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SAS/Ets 9.22 User's Guide 191. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 1892 F Chapter 29 The TIMESERIES Procedure IACF2STD two standard errors beyond inverse autocorrelation IACFNORM normalized inverse autocorrelations IACFPROB inverse autocorrelation probabilities IACFLPROB inverse autocorrelation log probabilities WN white noise test Statistics WNPROB white noise test probabilities WNLPROB white noise test log probabilities The preceding correlation statistics are computed for each specified time lag. When the CORR statement TRANSPOSE YES option is specified the variable values are related to correlation statistics specified in the CORR statement and the variable names are related to the NLAG or LAGS options. _NAME_ variable name _STAT_ correlation statistic name _LABEL_ correlation statistic label LAGh correlation statistics for lag h OUTCROSSCORR Data Set The OUTCROSSCORR data set contains the variables specified in the BY statement as well as the variables listed below. The OUTCROSSCORR data set records the cross-correlations for each variable specified in a VAR and the CROSSVAR statements. When the CROSSCORR statement TRANSPOSE NO option is omitted or specified explicitly the variable names are related to cross-correlation statistics specified in the CROSSCORR statement options and the variable values are related to the NLAG or LAGS option. _NAME_ variable name _CROSS_ cross variable name LAG time lag N number of variance products CCOV cross-covariances CCF cross-correlations CCFSTD cross-correlation standard errors CCF2STD an indicator of whether cross-correlations are less than -1 greater than 1 or within 0 two standard errors of zero CCFNORM normalized cross-correlations CCFPROB cross-correlation probabilities OUTDECOMP Data Set F 1893 CCFLPROB cross-correlation log probabilities The preceding cross-correlation statistics are computed for each specified time lag. When the CROSSCORR statement TRANSPOSE YES option is specified the variable values are related to cross-correlation statistics specified in the CROSSCORR statement .
