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SAS/Ets 9.22 User's Guide 131. 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 | 1292 F Chapter 18 The MODEL Procedure bounds s 0 1 b 0 run The output of the MODEL procedure is shown in Output 18.19.1. Output 18.19.1 PROC MODEL Output Efficient Method of Moments for Stochastic Volatility Model EMM estimates The MODEL Procedure Model Summary Parameters 3 Equations 3 Number of Statements 11 Parameters Value a -0.736 b 0.9 s 0.363 Equations ml m2 m3 The 3 Equations to Estimate ml F a b s m2 F a b s m3 F a b s Instruments 1 Nonlinear GMM Parameter Estimates Parameter Estimate Approx Std Err t Value Approx Pr t a -0.56165 0.0160 -35.11 .0001 b 0.921532 0.00217 425.26 .0001 s 0.344669 0.00674 51.11 .0001 Example 18.20 Illustration of ODS Graphics This example illustrates graphical output from PROC MODEL. This is a continuation of the section Nonlinear Regression Analysis on page 999. These graphical displays are requested by specifying the ODS GRAPHICS ON statement. For information about the graphics available in the MODEL procedure see the section ODS Graphics on page 1165. The following statements show how to generate ODS graphics plots with the MODEL procedure. The plots are displayed in Output 18.20.1 and Output 18.20.2. Note that the variable date in the ID statement is used to define the horizontal tick mark values when appropriate. titlel Example of Graphical Output from PROC MODEL proc model data sashelp.citimon Example 18.20 Illustration of ODS Graphics F 1293 lhur 1 a ip b c fit lhur id date run Output 18.20.1 Diagnostics Plots 1294 F Chapter 18 The MODEL Procedure Output 18.20.2 Diagnostics Plots You can also obtain the plots in the diagnostics panel as separate graphs by specifying the PLOTS UNPACK option. These plots are displayed in Output 18.20.3 through Output 18.20.10. title1 Unpacked Graphical Output from PROC MODEL proc model data sashelp.citimon plots unpack lhur 1 a ip b c fit lhur id date run