The PDLREG Procedure

specify the input data set

PDLREG

DATA=

write predicted values to an output data set

OUTPUT

OUT=

specify BY-group processing

BY

request all print options

MODEL

ALL

print transformed coefficients

MODEL

COEF

print correlations of the estimates

MODEL

CORRB

print covariances of the estimates

MODEL

COVB

print DW statistics up to order j

MODEL

DW=j

print the marginal probability of DW statistics

MODEL

DWPROB

print inverse of Toeplitz matrix

MODEL

GINV

print inverse of the crossproducts matrix

MODEL

I

print details at each iteration step

MODEL

ITPRINT

print Durbin t statistic

MODEL

LAGDEP

print Durbin h statistic

MODEL

LAGDEP=

suppress printed output

MODEL

NOPRINT

print partial autocorrelations

MODEL

PARTIAL

print standardized parameter estimates

MODEL

STB

print crossproducts matrix

MODEL

XPX

specify order of autoregressive process

MODEL

NLAG=

suppress intercept parameter

MODEL

NOINT

specify convergence criterion

MODEL

CONVERGE=

specify maximum number of iterations

MODEL

MAXITER=

specify estimation method

MODEL

METHOD=

specify confidence limit size

OUTPUT

ALPHACLI=

specify confidence limit size for structural predicted values

OUTPUT

ALPHACLM=

output transformed intercept variable

OUTPUT

CONSTANT=

output lower confidence limit for predicted values

OUTPUT

LCL=

output lower confidence limit for structural predicted values

OUTPUT

LCLM=

output predicted values

OUTPUT

P=

output predicted values of the structural part

OUTPUT

PM=

output residuals from the predicted values

OUTPUT

R=

output residuals from the structural predicted values

OUTPUT

RM=

output transformed variables

OUTPUT

TRANSFORM=

output upper confidence limit for the predicted values

OUTPUT

UCL=

output upper confidence limit for the structural predicted values

OUTPUT

UCLM=