TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 201

SAS/Ets User's Guide 201. 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 | 1992 F Chapter 31 The UCM Procedure Displayed Output The default printed output produced by the UCM procedure is described in the following list brief information about the input data set including the data set name and label and the name of the ID variable specified in the ID statement summary statistics for the data in the estimation and forecast spans including the names of the variables in the model their categorization as dependent or predictor the index of the beginning and ending observations in the spans the total number of observations and the number of missing observations the smallest and largest measurements and the mean and standard deviation information about the model parameters at the start of the model-fitting stage including the fixed parameters in the model and the initial estimates of the free parameters in the model convergence status of the likelihood optimization process if any parameter estimation is done estimates of the free parameters at the end of the model fitting-stage including the parameter estimates their approximate standard errors t statistics and the approximate p-value the likelihood-based goodness-of-fit statistics including the full likelihood the portion of the likelihood corresponding to the diffuse initialization the sum of squares of residuals normalized by their standard errors and the information criteria AIC AICC HQIC BIC and CAIC the fit statistics that are based on the raw residuals observed minus predicted including the mean squared error MSE the root mean squared error RMSE the mean absolute percentage error MAPE the maximum percentage error MAXPE the R square the adjusted R square the random walk R square and Amemiya s R square the significance analysis of the components included in the model that is based on the estimation span brief information about the components included in the model additive outliers in the series if any are detected the multistep series forecasts post-sample-prediction analysis table that .

• 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