The SYSLIN Procedure
- Overview
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Getting Started
An Example Model Variables in a System of Equations Using PROC SYSLIN OLS Estimation Two-Stage Least Squares Estimation LIML, K-Class, and MELO Estimation SUR, 3SLS, and FIML Estimation Computing Reduced Form Estimates Restricting Parameter Estimates Testing Parameters Saving Residuals and Predicted Values Plotting Residuals -
Syntax
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Details
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Examples
- References
| OUT= Data Set |
The output SAS data set produced by the OUT= option in the PROC SYSLIN statement contains all the variables in the input data set and the variables that contain predicted values and residuals specified by OUTPUT statements.
The residuals are computed as actual values minus predicted values. Predicted values never use lags of other predicted values, as would be desirable for dynamic simulation. For these applications, PROC SIMLIN is available to predict or simulate values from the estimated equations.