TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 233

SAS/Ets User's Guide 233. 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 | 2312 F Chapter 34 The X12 Procedure For a list of SAS predefined EVENTs see the section EVENTKEY Statement in Chapter 6 The HPFEVENTS Procedure SAS High-Performance Forecasting User s Guide . The EVENT statement can also be used to include outlier level shift and temporary change regressors that are available as predefined . Census Bureau variables in the X-12-ARIMA program. For example the following statements specify an additive outlier in January 1970 and a level shift that begins in July 1971 proc x12 data ICMETI seasons 12 start jan1968 event AO01JAN1970D CBLS01JUL1971D and the following statements specify an additive outlier in the second quarter 1970 and a temporary change that begins in the fourth quarter 1971 proc x12 data ICMETI seasons 4 start 1970q1 event AO01APR1970D TC01OCT1971D The following options can appear in the EVENT statement B value F . specifies initial or fixed values for the EVENT parameters. For details about the B option see B value F . in the section REGRESSION Statement on page 2326. USERTYPE AO USERTYPE CONSTANT USERTYPE EASTER USERTYPE HOLIDAY USERTYPE LABOR USERTYPE LOM USERTYPE LOMSTOCK USERTYPE LOQ USERTYPE LPYEAR USERTYPE LS USERTYPE RP USERTYPE SCEASTER USERTYPE SEASONAL USERTYPE TC USERTYPE TD USERTYPE TDSTOCK USERTYPE THANKS USERTYPE USER For details about the USERTYPE option see the USERTYPE option in the section REGRESSION Statement on page 2326. INPUT Statement F 2313 INPUT Statement INPUT variables options The INPUT statement specifies variables in the PROC X12 DATA or AUXDATA data set that are to be used as regressors in the regression portion of the regARIMA model. The variables in the data set should contain the values for each observation that define the regressor. Future values of regression variables should also be included in the DATA data set if the time series listed in the VAR statement is to be extended with regARIMA forecasts. Multiple INPUT statements can be specified. If a MDLINFOIN data set is not .

• 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