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The MODEL Procedure

The MODEL procedure provides parameter estimation, simulation, and forecasting for a system of one or more nonlinear equations.

Model definition, parameter estimation, simulation and forecasting can be performed interactively in a single SAS session or models can be stored in files and reused and combined in later runs.

The features of the MODEL procedure include

You can now use expressions on the left side of the equal sign to write the model equations, and you can specify the lag length as a variable rather than a constant. In addition, functions are available to compute moving averages from lagged values. For general form equations (unnormalized), the SEIDEL and JACOBI methods are available.

Documentation

For further details, see the SAS/ETS® User's Guide

Examples