TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 83

SAS/Ets User's Guide 83. 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 | 812 F Chapter 14 The EXPAND Procedure data samples input date date9. defects @@ label defects Defects per 1000 Units format date date9. datalines . more lines . title Sampled Defect Rates proc print data samples run Output Measured Defect Rates Sampled Defect Rates Obs date defects 1 13JAN1992 55 2 27JAN1992 73 3 19FEB1992 84 4 08MAR1992 69 5 27MAR1992 66 6 05APR1992 77 7 29APR1992 63 8 11MAY1992 81 9 25MAY1992 89 10 07JUN1992 94 11 23JUN1992 105 12 11JUL1992 97 13 15AUG1992 112 14 29AUG1992 89 15 10SEP1992 77 16 27SEP1992 82 To compute the monthly estimates use PROC EXPAND with the TO MONTH option and specify OBSERVED BEGINNING AVERAGE . The following statements interpolate the monthly estimates. proc expand data samples out monthly to month plots input output id date convert defects observed beginning average run The following PROC PRINT step prints the results as shown in Output . title Estimated Monthly Average Defect Rates proc print data monthly run Example Interpolating Irregular Observations F 813 Output Monthly Average Estimates Estimated Monthly Average Defect Rates Obs date defects 1 JAN1992 2 FEB1992 3 MAR1992 4 APR1992 5 MAY1992 6 JUN1992 7 JUL1992 8 AUG1992 9 SEP1992 The plots produced by PROC EXPAND are shown in Output . Output Interpolated Defects Rate Curve 814 F Chapter 14 The EXPAND Procedure Output continued Example Using Transformations This example shows the use of PROC EXPAND to perform various transformations of time series. The following statements read in monthly values for a variable X. data test input year qtr x date yyq year qtr format date yyqc. datalines 1989 3 5238 1989 4 5289 1990 1 5375 1990 2 5443 1990 3 5514 1990 4 5527 1991 1 5557 1991 2 5615

• 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