series from a HAVER Database
        • Limiting the Range of Time Series from a HAVER Database
        • Using the WHERE Statement to Subset Time Series from a HAVER Database
        • Using the KEEP Option to Subset Time Series from a HAVER Database
        • Using the SOURCE Option to Subset Time Series from a HAVER Database
        • Using the GROUP Option to Subset Time Series from a HAVER Database
      • Data Elements Reference: SASEHAVR Interface Engine
        • HAVER ANALYTICS DLX Database Profile
      • References
      • Acknowledgments
  • Time Series Forecasting System
    • Overview of the Time Series Forecasting System
      • Introduction
      • Using the Time Series Forecasting System
      • SAS Software Products Needed
    • Getting Started with Time Series Forecasting
      • The Time Series Forecasting Window
      • Outline of the Forecasting Process
        • Specify the Input Data Set
        • Provide a Valid Time ID Variable
        • Select and Fit a Forecasting Model for Each Series
        • Produce the Forecasts
        • Save Your Work
        • Summary
      • The Input Data Set
        • The Data Set Selection Window
        • Time Series Data Sets, ID Variables, and Time Intervals
      • Automatic Model Fitting Window
      • Produce Forecasts Window
        • The Forecast Data Set
      • Forecasting Projects
        • Saving and Restoring Project Information
        • Sharing Projects
      • Develop Models Window
        • Introduction
        • Fitting Models
        • Model List and Statistics of Fit
      • Model Viewer
        • Prediction Error Plots
        • Autocorrelation Plots
        • White Noise and Stationarity Plots
        • Parameter Estimates Table
        • Statistics of Fit Table
        • Changing to a Different Model
        • Forecasts and Confidence Limits Plots
        • Data Table
        • Closing the Model Viewer
    • Creating Time ID Variables
      • Creating a Time ID Value from a Starting Date and Frequency
      • Using Observation Numbers as the Time ID
      • Creating a Time ID from Other Dating Variables
    • Specifying Forecasting Models
      • Series Diagnostics
      • Models to Fit Window
      • Automatic Model Selection
      • Smoothing Model Specification Window
      • ARIMA Model Specification Window
      • Factored ARIMA Model Specification Window
      • Custom Model Specification Window
      • Editing the Model Selection List
      • Forecast Combination Model Specification Window
      • Incorporating Forecasts from Other Sources
    • Choosing the Best Forecasting Model
      • Time Series Viewer Features
      • Model Viewer Prediction Error Analysis
      • The Model Selection Criterion
      • Sorting and Selecting Models
      • Comparing Models
      • Controlling the Period of Evaluation and Fit
      • Refitting and Reevaluating Models
      • Using Hold-out Samples
    • Using Predictor Variables
      • Linear Trend
      • Time Trend Curves
      • Regressors
      • Adjustments
      • Dynamic Regressor
      • Interventions
        • The Intervention Specification Window
        • Specifying a Trend Change Intervention
        • Specifying a Level Change Intervention
        • Modeling Complex Intervention Effects
        • Fitting the Intervention Model
        • Limitations of Intervention Predictors
      • Seasonal Dummies
      • References
    • Command Reference
      • TSVIEW Command and Macro
        • Syntax
        • Examples
      • FORECAST Command and Macro
        • Syntax
        • Examples
    • Window Reference
      • Overview
      • Adjustments Selection Window
      • AR/MA Polynomial Specification Window
      • ARIMA Model Specification Window
      • ARIMA Process Specification Window
      • Automatic Model Fitting Window
      • Automatic Model Fitting Results Window
      • Automatic Model Selection Options Window
      • Custom Model Specification Window
      • Data Set Selection Window
      • Default Time Ranges Window
      • Develop Models Window
      • Differencing Specification Window
      • Dynamic Regression Specification Window
      • Dynamic Regressors Selection Window
      • Error Model Options Window
      • External Forecast Model Specification Window
      • Factored ARIMA Model Specification Window
      • Forecast Combination Model Specification Window
      • Forecasting Project File Selection Window
      • Forecast Options Window
      • Intervention Specification Window
      • Interventions for Series Window
      • Manage Forecasting Project Window
      • Model Fit Comparison Window
      • Model List Window
      • Model Selection Criterion Window
      • Model Selection List Editor Window
      • Model Viewer Window
      • Models to Fit Window
      • Polynomial Specification Window
      • Produce Forecasts Window
      • Regressors Selection Window
      • Save Data As
      • Save Graph As
      • Seasonal ARIMA Model Options Window
      • Series Diagnostics Window
      • Series Selection Window
      • Series to Process Window
      • Series Viewer Transformations Window
      • Smoothing Model Specification Window
      • Smoothing Weight Optimization Window
      • Statistics of Fit Selection Window
      • Time ID Creation – 1,2,3 Window
      • Time ID Creation from Several Variables Window
      • Time ID Creation from Starting Date Window
      • Time ID Creation Using Informat Window
      • Time ID Variable Specification Window
      • Time Ranges Specification Window
      • Time Series Forecasting Window
      • Time Series Simulation Window
      • Time Series Viewer Window
    • Forecasting Process Details
      • Forecasting Process Summary
        • Parameter Estimation
        • Model Evaluation
        • Forecasting
        • Forecast Combination Models
        • External or User-Supplied Forecasts
        • Adjustments
        • Series Transformations
      • Smoothing Models
        • Smoothing Model Calculations
        • Missing Values
        • Predictions and Prediction Errors
        • Smoothing Weights
        • Equations for the Smoothing Models
      • ARIMA Models
        • Notation for ARIMA Models
      • Predictor Series
        • Time Trend Curves
        • Intervention Effects
        • Seasonal Dummy Inputs
      • Series Diagnostic Tests
      • Statistics of Fit
      • References
  • Investment Analysis
    • Overview
      • About Investment Analysis
      • Starting Investment Analysis
      • Getting Help
      • Using Help
      • Software Requirements
    • Portfolios
      • The File Menu
      • Tasks
        • Creating a New Portfolio
        • Saving a Portfolio
        • Opening an Existing Portfolio
        • Saving a Portfolio to a Different Name
        • Selecting Investments within a Portfolio
      • Dialog and Utility Guide
        • Investment Analysis
        • Menu Bar Options
        • Right-Clicking within the Portfolio Area
    • Investments
      • The Investment Menu
      • Tasks
        • Loan Tasks
        • Specifying Savings Terms to Create an Account Summary
        • Depreciation Tasks
        • Bond Tasks
        • Generic Cashflow Tasks
      • Dialog Box Guide
        • Loan
        • Loan Initialization Options
        • Loan Prepayments
        • Balloon Payments
        • Rate Adjustment Terms
        • Rounding Off
        • Savings
        • Depreciation
        • Depreciation Table
        • Bond
        • Bond Analysis
        • Bond Price
        • Generic Cashflow
        • Right-Clicking within Generic Cashflow’s Cashflow Specification Area
        • Flow Specification
        • Forecast Specification
    • Computations
      • The Compute Menu
      • Tasks
        • Taxing a Cashflow
        • Converting Currency
        • Deflating Cashflows
      • Dialog Box Guide
        • After Tax Cashflow Calculation
        • Currency Conversion
        • Constant Dollar Calculation
    • Analyses
      • The Analyze Menu
      • Tasks
        • Performing Time Value Analysis
        • Computing an Internal Rate of Return
        • Performing a Benefit-Cost Ratio Analysis
        • Computing a Uniform Periodic Equivalent
        • Performing a Breakeven Analysis
      • Dialog Box Guide
        • Time Value Analysis
        • Uniform Periodic Equivalent
        • Internal Rate of Return
        • Benefit-Cost Ratio Analysis
        • Breakeven Analysis
        • Breakeven Graph
    • Details
      • Investments and Data Sets
        • Saving Output to SAS Data Sets
        • Loading a SAS Data Set into a List
        • Saving Data from a List to a SAS Data Set
      • Right Mouse Button Options
      • Depreciation Methods
        • Straight Line (SL)
        • Sum-of-Years Digits
        • Declining Balance (DB)
      • Rate Information
        • The Tools Menu
        • Dialog Box Guide
      • Minimum Attractive Rate of Return (MARR)
      • Income Tax Specification
      • Inflation Specification
      • Reference


ProductRelease
SAS/ETS9.2
Type
Usage and Reference
Copyright Date
March 2008
Last Updated
08Dec2010