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| The VARMAX Procedure |
| ODS Table Name | Description | Option |
| ODS Tables Created by the MODEL Statement | ||
| AccumImpulse | Accumulated Impulse Response Matrices | IMPULSE=(ACCUM) IMPULSE=(ALL) |
| AccumImpulsX | Accumulated Transfer Function Matrices | IMPULSX=(ACCUM) IMPULSX=(ALL) |
| Alpha | JOHANSEN= | |
| AlphaInECM | ECM= | |
| AlphaOnDrift | JOHANSEN= | |
| AlphaBetaInECM | ECM= | |
| ARCoef | AR Coefficients | P= |
| ARRoots | Roots of AR Characteristic Polynomial | ROOTS |
| Beta | JOHANSEN= | |
| BetaInECM | ECM= | |
| BetaOnDrift | JOHANSEN= | |
| Constant | Constant Estimates | default |
| CorrB | Correlations of Parameter Estimates | CORRB |
| CorrResiduals | Cross-Correlations of Residuals | default |
| CorrResidualsGraph | Schematic Representation of Residual Cross-Correlations | default |
| CorrGraph | Schematic Representation of Sample Cross-Correlations | CORRX CORRY |
| CorrXLags | Cross-Correlation Matrices of Independent Series | CORRX |
| CorrYLags | Cross-Correlation Matrices of Dependent Series | CORRY |
| CovB | Covariance of Parameter Estimates | COVB |
| CovInnov | Covariance Matrix for the Innovation | default |
| CovPredError | Covariance Matrices of the Prediction Error | COVPE |
| CovResiduals | Cross-Covariance Matrices of Residuals | default |
| CovXLags | Cross-Covariance Matrices of Independent Series | COVX |
| CovYLags | Cross-Covariance Matrices of Dependent Series | COVY |
| DecompCovPredError | Decomposition of the Prediction Error Covariance | DECOMPOSE |
| DFTest | Dickey-Fuller Tests | DFTEST |
| EigenvalueI2 | Eigenvalues in Integrated Order 2 | JOHANSEN= (IORDER=2) |
| Eta | JOHANSEN= (IORDER=2) | |
| DriftHypo | Hypothesis of Different Deterministic Terms in Cointegration Rank Test | JOHANSEN= |
| DriftHypoTest | Test Hypothesis of Different Deterministic Terms in Cointegration Rank Test | JOHANSEN= |
| InfiniteARRepresent | Infinite Order AR Representation | IARR |
| InfoCriterion | Information criterion | default |
| LinearTrend | Linear Trend Estimates | TREND= |
| MaxTest | Cointegration Rank Test Using the Maximum Eigenvalue | JOHANSEN= (TYPE=MAX) |
| MaxTestOnDrift | Cointegration Rank Test Using the Maximum Eigenvalue on Restriction of a Deterministic Term | JOHANSEN= (TYPE=MAX) |
| ModelType | Type of Model | default |
| NObs | Number of Observations | default |
| OrthoImpulse | Orthogonalized Impulse Response Matrices | IMPULSE=(ORTH) IMPULSE=(ALL) |
| ParameterEstimates | Parameter Estimates Table | default |
| PartialAR | Partial Autoregression Matrices | PARCOEF |
| PartialARGraph | Schematic Representation of Partial Autoregression | PARCOEF |
| PartialCanCorr | Partial Canonical Correlation Analysis | PCANCORR |
| PartialCorr | Partial Cross-Correlation Matrices | PCORR |
| PartialCorrGraph | Schematic Representation of Partial Cross-Correlations | PCORR |
| PortmanteauTest | Chi-Square Test Table for Residual Cross-Correlations | default |
| ProportionDecomp | Proportions of Prediction Error Covariance Decomposition | DECOMPOSE |
| RankTestI2 | Cointegration Rank Test in Integrated Order 2 | JOHANSEN= (IORDER=2) |
| QuadTrend | Quadratic Trend Estimates | TREND=QUAD |
| SConstant | Seasonal Constant Estimates | NSEASON= |
| SimpleImpulse | Impulse Response Matrices | IMPULSE |
| IMPULSE=(SIMPLE) | ||
| IMPULSE=(ALL) | ||
| SimpleImpulsX | Impulse Response Matrices in Transfer Function | IMPULSX IMPULSX=(SIMPLE) IMPULSX=(ALL) |
| Summary | Simple Summary Statistics | default |
| SWTest | Common Trends Test | SW SW= |
| TentativeOrders | Tentative Order Selection | MINIC MINIC= |
| TraceTest | Cointegration Rank Test Using the Trace | JOHANSEN= (TYPE=TRACE) |
| TraceTestOnDrift | Cointegration Rank Test Using the Trace on Restriction of a Deterministic Term | JOHANSEN= (TYPE=TRACE) |
| UnivarDiagnostAR | Check the AR Disturbance for the residuals | default |
| UnivarDiagnostCheck | Univariate Model Diagnostic Checks | default |
| UnivarDiagnostTest | Check the ARCH Disturbance and Normality for the residuals | default |
| Xi | JOHANSEN= (IORDER=2) | |
| XLagCoef | Dependent Coefficients | XLAG= |
| YWEstimates | Yule-Walker Estimates | YW |
| *ByVariable | Prints by Variable | PRINTFORM= |
| ODS Tables Created by the COINTEG Statement | ||
| AlphaInECM | default | |
| AlphaBetaInECM | default | |
| BetaInECM | default | |
| AlphaOnTest | H= J= | |
| BetaOnTest | H= J= | |
| RestrictMatrix | Restriction Matrix for | H= J= |
| RestrictTest | Hypothesis Testing of | H= J= |
| WeakExogeneity | Testing Weak Exogeneity of each Dependent Variable with respect to BETA | EXOGENEITY |
| ODS Tables Created by the CAUSAL Statement | ||
| Causality | Granger-Causality Test | default |
| ODS Tables Created by the RESTRICT Statement | ||
| Restrict | Restriction table | default |
| ODS Tables Created by the TEST Statement | ||
| Test | Wald test | default |
| ODS Tables Created by the OUTPUT Statement | ||
| Forecasts | Forecasts Table | |
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