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SAS 9.2 Documentation
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SAS/ETS(R) 9.2 User's Guide
PDF
Contents
About
Credits and Acknowledgments
What's New in SAS/ETS
General Information
Introduction
Working with Time Series Data
Date Intervals, Formats, and Functions
SAS Macros and Functions
Nonlinear Optimization Methods
Procedure Reference
The ARIMA Procedure
The AUTOREG Procedure
The COMPUTAB Procedure
The COUNTREG Procedure
The DATASOURCE Procedure
The ENTROPY Procedure
The ESM Procedure
The EXPAND Procedure
The FORECAST Procedure
The LOAN Procedure
The MDC Procedure
The MODEL Procedure
The PANEL Procedure
The PDLREG Procedure
The QLIM Procedure
The SIMILARITY Procedure
The SIMLIN Procedure
The SPECTRA Procedure
The STATESPACE Procedure
The SYSLIN Procedure
The TIMESERIES Procedure
The TSCSREG Procedure
The UCM Procedure
The VARMAX Procedure
The X11 Procedure
The X12 Procedure
Data Access Engines
The SASECRSP Interface Engine
The SASEFAME Interface Engine
The SASEHAVR Interface Engine
Time Series Forecasting System
Overview of the Time Series Forecasting System
Getting Started with Time Series Forecasting
Creating Time ID Variables
Specifying Forecasting Models
Choosing the Best Forecasting Model
Using Predictor Variables
Command Reference
Window Reference
Forecasting Process Details
Investment Analysis
Overview
Portfolios
Investments
Computations
Analyses
Details
Index here
Product
Release
SAS/ETS
9.2
Type
Usage and Reference
Copyright Date
March 2008
Last Updated
15Apr2008
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The VARMAX Procedure
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
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Copyright © 2007 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
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