TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 190

SAS/Ets User's Guide 190. 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 | 1882 F Chapter 29 The TIMESERIES Procedure Table Seasonal Adjustment Formulas Component Keyword MODE Option Formula original series ORIGINAL MULT ADD LOGADD PSEUDOADD Ot TCt St It Ot TCt St It log t TCt St It Ot TCt St It - 1 trend-cycle component TCC MULT ADD LOGADD PSEUDOADD centered moving average of Ot centered moving average of Ot centered moving average of log Ot centered moving average of Ot seasonal-irregular component SIC MULT ADD LOGADD PSEUDOADD SIt St It Ot TCt SIt St It Ot - TCt SIt St It - TCt SIt St It - 1 Ot TCt seasonal component SC MULT ADD LOGADD PSEUDOADD seasonal Averages of SIt seasonal Averages of SIt seasonal Averages of SIt seasonal Averages of SIt irregular component IC MULT ADD LOGADD PSEUDOADD It SIt St It SIt - St It SIt - St It SIt - St 1 trend-cycle-seasonal component TCS MULT ADD LOGADD PSEUDOADD TCSt TCt St Ot It TCSt TCt St Ot - It TCSt TCt St Ot - It TCSt TCt St trend component TC MULT ADD LOGADD PSEUDOADD Tt TCt - Ct Tt TCt - Ct Tt TCt - Ct Tt TCt - Ct cycle component CC MULT ADD LOGADD PSEUDOADD Ct TCt - Tt Ct TCt - Tt Ct TCt - Tt Ct TCt - Tt seasonally adjusted series SA MULT ADD LOGADD PSEUDOADD SAt Ot St TCt It SAt Ot - St TCt It SAt Ot exp St exp TCt It SAt TCt It The trend-cycle component is computed from the s-period centered moving average as follows Ls 2J TCt X yt Ck s k Ls 2j Correlation Analysis F 1883 The seasonal component is obtained by averaging the seasonal-irregular component for each season. SkCjS X T s t k mod s where 0 j T s and 1 k s. The seasonal components are normalized to sum to one multiplicative or zero additive . Correlation Analysis Correlation analysis can be performed on the working series by specifying the OUTCORR option or one of the PLOTS options that are associated with correlation. The CORR statement enables you to specify options that are related to correlation analysis. Autocovariance Statistics LAGS h 2 0 . Hg N Nh is the number of observed products at lag h ignoring missing .

• 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