PROC VARMAX Statement
- PROC VARMAX options ;
The following options can be used in the PROC VARMAX statement:
- DATA= SAS-data-set
-
specifies the input SAS data set.
If the DATA= option is not specified,
the PROC VARMAX statement uses the most recently created SAS data set.
- OUTEST= SAS-data-set
-
writes the parameter estimates to the output data set.
- COVOUT
- OUTCOV
-
writes the covariance matrix for the parameter estimates
to the OUTEST= data set.
This option is valid only if the OUTEST= option is specified.
- OUTSTAT= SAS-data-set
-
writes residual diagnostic results to an output data set.
If the JOHANSEN= option is specified, the results
of this option are also written to the output data set.
Other Options
In addition, any of the following MODEL statement options can be
specified in the PROC VARMAX statement, which is equivalent to
specifying the option for every MODEL statement:
CENTER, DFTEST=, DIF=, DIFX=, DIFY=, LAGMAX=, METHOD=,
MINIC=, NOCURRENTX, NOINT,
NOPRINT, NSEASON=, P=, PRINT=, PRINTALL, PRINTFORM=,
SCENTER, TREND=, VARDEF=, and XLAG=.
Copyright © 2000 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
