TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 220

SAS/Ets User's Guide 220. 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 | 2182 F Chapter 32 The VARMAX Procedure Consider the following example proc varmax data simul2 outest est model y1 y2 p 2 noint ecm rank 1 normalize y1 noprint run proc print data est run The output in Figure shows the results of the OUTEST data set. Figure OUTEST Data Set Obs NAME TYPE AR1_1 AR1_2 AR2_1 AR2_2 1 yi EST 2 STD 3 y2 EST 4 STD OUTHT Data Set The OUTHT data set contains prediction of the fitted GARCH model produced by the GARCH statement. The following output variables can be created. the BY variables Hi _j numeric variables that contain the prediction of covariance where 1 i j k where k is the number of dependent variables The OUTHT data set contains the values shown in Table for a bivariate case. Table OUTHT Data Set Obs H1_1 H1_2 H2_2 1 h111 h121 h221 2 h112 h122 h222 Consider the following example of the OUTHT option proc varmax data garch model y1 y2 p 1 print roots estimates diagnose OUTSTAT Data Set F 2183 garch q 1 outht ht run proc print data ht firstobs 495 run The output in Figure shows the part of the OUTHT data set. Figure OUTHT Data Set Obs h1_1 h1_2 h2_2 495 496 497 498 499 500 OUTSTAT Data Set The OUTSTAT data set contains estimation results of the fitted model produced by the VARMAX statement. The following output variables can be created. The subindex i is 1 . k where k is the number of endogenous variables. the BY variables NAME a character variable that contains the name of endogenous dependent variables SIGMA_i numeric variables that contain the estimate of the innovation covariance matrix AICC a numeric variable that contains the corrected Akaike s information criterion value HQC a numeric variable that contains the .

• 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