OUTPUT Statement

The VARMAX Procedure

OUTPUT Statement

OUTPUT < options >;

The OUTPUT statement generates and prints forecasts based on the model estimated in the previous MODEL statement and, optionally, creates an output SAS data set that contains these forecasts.

ALPHA= value: sets the forecast confidence limits. The ALPHA=value must be between 0 and 1. When you specify ALPHA= $\alpha$ , the upper and lower confidence limits define the $1-\alpha$ confidence interval. The default is ALPHA=0.05, which produces 95% confidence intervals.
BACK= number: specifies the number of observations before the end of the data at which the multistep-ahead forecasts are to begin. The BACK= option value must be less than or equal to the number of observations minus the number of lagged regressors in the model. The default is BACK=0, which means that the forecast starts at the end of the available data.
LEAD= number: specifies the number of multistep-ahead forecast values to compute. The default is LEAD=12.
NOPRINT: suppresses the printed forecast values of each endogenous (dependent) variable.
OUT= SAS-data-set: writes the forecast values to an output data set.

Chapter Contents
Previous
Next
Top