The SIMLIN Procedure
The statements and options controlling the SIMLIN procedure are summarized in the following table.
|
Description |
Statement |
Option |
|---|---|---|
|
Data Set Options |
||
|
specify input data set containing structural coefficients |
PROC SIMLIN |
EST= |
|
specify type of estimates read from EST= data set |
PROC SIMLIN |
TYPE= |
|
write reduced form coefficients and multipliers to an output data set |
PROC SIMLIN |
OUTEST= |
|
specify the input data set for simulation |
PROC SIMLIN |
DATA= |
|
write predicted and residual values to an output data set |
OUTPUT |
|
|
Printing Control Options |
||
|
print the structural coefficients |
PROC SIMLIN |
ESTPRINT |
|
suppress printing of reduced form coefficients |
PROC SIMLIN |
NORED |
|
suppress all printed output |
PROC SIMLIN |
NOPRINT |
|
Dynamic Multipliers |
||
|
compute interim multipliers |
PROC SIMLIN |
INTERIM= |
|
compute total multipliers |
PROC SIMLIN |
TOTAL |
|
Declaring the Role of Variables |
||
|
specify BY-group processing |
BY |
|
|
specify the endogenous variables |
ENDOGENOUS |
|
|
specify the exogenous variables |
EXOGENOUS |
|
|
specify identifying variables |
ID |
|
|
specify lagged endogenous variables |
LAGGED |
|
|
Controlling the Simulation |
||
|
specify the starting observation for dynamic simulation |
PROC SIMLIN |
START= |