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The VARMAX Procedure

ODS Table Names

The VARMAX procedure assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in the following table:

Table 4.5: ODS Tables Produced in the VARMAX Procedure
ODS Table Name Description Option
   
ODS Tables Created by the MODEL Statement
   
AccumImpulseAccumulated Impulse Response MatricesIMPULSE=(ACCUM) IMPULSE=(ALL)
AccumImpulsXAccumulated Transfer Function MatricesIMPULSX=(ACCUM) IMPULSX=(ALL)
Alpha\alpha CoefficientsJOHANSEN=
AlphaInECM\alpha CoefficientsECM=
AlphaOnDrift\alpha Coefficients on Restriction of a Deterministic TermJOHANSEN=
AlphaBetaInECM\pi=\alpha\beta' CoefficientsECM=
ARCoefAR CoefficientsP=
ARRootsRoots of AR Characteristic PolynomialROOTS
Beta\beta CoefficientsJOHANSEN=
BetaInECM\beta CoefficientsECM=
BetaOnDrift\beta Coefficients on Restriction of a Deterministic TermJOHANSEN=
ConstantConstant Estimatesdefault
CorrBCorrelations of Parameter EstimatesCORRB
CorrResidualsCross-Correlations of Residualsdefault
CorrResidualsGraphSchematic Representation of Residual Cross-Correlationsdefault
CorrGraphSchematic Representation of Sample Cross-CorrelationsCORRX CORRY
CorrXLagsCross-Correlation Matrices of Independent SeriesCORRX
CorrYLagsCross-Correlation Matrices of Dependent SeriesCORRY
CovBCovariance of Parameter EstimatesCOVB
CovInnovCovariance Matrix for the Innovationdefault
CovPredErrorCovariance Matrices of the Prediction ErrorCOVPE
CovResidualsCross-Covariance Matrices of Residualsdefault
CovXLagsCross-Covariance Matrices of Independent SeriesCOVX
CovYLagsCross-Covariance Matrices of Dependent SeriesCOVY
DecompCovPredErrorDecomposition of the Prediction Error CovarianceDECOMPOSE
DFTestDickey-Fuller TestsDFTEST
EigenvalueI2Eigenvalues in Integrated Order 2JOHANSEN= (IORDER=2)
Eta\eta CoefficientsJOHANSEN= (IORDER=2)
DriftHypoHypothesis of Different Deterministic Terms in Cointegration Rank TestJOHANSEN=
DriftHypoTestTest Hypothesis of Different Deterministic Terms in Cointegration Rank TestJOHANSEN=
InfiniteARRepresentInfinite Order AR RepresentationIARR
InfoCriterionInformation criteriondefault
LinearTrendLinear Trend EstimatesTREND=
MaxTestCointegration Rank Test Using the Maximum EigenvalueJOHANSEN= (TYPE=MAX)
MaxTestOnDriftCointegration Rank Test Using the Maximum Eigenvalue on Restriction of a Deterministic TermJOHANSEN= (TYPE=MAX)
ModelTypeType of Modeldefault
NObsNumber of Observationsdefault
OrthoImpulseOrthogonalized Impulse Response MatricesIMPULSE=(ORTH) IMPULSE=(ALL)
ParameterEstimatesParameter Estimates Tabledefault
PartialARPartial Autoregression MatricesPARCOEF
PartialARGraphSchematic Representation of Partial AutoregressionPARCOEF
PartialCanCorrPartial Canonical Correlation AnalysisPCANCORR
PartialCorrPartial Cross-Correlation MatricesPCORR
PartialCorrGraphSchematic Representation of Partial Cross-CorrelationsPCORR
PortmanteauTestChi-Square Test Table for Residual Cross-Correlationsdefault
ProportionDecompProportions of Prediction Error Covariance DecompositionDECOMPOSE
RankTestI2Cointegration Rank Test in Integrated Order 2JOHANSEN= (IORDER=2)
QuadTrendQuadratic Trend EstimatesTREND=QUAD
SConstantSeasonal Constant EstimatesNSEASON=
SimpleImpulseImpulse Response MatricesIMPULSE
  IMPULSE=(SIMPLE)
  IMPULSE=(ALL)
SimpleImpulsXImpulse Response Matrices in Transfer FunctionIMPULSX                           IMPULSX=(SIMPLE) IMPULSX=(ALL)
SummarySimple Summary Statisticsdefault
SWTestCommon Trends TestSW SW=
TentativeOrdersTentative Order SelectionMINIC  MINIC=
TraceTestCointegration Rank Test Using the TraceJOHANSEN= (TYPE=TRACE)
TraceTestOnDriftCointegration Rank Test Using the Trace on Restriction of a Deterministic TermJOHANSEN= (TYPE=TRACE)
UnivarDiagnostARCheck the AR Disturbance for the residualsdefault
UnivarDiagnostCheckUnivariate Model Diagnostic Checksdefault
UnivarDiagnostTestCheck the ARCH Disturbance and Normality for the residualsdefault
Xi\xi Coefficient MatrixJOHANSEN= (IORDER=2)
XLagCoefDependent CoefficientsXLAG=
YWEstimatesYule-Walker EstimatesYW
*ByVariablePrints by VariablePRINTFORM=
   
ODS Tables Created by the COINTEG Statement
   
AlphaInECM\alpha Coefficientsdefault
AlphaBetaInECM\pi=\alpha\beta' Coefficientsdefault
BetaInECM\beta Coefficientsdefault
AlphaOnTest\alpha Coefficients under RestrictionH=  J=
BetaOnTest\beta Coefficients under RestrictionH=  J=
RestrictMatrixRestriction Matrix for \alpha or \betaH=  J=
RestrictTestHypothesis Testing of \alpha or \betaH=  J=
WeakExogeneityTesting Weak Exogeneity of each Dependent Variable with respect to BETAEXOGENEITY
   
ODS Tables Created by the CAUSAL Statement
   
CausalityGranger-Causality Testdefault
   
ODS Tables Created by the RESTRICT Statement
   
RestrictRestriction tabledefault
   
ODS Tables Created by the TEST Statement
   
TestWald testdefault
   
ODS Tables Created by the OUTPUT Statement
   
ForecastsForecasts TablePRINT
Note that the symbol * corresponds to AccumImpulse, AccumImpulsX, CorrResiduals, CorrXLags, CorrYLags, CovResiduals, CovXLags, CovYLags, OrthoImpulse, PartialCorr, PredictMSE, DecompCovPredError, ProportionDecomp, SimpleImpulse, and SimpleImpulsX.

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