
ALL

prints all the matrices computed during the analysis of the model.

COEF

prints the transformation coefficients for the first p observations. These coefficients are formed from a scalar multiplied by the inverse of the Cholesky root of the Toeplitz
matrix of autocovariances.

CORRB

prints the matrix of estimated correlations between the parameter estimates.

COVB

prints the matrix of estimated covariances between the parameter estimates.

DW= j

prints the generalized DurbinWatson statistics up to the order of j. The default is DW=1. When you specify the LAGDEP or LAGDEP=name option, the DurbinWatson statistic is not printed unless you specify the DW= option.

DWPROB

prints the marginal probability of the DurbinWatson statistic.

CONVERGE= value

sets the convergence criterion. If the maximum absolute value of the change in the autoregressive parameter estimates between
iterations is less than this amount, then convergence is assumed. The default is CONVERGE=.001.

GINV

prints the inverse of the Toeplitz matrix of autocovariances for the YuleWalker solution.

I

prints , the inverse of the crossproducts matrix for the model; or, if restrictions are specified, it prints adjusted for the restrictions.

ITPRINT

prints information on each iteration.

LAGDEP


LAGDV

prints the t statistic for testing residual autocorrelation when regressors contain lagged dependent variables.

LAGDEP= name


LAGDV= name

prints the Durbin h statistic for testing the presence of firstorder autocorrelation when regressors contain the lagged dependent variable whose
name is specified as LAGDEP=name. When the h statistic cannot be computed, the asymptotically equivalent t statistic is given.

MAXITER= number

sets the maximum number of iterations allowed. The default is MAXITER=50.

METHOD= value

specifies the type of estimates for the autoregressive component. The values of the METHOD= option are as follows:
 METHOD=ML

specifies the maximum likelihood method.
 METHOD=ULS

specifies unconditional least squares.
 METHOD=YW

specifies the YuleWalker method.
 METHOD=ITYW

specifies iterative YuleWalker estimates.
The default is METHOD=ML if you specified the LAGDEP or LAGDEP= option; otherwise, METHOD=YW is the default.

NLAG= m


NLAG= ( numberlist )

specifies the order of the autoregressive process or the subset of autoregressive lags to be fit. If you do not specify the
NLAG= option, PROC PDLREG does not fit an autoregressive model.

NOINT

suppresses the intercept parameter from the model.

NOPRINT

suppresses the printed output.

PARTIAL

prints partial autocorrelations if the NLAG= option is specified.

STB

prints standardized parameter estimates. Sometimes known as a standard partial regression coefficient, a standardized parameter estimate is a parameter estimate multiplied by the standard deviation of the associated regressor and divided by the standard deviation
of the regressed variable.

XPX

prints the crossproducts matrix, , used for the model. X refers to the transformed matrix of regressors for the regression.