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SAS/Ets 9.22 User's Guide 169. 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 | 1672 F Chapter 24 The SIMLIN Procedure 3. Structural Coefficients for Exogenous Variables. These coefficients make up the B matrix with g rows and k columns. Reduced Form 1. The reduced form coefficients are obtained by inverting G so that the endogenous variables can be directly expressed as functions of only lagged endogenous and exogenous variables. 2. Inverse Coefficient Matrix for Endogenous Variables. This is the inverse of the G matrix. 3. Reduced Form for Lagged Endogenous Variables. This is n1 G -1C with g rows and l columns. Each value is a dynamic multiplier that shows how past values of lagged endogenous variables affect values of each of the endogenous variables. 4. Reduced Form for Exogenous Variables. This is n2 G -1B with g rows and k columns. Its values are called impact multipliers because they show the immediate effect of each exogenous variable on the value of the endogenous variables. Multipliers Interim and total multipliers show the effect of a change in an exogenous variable over time. 1. Interim Multipliers. These are the interim multiplier matrices. They are formed by multiplying n2 by powers of D. The d th interim multiplier is D d n2. The interim multiplier of order d shows the effects of a change in the exogenous variables after d periods. Interim multipliers are only available if the maximum lag of the endogenous variables is 1. 2. Total Multipliers. This is the matrix of total multipliers T I-D -1 n2. This matrix shows the cumulative effect of changes in the exogenous variables. Total multipliers are only available if the maximum lag is one. Statistics of Fit If the DATA option is used and the DATA data set contains endogenous variables PROC SIMLIN prints a statistics-of-fit report for the simulation. The statistics printed include the following. Summations are over the observations for which both yt and yt are nonmissing. 1. the number of nonmissing errors. Number of observations for which both yt and yt are nonmissing. 2. the mean .
