TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 118

SAS/Ets User's Guide 118. 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 | 1162 F Chapter 18 The MODEL Procedure the parameters estimated If the COVOUT option is specified an additional observation is written for each row of the estimate of the covariance matrix of parameter estimates with the _NAME_ values that contain the parameter names for the rows. Parameter names longer than 32 characters are truncated. OUTPARMS Data Set The option OUTPARMS writes all the parameter estimates to an output data set. This output data set contains one observation and is similar to the OUTEST data set but it contains all the parameters is not associated with any FIT task and contains no covariances. The OUTPARMS option is used in the PROC MODEL statement and the data set is written at the end after any FIT or SOLVE steps have been performed. OUTS Data Set The OUTS SAS data set contains the estimate of the covariance matrix of the residuals across equations. This matrix is formed from the residuals that are computed by using the parameter estimates. The variables in the OUTS data set are as follows BY variables _NAME_ a character variable that contains the name of the equation _TYPE_ a character variable of length 8 that identifies the estimation method OLS SUR N2SLS N3SLS ITOLS ITSUR IT2SLS IT3SLS GMM ITGMM or FIML variables with the names of the equations in the estimation Each observation contains a row of the covariance matrix. The data set is suitable for use with the SDATA option in a subsequent FIT or SOLVE statement. See the section Tests on Parameters on page 1128 in this chapter for an example of the SDATA option. OUTSUSED Data Set The OUTSUSED SAS data set contains the covariance matrix of the residuals across equations that is used to define the objective function. The form of the OUTSUSED data set is the same as that for the OUTS data set. Note that OUTSUSED is the same as OUTS for the estimation methods that iterate the S matrix ITOLS IT2SLS ITSUR and IT3SLS . If the SDATA option is specified in the FIT statement OUTSUSED is the same as 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