Index
A
- ALPHA= option
- OUTLIER statement (ARIMA)
B
- BY groups
- X12 procedure
- BY statement
- X12 procedure
C
- Cauchy distribution estimation
- example
- CAUCHY option
- ERRORMODEL statement (MODEL)
- CDF= option
- ERRORMODEL statement (MODEL)
- CHISQUARED option
- ERRORMODEL statement (MODEL)
- CONTENTS procedure
- SASECRSP engine
- CRSP and SAS Dates
- SASECRSP engine
- CRSP Date Formats
- SASECRSP engine
- CRSP Date Functions
- SASECRSP engine
- CRSP Date Informats
- SASECRSP engine
- CRSP Integer Date Format
- SASECRSP engine
- @CRSPDB Date Informats
- SASECRSP engine
- CRSPDB_SASCAL environment variable
- SASECRSP engine
- CRSPDCI Date Functions
- SASECRSP engine
- CRSPDCS Date Functions
- SASECRSP engine
- CRSPDI2S Date Function
- SASECRSP engine
- CRSPDIC Date Functions
- SASECRSP engine
- @CRSPDR Date Informats
- SASECRSP engine
- CRSPDS2I Date Function
- SASECRSP engine
- CRSPDSC Date Functions
- SASECRSP engine
- CRSPDT Date Formats
- SASECRSP engine
- @CRSPDT Date Informats
- SASECRSP engine
E
- EMPIRICAL= option
- ERRORMODEL statement (MODEL)
- Environment variable, CRSPDB_SASCAL
- SASECRSP engine
- example
- Cauchy distribution estimation
- Multivariate Mixture of Distributions
- Simulating from a Mixture of Distributions
- Switching Regression
- The D-method
F
- F option
- ERRORMODEL statement (MODEL)
- FORECAST statement
- X12 procedure
- FUNCTION= option
- TRANSFORM statement (X12)
G
- GARCH option
- MODEL statement
- Gaussian distribution
- MODEL procedure
- GENERAL= option
- ERRORMODEL statement (MODEL)
I
- ID statement
- X12 procedure
- ID variables
- X12 procedure
- IDENTIFY statement
- ARIMA procedure
- INSET= option
- LIBNAME statement (SASECRSP)
L
- LEAD= option
- FORECAST statement (X12)
- LIBNAME libref SASECRSP statement
- LIBNAME libref SASEFAME statement
- LIBNAME statement
- SASEFAME engine
- SASECRSP engine
M
- MAXNUM= option
- OUTLIER statement (ARIMA)
- MAXPCT= option
- OUTLIER statement (ARIMA)
- MODE= option
- X11 statement (X12)
- MODEL procedure
- Gaussian distribution
- multivariate t-distribution
- normal distribution
- Multivariate Mixture of Distributions
- example
- multivariate t-distribution
- MODEL procedure
N
- negative log-likelihood function
- Nonlinear time series analysis
- VARMAX procedure
- normal distribution
- MODEL procedure
- NORMAL option
- ERRORMODEL statement (MODEL)
O
- OUTFORECAST option
- X11 statement (X12)
P
- PERMNO= option
- LIBNAME statement (SASECRSP)
- POISSON option
- ERRORMODEL statement (MODEL)
- POWER= option
- TRANSFORM statement (X12)
- PREDEFINED= option
- PREDEFINED statement (X12)
Q
- Q= option
- MODEL statement (VARMAX)
R
- RANGE= option
- LIBNAME statement (SASECRSP)
- reading from CRSP data files
- SASECRSP engine
- REGRESSION statement
- X12 procedure
- Remote FAME Access, using FAME CHLI
- SASEFAME engine
- Remote FAME Access, using SAS CONNECT
- SASEFAME engine
- Remote FAME data access
- physical name using #port number
S
- SAS and CRSP Dates
- SASECRSP engine
- SAS DATA step
- SASECRSP engine
- SAS Date Format
- SASECRSP engine
- SAS output data set
- SASECRSP engine
- SASECRSP engine
- CONTENTS procedure
- CRSP and SAS Dates
- CRSP Date Formats
- CRSP Date Functions
- CRSP Date Informats
- CRSP Integer Date Format
- @CRSPDB Date Informats
- CRSPDB_SASCAL environment variable
- CRSPDCI Date Functions
- CRSPDCS Date Functions
- CRSPDI2S Date Function
- CRSPDIC Date Functions
- @CRSPDR Date Informats
- CRSPDS2I Date Function
- CRSPDSC Date Functions
- CRSPDT Date Formats
- @CRSPDT Date Informats
- Environment variable, CRSPDB_SASCAL
- libname statement
- reading from CRSP data files
- SAS and CRSP Dates
- SAS DATA step
- SAS Date Format
- SAS output data set
- setid option
- SQL procedure, creating a view
- SQL procedure, using clause
- SASEFAME engine
- creating a FAME view
- DRI data files in FAME.db
- DRI/McGraw-Hill data files in FAME.db
- FAME data files
- FAME Information Services Databases
- LIBNAME interface engine for FAME databases
- LIBNAME statement
- main economic indicators (OECD) data files in FAME.db
- national accounts data files (OECD) in FAME.db
- OECD data files in FAME.db
- Organization for Economic Cooperation and Development data files in FAME.db
- Remote FAME Access, using FAME CHLI
- Remote FAME Access, using SAS CONNECT
- viewing a FAME database
- SEASONALMA= option
- X11 statement (X12)
- SETID= option
- LIBNAME statement (SASECRSP)
- setid option
- SASECRSP engine
- SIGMA= option
- OUTLIER statement (ARIMA)
- Simulating from a Mixture of Distributions
- example
- SQL procedure, creating a view
- SASECRSP engine
- SQL procedure, using clause
- SASECRSP engine
- Switching Regression
- example
T
- T option
- ERRORMODEL statement (MODEL) "ERRORMODEL Statement"
- ERRORMODEL statement (MODEL) "Multivariate t-Distribution Estimation"
- The D-method
- example
- TRANSFORM statement
- X12 procedure
- TRENDMA= option
- X11 statement (X12)
- TYPE= option
- OUTLIER statement (ARIMA)
U
- U option
- ERRORMODEL statement (MODEL)
V
- VARMAX procedure
- Nonlinear time series analysis
X
- X11 statement
- X12 procedure
- X12 procedure
- BY groups
- ID variables