The OUT= data set normally contains all of the variables in the input DATA= data set, plus the variables named in the PREDICTED= and RESIDUAL= options in the OUTPUT statement.

You can use an ID statement to restrict the variables that are copied from the input data set. If an ID statement is used, the OUT= data set contains only the BY variables (if any), the ID variables, the endogenous and lagged endogenous variables (if any), the exogenous variables, plus the PREDICTED= and RESIDUAL= variables.

The OUT= data set contains an observation for each observation in the DATA= data set. When the actual value of an endogenous variable is missing in the DATA= data set, or when the DATA= data set does not contain the endogenous variable, the corresponding residual is missing.