displays the traditional autocorrelation function plots of parameters from iterations. The ACFPLOT option is applicable only
if ODS Graphics is not enabled.
The available options are as follows.
-
COV <( < variables > < variable1*variable2 > < …variable1*variable2 > ) >
-
displays plots of variances for variables in the list and covariances for pairs of variables in the list. When the option
COV is specified without variables, variances for all variables and covariances for all pairs of variables are used.
-
MEAN <( variables )>
-
displays plots of means for variables in the list. When the option MEAN is specified without variables, all variables are
used.
-
WLF
-
displays the plot for the worst linear function.
When the ACFPLOT is specified without the preceding options, the procedure displays plots of means for all variables that
are used.
The display options provide additional information for the autocorrelation function plots. By default, the MI procedure uses
the star (*) as the plot symbol to display the points with a height of one (percentage screen unit) in the plot, a solid line
to display the reference line of zero autocorrelation, vertical line segments to connect autocorrelations to the reference
line, and a pair of dashed lines to display approximately 95% confidence limits for the autocorrelations.
You can use the SYMBOL=, CSYMBOL=, and HSYMBOL= options to change the shape, color, and height of the plot symbol, respectively,
and the CNEEDLES= and WNEEDLES= options to change the color and width of the needles, respectively. You can also use the LREF=,
CREF=, and WREF= options to change the line type, color, and width of the reference line, respectively. Similarly, you can
use the LCONF=, CCONF=, and WCONF= options to change the line type, color, and width of the confidence limits, respectively.
By default, the plot title "Autocorrelation Plot" is displayed in a autocorrelation function plot. You can request another
title by using the TITLE= option within the ACFPLOT option. When another title is also specified in a TITLE statement, this
title is displayed as the main title and the plot title is displayed as a subtitle in the plot.
You can use options in the GOPTIONS statement to change the color and height of the title. See the chapter "The SAS/GRAPH
Statements" in
SAS/GRAPH: Reference for a description of title options.
The available display options are as follows:
-
CCONF=color
-
specifies the color of the displayed confidence limits. The default is CCONF=BLACK.
-
CFRAME=color
-
specifies the color for filling the area enclosed by the axes and the frame. By default, this area is not filled.
-
CNEEDLES=color
-
specifies the color of the vertical line segments (needles) that connect autocorrelations to the reference line. The default
is CNEEDLES=BLACK.
-
CREF=color
-
specifies the color of the displayed reference line. The default is CREF=BLACK.
-
CSYMBOL=color
-
specifies the color of the displayed data points. The default is CSYMBOL=BLACK.
-
HSYMBOL=number
-
specifies the height of data points in percentage screen units. The default is HSYMBOL=1.
-
LCONF=linetype
-
specifies the line type for the displayed confidence limits. The default is LCONF=1, a solid line.
-
LOG
-
requests that the logarithmic transformations of parameters be used to compute the autocorrelations; it is generally used
for the variances of variables. When a parameter has values less than or equal to zero, the corresponding plot is not created.
-
LREF=linetype
-
specifies the line type for the displayed reference line. The default is LREF=3, a dashed line.
-
NAME=’string’
-
specifies a descriptive name, up to eight characters, that appears in the name field of the PROC GREPLAY master menu. The
default is NAME=’MI’.
-
NLAG=number
-
specifies the maximum lag of the series. The default is NLAG=20. The autocorrelations at each lag are displayed in the graph.
-
SYMBOL=value
-
specifies the symbol for data points in percentage screen units. The default is SYMBOL=STAR.
-
TITLE=’string’
-
specifies the title to be displayed in the autocorrelation function plots. The default is TITLE=’Autocorrelation Plot’.
-
WCONF=number
-
specifies the width of the displayed confidence limits in percentage screen units. If you specify the WCONF=0 option, the
confidence limits are not displayed. The default is WCONF=1.
-
WNEEDLES=number
-
specifies the width of the displayed needles that connect autocorrelations to the reference line, in percentage screen units.
If you specify the WNEEDLES=0 option, the needles are not displayed. The default is WNEEDLES=1.
-
WREF=number
-
specifies the width of the displayed reference line in percentage screen units. If you specify the WREF=0 option, the reference
line is not displayed. The default is WREF=1.
For example, the following statement requests autocorrelation function plots for the means and variances of the variable y1
, respectively:
acfplot( mean( y1) cov(y1) /log);
Logarithmic transformations of both the means and variances are used in the plots. For a detailed description of the autocorrelation
function plot, see the section Autocorrelation Function Plot; see also Schafer (1997, pp. 120–126) and the
SAS/ETS User's Guide.
displays the traditional trace (time series) plots of parameters
from iterations. The TIMEPLOT option is applicable only if ODS Graphics is not enabled.
The available options are as follows:
-
COV <( < variables > < variable1*variable2 > …) >
-
displays plots of variances for variables in the list and covariances for pairs of variables in the list. When the option
COV is specified without variables, variances for all variables and covariances for all pairs of variables are used.
-
MEAN < (variables)>
-
displays plots of means for variables in the list. When the option MEAN is specified without variables, all variables are
used.
-
WLF
-
displays the plot of the worst linear function.
When the TIMEPLOT is specified without the preceding options, the procedure displays plots of means for all variables that
are used.
The display options provide additional information for the trace plots. By default, the MI procedure uses solid line segments
to connect data points in a trace plot. You can use the CCONNECT=, LCONNECT=, and WCONNECT= options to change the color, line
type, and width of the line segments, respectively. When WCONNECT=0 is specified, the data points are not connected, and the
procedure uses the plus sign (+) as the plot symbol to display the points with a height of one (percentage screen unit) in
a trace plot. You can use the SYMBOL=, CSYMBOL=, and HSYMBOL= options to change the shape, color, and height of the plot symbol,
respectively.
By default, the plot title "Trace Plot" is displayed in a trace plot. You can request another title by using the TITLE= option
in the TIMEPLOT option. When another title is also specified in a TITLE statement, this title is displayed as the main title
and the plot title is displayed as a subtitle in the plot.
You can use options in the GOPTIONS statement to change the color and height of the title. See the chapter "The SAS/GRAPH
Statements" in
SAS/GRAPH: Reference for an illustration of title options.
The available display options are as follows:
-
CCONNECT=color
-
specifies the color of the line segments that connect data points in the trace plots. The default is CCONNECT=BLACK.
-
CFRAME=color
-
specifies the color for filling the area enclosed by the axes and the frame. By default, this area is not filled.
-
CSYMBOL=color
-
specifies the color of the data points to be displayed in the trace plots. The default is CSYMBOL=BLACK.
-
HSYMBOL=number
-
specifies the height of data points in percentage screen units. The default is HSYMBOL=1.
-
LCONNECT=linetype
-
specifies the line type for the line segments that connect data points in the trace plots. The default is LCONNECT=1, a solid
line.
-
LOG
-
requests that the logarithmic transformations of parameters be used; it is generally used for the variances of variables.
When a parameter value is less than or equal to zero, the value is not displayed in the corresponding plot.
-
NAME=’string’
-
specifies a descriptive name, up to eight characters, that appears in the name field of the PROC GREPLAY master menu. The
default is NAME=’MI’.
-
SYMBOL=value
-
specifies the symbol for data points in percentage screen units. The default is SYMBOL=PLUS.
-
TITLE=’string’
-
specifies the title to be displayed in the trace plots. The default is TITLE=’Trace Plot’.
-
WCONNECT=number
-
specifies the width of the line segments that connect data points in the trace plots, in percentage screen units. If you specify
the WCONNECT=0 option, the data points are not connected. The default is WCONNECT=1.
For a detailed description of the trace plot, see the section Trace Plot and Schafer (1997, pp. 120–126).