TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 128

SAS/Ets User's Guide 128. 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 | 1262 F Chapter 18 The MODEL Procedure Consider the following data. data circ input v2 v1 time@@ datalines You can estimate the parameters in the preceding equation by using the following SAS statements title1 Circuit Model Estimation Example proc model data circ mintimestep parm R2 2000 R1 4000 C v1-v2 r1 r2 1-exp - v1-v2 C fit v2 run The results of the estimation are shown in Output . Output Circuit Estimation Circuit Model Estimation Example The MODEL Procedure Nonlinear OLS Parameter Estimates Parameter Estimate Approx Std Err t Value Approx Pr t R2 Biased R1 Biased C 5E-13 0 Biased NOTE The model was singular. Some estimates are marked Biased . In this case the model equation is such that there is linear dependency that causes biased results and inflated variances. The Jacobian matrix is singular or nearly singular but eliminating one of the parameters is not a solution in this case. Example Systems of Differential Equations F 1263 Example Systems of Differential Equations The following is a simplified reaction scheme for the competitive inhibitors with recombinant human renin Morelock et al. 1995 . Figure Competitive Inhibition of Recombinant Human Renin klf E D - ED _ _ kit- I k2r k2f El In Figure E enzyme D probe and inhibilor. The differential equations that describe this reaction scheme are as follows klr ED klf E D d ED dt

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