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OUT= Data Set
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The AUTOREG Procedure

  • Overview
  • Getting Started Getting Started
    Regression with Autocorrelated Errors Forecasting Autoregressive Error Models Testing for Autocorrelation Stepwise Autoregression Testing for Heteroscedasticity Heteroscedasticity and GARCH Models
  • Syntax Procedure Syntax
    Functional Summary PROC AUTOREG Statement BY Statement CLASS Statement MODEL Statement HETERO Statement NLOPTIONS Statement OUTPUT Statement RESTRICT Statement TEST Statement
  • Details Procedure Details
    Missing Values Autoregressive Error Model Alternative Autocorrelation Correction Methods GARCH Models Heteroscedasticity Consistent Covariance Matrix Estimator Goodness-of-Fit Measures and Information Criteria Testing Predicted Values OUT= Data Set OUTEST= Data Set Printed Output ODS Table Names ODS Graphics
  • Examples Procedure Examples
    Analysis of Real Output Series Comparing Estimates and Models Lack-of-Fit Study Missing Values Money Demand Model Estimation of ARCH(2) Process Estimation of GARCH-Type Models Illustration of ODS Graphics
  • References
 
OUT= Data Set

The output SAS data set produced by the OUTPUT statement contains all the variables in the input data set and the new variables specified by the OUTPUT statement options. See the section OUTPUT Statement earlier in this chapter for information on the output variables that can be created. The output data set contains one observation for each observation in the input data set.

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