TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 189

SAS/Ets User's Guide 189. 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 | 1872 F Chapter 29 The TIMESERIES Procedure By default the first group contains the principal components whose contribution to variability in the series sums to greater than the THRESHOLDPCT value of 90 and the second group contains the remaining components. LENGTH number specifies the window length to be used in the analysis. It represents the maximum lag used in the SSA autocovariance calculations. The number specified by the LENGTH option must be greater than one and less than 1000. When the SEASONALITY option is provided or inferred by the INTERVAL option in the ID statement the default window length is the smaller of two times the length of the seasonal cycle and one half the length of the time series. When no seasonality value is available the default window length is the smaller of 12 and one half the length of the time series. For example the following SSA statement specifies a window length of 10 ssa length 10 If no window length option is specified and the INTERVAL MONTH or SEASONALITY 12 options are specified a window length of 24 is used. If the specified window length is greater than one-half the length of the accumulated time series the window length is reduced and a warning message is printed to the log. NPERIODS number specifies the number of time periods to be stored in the OUTSSA data set when the TRANS-POSE YES option is specified. If the TRANSPOSE option is not specified the NPERIODS option is ignored. The NPERIODS option specifies the number of OUTSSA data set variables to contain the groups. If the NPERIODS option is not specified all of the periods specified between the ID statement START and END options are stored. If at least one of the START or END options is not specified the default magnitude is the seasonality specified by the SEASONALITY option in the PROC TIMESERIES statement or implied by the INTERVAL option in the ID statement. If only the START option or both the START and END options are specified and the seasonality is zero the .

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• Hướng dẫn sử dụng SAS ETS
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• phân tích đầu tư
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