TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 181

SAS/Ets User's Guide 181. 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 | 1792 F Chapter 27 The SYSLIN Procedure Each hypothesis to be tested is written as a linear equation. Parameters are referred to as where label is the model label and variable is the name of the regressor to which the parameter is attached. If the MODEL statement does not have a label you can use the dependent variable name as the label for the model provided the dependent variable uniquely labels the model. Each variable name used must be a regressor in the indicated MODEL statement. The keyword INTERCEPT is used to refer to intercept parameters. STEST statements can be given labels. The label is used in the printed output to distinguish different tests. Any number of STEST statements can be specified. Labels are specified as follows label STEST. The following is an example of the STEST statement proc syslin data a 3sls endogenous y1 y2 instruments x1 x2 model y1 y2 x1 x2 model y2 y1 x2 stest run The test performed is exact only for ordinary least squares given the OLS assumptions of the linear model. For other estimation methods the F test is based on large sample theory and is only approximate in finite samples. If RESTRICT or SRESTRICT statements are used the tests computed by the STEST statement are conditional on the restrictions specified. The validity of the tests can be compromised if incorrect restrictions are imposed on the estimates. The following are examples of STEST statements stest l stest 2 stest stest 0 1 2 - 0 The PRINT option can be specified in the STEST statement after a slash PRINT prints intermediate calculations for the hypothesis tests. Note The STEST statement is not supported for the FIML estimation method. TEST Statement TEST equation . equation options TEST Statement F 1793 The TEST statement performs F tests of linear hypotheses about the parameters in the preceding MODEL statement. Each equation specifies a linear hypothesis to be tested. If

• Tài chính doanh nghiệp
• Hướng dẫn sử dụng SAS ETS
• các mô hình phân tích tài chính
• báo cáo tài chính
• phân tích đầu tư
• phân tích tính khả dụng các khoản đầu tư