The VARMAX Procedure

ODS Graphics

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

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.

ODS Graph Names

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 35.9.

Table 35.9 ODS Graphics Produced in the VARMAX Procedure
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