TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 199

SAS/Ets User's Guide 199. 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 | 1972 F Chapter 31 The UCM Procedure Experimental DEGREE nteger specifies the degree of the spline. It can be any integer greater than or equal to zero. The default value is 3. KNOTS i nteger1 integer2 . lists the internal knots. This list of values must be a nondecreasing sequence of integers within the range of 2 to s 1 where s is the season length specified in the LENGTH option. This is a required option in this statement. LENGTH nteger specifies the season length s. This is a required option in this statement. The length can be any integer greater than or equal to three. NOEST fixes the value of the regression coefficient random walk disturbance variance to the value specified in the VARIANCE option. OFFSET nteger specifies the position of the first measurement within the season if the first measurement is not at the start of the season. The OFFSET value must be between one and the season length. The default value is one. The first measurement refers to the start of the estimation span and the forecast span. If these spans differ their starting measurements must be separated by an integer multiple of the season length. PLOT FILTER PLOT SMOOTH PLOT FILTER SMOOTH requests plots of the season component. When you specify only one plot request you can omit the parentheses around the plot request. You can use the FILTER and SMOOTH options to plot the filtered and smoothed estimates of the season component. PRINT FILTER PRINT SMOOTH PRINT FILTER SMOOTH requests the printing of the filtered or smoothed estimate of the spline season component. RKNOTS knot . knot . knot . knot specifies a grouping of knots such that the knots within the same group have identical seasonal values. The knots specified in this option must already be present in the list specified by the KNOTS option. The knot groups must be non-overlapping and without any repeated knots. VARIANCE value specifies an initial value for the regression coefficient random walk disturbance variance during the .

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