TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 125

SAS/Ets User's Guide 125. 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 | 1232 F Chapter 18 The MODEL Procedure The plot is shown in Output . Output Residual for Population Model Actual-Predicted The residuals do not appear to be independent and the model could be modified to explain the remaining nonrandom errors. Example A Consumer Demand Model This example shows the estimation of a system of nonlinear consumer demand equations based on the translog functional form by using seemingly unrelated regression SUR . Expenditure shares and corresponding normalized prices are given for three goods. Since the shares add up to one the system is singular therefore one equation is omitted from the estimation process. The choice of which equation to omit is arbitrary. The nonlinear system is first estimated in unrestricted form by the following statements Example A Consumer Demand Model F 1233 titlel Consumer Demand Translog Functional Form title2 Asymmetric Model proc model data tlog1 endogenous sharel share2 parms al a2 bll b12 b13 b21 b22 b23 b31 b32 b33 bml bll b21 b31 bm2 b12 b22 b32 bm3 b13 b23 b33 lpl log pl lp2 log p2 lp3 log p3 sharel al bll lpl bl2 lp2 bl3 lp3 -1 bml lpl bm2 lp2 bm3 lp3 share2 a2 b21 lpl b22 lp2 b23 lp3 -1 bml lpl bm2 lp2 bm3 lp3 fit sharel share2 start al a2 bll .03 b12 .47 b22 .98 b31 .20 b32 b33 .71 outsused smatrix sur run A portion of the printed output produced by this example is shown in Output through Output . Output Translog Demand Model Summary Consumer Demand Translog Functional Form Asymmetric Model The MODEL Procedure Model Summary Model Variables 2 Endogenous 2 Parameters 11 Equations 2 Number of Statements 8 Model Variables share1 share2 Parameters Value a1 a2 b11 b12 b13 b21 b22 b23 b31 b32 b33 Equations share1 share2 The 2 Equations to Estimate sharel F a1 bll b12 b13 b21 b22 b23 b31 b32 b33 share2 F a2 bll b12 b13 b21 b22 b23 b31 b32 b33 1234 F Chapter 18 The MODEL Procedure Output Estimation Summary

• 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