TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 145

SAS/Ets User's Guide 145. 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 | 1432 F Chapter 21 The QLIM Procedure OP specifies the covariance from the outer product matrix. HESSIAN specifies the covariance from the inverse Hessian matrix. QML specifies the covariance from the outer product and Hessian matrices the quasi-maximum likelihood estimates . The default is COVEST HESSIAN. NDRAW value specifies the number of draws for Monte Carlo integration. SEED value specifies a seed for pseudo-random number generation in Monte Carlo integration. Options to Control the Optimization Process PROC QLIM uses the nonlinear optimization NLO subsystem to perform nonlinear optimization tasks. All the NLO options are available from the NLOPTIONS statement. For details see Chapter 6 Nonlinear Optimization Methods. METHOD value specifies the optimization method. If this option is specified it overwrites the TECH option in NLOPTIONS statement. Valid values are as follows CONGRA performs a conjugate-gradient optimization DBLDOG performs a version of double-dogleg optimization NMSIMP performs a Nelder-Mead simplex optimization NEWRAP performs a Newton-Raphson optimization combining a line-search algorithm with ridging NRRIDG performs a Newton-Raphson optimization with ridging QUANEW performs a quasi-Newton optimization TRUREG performs a trust region optimization The default method is METHOD QUANEW. BOUNDS Statement BOUNDS boundl bound2. The BOUNDS statement imposes simple boundary constraints on the parameter estimates. BOUNDS statement constraints refer to the parameters estimated by the QLIM procedure. Any number of BOUNDS statements can be specified. Each bound is composed of parameters and constants and inequality operators. Parameters associated with regressor variables are referred to by the names of the corresponding regressor variables BY Statement F 1433 item operator item operator item operator item . Each item is a constant the name of a parameter or a list of parameter names. See the section Naming of Parameters on page 1463 for more details on how

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