The following options can be specified in the PROC TSCSREG statement.
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DATA=SAS-data-set
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names the input data set. The input data set must be sorted by cross section and by time period within cross section. If you
omit the DATA= option, the most recently created SAS data set is used.
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TS=number
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specifies the number of observations in the time series for each cross section. The TS= option value must be greater than
1. The TS= option is required unless an ID statement is used. Note that the number of observations for each time series must
be the same for each cross section and must cover the same time period.
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CS=number
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specifies the number of cross sections. The CS= option value must be greater than 1. The CS= option is required unless an
ID statement is used.
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OUTEST=SAS-data-set
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the parameter estimates. When the OUTEST= option is not specified, the OUTEST= data set is not created.
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OUTCOV
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COVOUT
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writes the covariance matrix of the parameter estimates to the OUTEST= data set.
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OUTCORR
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CORROUT
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writes the correlation matrix of the parameter estimates to the OUTEST= data set.
In addition, any of the following MODEL statement options can be specified in the PROC TSCSREG statement: CORRB, COVB, FIXONE,
FIXTWO, RANONE, RANTWO, FULLER, PARKS, DASILVA, NOINT, NOPRINT, M=, PHI, RHO, and SINGULAR=. When specified in the PROC TSCSREG
statement, these options are equivalent to specifying the options for every MODEL statement.
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