TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 126

SAS/Ets User's Guide 126. 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 | 1242 F Chapter 18 The MODEL Procedure gei ge_int ge_f gef ge_c gec whi wh_int wh_f whf wh_c whc run titlel Example of MA 1 Error Process Using Grunfeld s Model title2 MA l Error Process Using Unconditional Least Squares proc model data grunfeld model grunmod ma gei 1 m uls ma whi 1 m uls fit whi gei start gei_m1 startiter 2 run Output PROC MODEL Results by Using ULS Estimation Example of MA 1 Error Process Using Grunfeld s Model MA 1 Error Process Using Unconditional Least Squares The MODEL Procedure Nonlinear OLS Summary of Residual Errors DF DF Adj Equation Model Error SSE MSE R- Square R-Sq whi 4 16 16 gei 4 16 16 Nonlinear OLS Parameter Estimates Approx Approx Parameter Estimate Std Err t Value Pr t Label ge_int GE Intercept ge_f GE Lagged Share Value Coef ge_c GE Lagged Capital Stock Coef wh_int WH Intercept wh_f WH Lagged Share Value Coef wh_c WH Lagged Capital Stock Coef gei_m1 .0001 MA gei gei lag1 parameter whi_m1 MA whi whi lag1 parameter The estimation summary from the following PROC ARIMA statements is shown in Output . title2 PROC ARIMA Using Unconditional Least Squares proc arima data grunfeld Example MA 1 Estimation F 1243 identify var whi cross whf whc noprint estimate q 1 input whf whc method uls maxiter 40 run Output PROC ARIMA Results by Using ULS Estimation Example of MA 1 Error Process Using Grunfeld s Model PROC ARIMA Using Unconditional Least Squares The ARIMA Procedure Unconditional Least Squares Estimation Standard Approx Parameter Estimate Error t Value Pr t Lag Variable Shift MU 0 whi 0 MA1 1 1 whi 0 NUM1 .

• 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