Linear Systems Simulation

The SIMLIN procedure performs simulation and multiplier analysis for simultaneous systems of linear regression models. The SIMLIN procedure includes the following features:

  • reduced form coefficients

  • interim multipliers

  • total multipliers

  • dynamic multipliers

  • multipliers for higher order lags

  • dynamic forecasts and simulations

  • goodness-of-fit statistics

  • acceptance of the equation system coefficients estimated by the SYSLIN procedure as input