The VARMAX Procedure
- Overview
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Getting Started
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Syntax
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DetailsMissing ValuesVARMAX ModelDynamic Simultaneous Equations ModelingImpulse Response FunctionForecastingTentative Order SelectionVAR and VARX ModelingSeasonal Dummies and Time TrendsBayesian VAR and VARX ModelingVARMA and VARMAX ModelingModel Diagnostic ChecksCointegrationVector Error Correction ModelingI(2) ModelVector Error Correction Model in ARMA FormMultivariate GARCH ModelingOutput Data SetsOUT= Data SetOUTEST= Data SetOUTHT= Data SetOUTSTAT= Data SetPrinted OutputODS Table NamesODS GraphicsComputational Issues
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Examples
- References
Missing Values
The VARMAX procedure currently does not support missing values. PROC VARMAX uses the first contiguous group of observations that have no missing values for any of the MODEL statement variables. Observations at the beginning of the data set that have missing values for any MODEL statement variables are not used or included in the output data set. At the end of the data set, observations can have dependent (endogenous) variables with missing values and independent (exogenous) variables with nonmissing values.