TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 218

SAS/Ets User's Guide 218. 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 | 2162 F Chapter 32 The VARMAX Procedure Figure Parameter Estimation with the ECTREND Option The VARMAX Procedure Variable y1 y2 Parameter Alpha Beta Estimates y1 y2 1 -3. 0. 24543 84748 AR Coefficients of Differenced Lag DIF Lag Variable y1 y2 1 y1 y2 Model Parameter Estimates Standard Equation Parameter Estimate Error t Value Pr t Variable D_y1 CONST1 1 EC AR1_1_1 y1 t-1 AR1_1_2 y2 t-1 AR2_1_1 D_y1 t-1 AR2_1_2 D_y2 t-1 D_y2 CONST2 1 EC AR1_2_1 y1 t-1 AR1_2_2 y2 t-1 AR2_2_1 D_y1 t-1 AR2_2_2 D_y2 t-1 Figure can be reported as follows yt yi t-1 J2 t-1 1 yt-i ft The keyword EC in the Model Parameter Estimates table means that the ECTREND option is used for fitting the model. For fitting Case 3 proc varmax data simul2 model y1 y2 p 2 ecm rank 1 normalize y1 print estimates run Vector Error Correction Modeling F 2163 Figure Parameter Estimation without the ECTREND Option The VARMAX Procedure Parameter Alpha Beta Estimates Variable yi y2 yi y2 AR Coefficients of Differenced Lag DIF Lag Variable y1 y2 1 y1 y2 Model Parameter Estimates Equation Parameter Estimate Standard Error t Value Pr t Variable D_y1 CONST1 1 AR1_1_1 y1 t-1 AR1_1_2 y2 t-1 AR2_1_1 D_y1 t-1 AR2_1_2 D_y2 t-1 D_y2 CONST2 1 AR1_2_1 y1 t-1 AR1_2_2 y2 t-1 AR2_2_1 D_y1 t-1 AR2_2_2 D_y2 t-1 Figure can be reported

• 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