The VARMAX Procedure |

ODS Graphics |

This section describes the use of ODS for creating statistical graphs with the VARMAX procedure.

To request these graphs, you must specify the ODS GRAPHICS ON statement.

When ODS GRAPHICS are in effect, the VARMAX procedure produces a variety of plots for each dependent variable.

The plots available are as follows:

The procedure displays the following plots for each dependent variable in the MODEL statement with the PLOT= option in the VARMAX statement:

impulse response function

impulse response of the transfer function

time series and predicted series

prediction errors

distribution of the prediction errors

normal quantile of the prediction errors

ACF of the prediction errors

PACF of the prediction errors

IACF of the prediction errors

log scaled white noise test of the prediction errors

The procedure displays forecast plots for each dependent variable in the OUTPUT statement with the PLOT= option in the VARMAX statement.

The VARMAX procedure assigns a name to each graph it creates by using ODS. You can use these names to reference the graphs when using ODS. The names are listed in Table 30.9.

ODS Table Name |
Plot Description |
Statement |
---|---|---|

ErrorACFPlot |
Autocorrelation function of prediction errors |
MODEL |

ErrorIACFPlot |
Inverse autocorrelation function of prediction errors |
MODEL |

ErrorPACFPlot |
Partial autocorrelation function of prediction errors |
MODEL |

ErrorDiagnosticsPanel |
Diagnostics of prediction errors |
MODEL |

ErrorNormalityPanel |
Histogram and Q-Q plot of prediction errors |
MODEL |

ErrorDistribution |
Distribution of prediction errors |
MODEL |

ErrorQQPlot |
Q-Q plot of prediction errors |
MODEL |

ErrorWhiteNoisePlot |
White noise test of prediction errors |
MODEL |

ErrorPlot |
Prediction errors |
MODEL |

ModelPlot |
Time series and predicted series |
MODEL |

AccumulatedIRFPanel |
Accumulated impulse response function |
MODEL |

AccumulatedIRFXPanel |
Accumulated impulse response of transfer function |
MODEL |

OrthogonalIRFPanel |
Orthogonalized impulse response function |
MODEL |

SimpleIRFPanel |
Simple impulse response function |
MODEL |

SimpleIRFXPanel |
Simple impulse response of transfer function |
MODEL |

ModelForecastsPlot |
Time series and forecasts |
OUTPUT |

ForecastsOnlyPlot |
Forecasts |
OUTPUT |

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