TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 239

SAS/Ets User's Guide 239. 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 | 2372 F Chapter 34 The X12 Procedure Output compares the seasonal factors table D10 of the series unadjusted for outliers to the series adjusted for outliers. The seasonal factors are based on the B1 series. data both merge nooutlier rename sales_D10 unadj_D10 outlier run title Results of Outlier Identification on Final Seasonal Factors proc sgplot data both series x date y unadj_D10 name unadjusted markers markerattrs color red symbol circle lineattrs color red legendlabel Unadjusted for Outliers series x date y sales_D10 name adjusted markers markerattrs color blue symbol asterisk lineattrs color blue legendlabel Adjusted for Outliers yaxis label Final Seasonal Factors run Output Seasonal Factors Based on Original and Outlier Adjusted Series Example User-Defined Regressors F 2373 Example User-Defined Regressors This example demonstrates the use of the USERVAR option in the REGRESSION statement to include user-defined regressors in the regARIMA model. The user-defined regressors must be defined as nonmissing values for the span of the series being modeled plus any forecast values. Suppose you have the data set SALESDATA with 132 monthly observations beginning in January of 1949. title Data Set to be Seasonally Adjusted data salesdata set obs 132 run Since the regARIMA model forecasts one year ahead the user-defined regressor must be defined for 144 observations that start in January of 1949. You can construct a simple length-of-month regressor by using the following DATA step. title User-defined Regressor for Data to be Seasonally Adjusted data regressors keep date LengthOfMonth set LengthOfMonth INTNX MONTH date 1 - date run In this example the two data sets are merged in order to use them as input to PROC X12. You can also use the AUXDATA data set to input user-defined regressors. See Example for more information. The BY statement is used to align the regressors with the time series by the time ID variable .

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