TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 195

SAS/Ets User's Guide 195. 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 | 1932 Chapter 31 The UCM Procedure Contents Overview UCM Procedure. 1934 Getting Started UCM Procedure. 1935 A Seasonal Series with Linear Trend. 1935 Syntax UCM Procedure. 1943 Functional Summary. 1943 PROC UCM Statement . 1946 AUTOREG Statement. 1949 BLOCKSEASON Statement. 1950 BY Statement . 1952 CYCLE Statement. 1952 DEPLAG Statement. 1954 ESTIMATE Statement. 1955 FORECAST Statement . 1957 ID Statement. 1959 IRREGULAR Statement. 1960 LEVEL Statement. 1963 MODEL Statement. 1964 NLOPTIONS Statement. 1964 OUTLIER Statement. 1965 RANDOMREG Statement. 1966 SEASON Statement. 1966 SLOPE Statement. 1969 SPLINEREG Statement. 1970 SPLINESEASON Statement. 1971 Details UCM Procedure. 1973 An Introduction to Unobserved Component Models . 1973 The UCMs as State Space Models. 1979 Outlier Detection. 1988 Missing Values. 1989 Parameter Estimation . 1989 Computational Issues . 1991 Displayed Output. 1992 Statistical Graphics. 1992 ODS Table Names. 2003 1934 F Chapter 31 The UCM Procedure ODS Graph Names. 2006 OUTFOR Data Set. 2009 OUTEST Data Statistics of Examples UCM Procedure . 2013 Example The Airline Series Revisited . 2013 Example Variable Star Data. 2018 Example Modeling Long Seasonal Patterns . 2021 Example Modeling Time-Varying Regression Effects. 2025 Example Trend Removal Using the Hodrick-Prescott Filter. 2031 Example Using Splines to Incorporate Nonlinear Effects . 2033 Example Detection of Level Shift. 2038 Example ARIMA Modeling. 2041 References . 2045 Overview UCM Procedure The UCM procedure analyzes and forecasts equally spaced univariate time series data by using an unobserved components model UCM . The UCMs are also called structural models in the time series literature. A UCM decomposes the response series into components such as trend seasonals cycles and the regression effects due to predictor series. The components in the model are supposed to capture the salient features of the series that are .

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• Hướng dẫn sử dụng SAS ETS
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