TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 237

SAS/Ets User's Guide 237. 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 | 2352 F Chapter 34 The X12 Procedure RSFR the residual seasonality F test value for Table for the entire series. RSF3R the residual seasonality F test value for Table for the last three years. TMA the Henderson trend moving average filter selected. ICRatio the final irregular trend cycle ratio from Table F . E5sd the standard deviation from Table E5. E6sd the standard deviation from Table E6. E6Asd the standard deviation from Table . MCD months of cyclical dominance. Q the overall level Q from Table F3. Q2 Q overall level without M2 from Table F3. FMT indicates whether the format is numeric or character. FMT NUM if the value is numeric and stored in the VALUE variable. FMT CHAR if the value is a string and stored in the CVALUE variable. VALUE contains the numerical value of the statistic or missing if the statistic is of type character. CVALUE contains the character value of the text statistic or blank if the statistic is of type numeric. Examples X12 Procedure Example ARIMA Model Identification An example of the statements typically invoked when using PROC X12 for ARIMA model identification might follow the same format as the following example. This example invokes the X12 procedure and uses the TRANSFORM and IDENTIFY statements. It specifies the time series data takes the logarithm of the series TRANSFORM statement and generates ACFs and PACFs for the specified levels of differencing IDENTIFY statement . The ACFs and PACFs for DIFF 1 and SDIFF 1 are shown in Output Output Output and Output . The data set is the same as in the section Basic Seasonal Adjustment on page 2298. The graphical displays are requested by specifying the ODS GRAPHICS ON statement. For more information about the graphics available in the X12 procedure see the section ODS Graphics on page 2346. ods graphics on proc x12 data sales date date var sales transform power 0 identify diff 0 1 sdiff 0 1 run Example ARIMA Model Identification F .

• 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