You can use the OUTEST= option in the ESTIMATE statement to store the model parameters and the related estimation details. This data set contains the following columns:

• the BY variables

• COMPONENT, a character variable containing the name of the component corresponding to the parameter being described

• PARAMETER, a character variable containing the parameter name

• TYPE, a character variable indicating whether the parameter value was fixed by the user or estimated

• _STATUS_, a character variable indicating whether the parameter estimation process converged or failed or there was an error of some other kind

• ESTIMATE, a numerical variable containing the parameter estimate

• STD, a numerical variable containing the standard error of the parameter estimate. This has a missing value if the parameter value is fixed.

• TVALUE, a numerical variable containing the t-statistic. This has a missing value if the parameter value is fixed.

• PVALUE, a numerical variable containing the p-value. This has a missing value if the parameter value is fixed.