TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 146

SAS/Ets User's Guide 146. 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 | 1442 F Chapter 21 The QLIM Procedure The first test investigates the joint hypothesis that V1 0 and 2 2 3 0 In case there is more than one MODEL statement in one QLIM procedure then TEST statement is capable of testing cross equation restrictions. Each parameter reference should be preceded by the name of the dependent variable of the particular model and the dot sign. For example proc qlim model yl xl x2 x3 model y2 x3 x5 x6 test 1 run This cross equation test investigates the null hypothesis that 1 1 2 3 1 in the system of equations yi i 1 P1 1X1 i P1 2X2 i P1 3X3 i y2 i 2 2 1X3 i 2 2X5 i 2 3Xô i. Only linear equality restrictions and tests are permitted in PROC QLIM. Tests expressions can be composed only of algebraic operations involving the addition symbol subtraction symbol - and multiplication symbol . The TEST statement accepts labels that are reproduced in the printed output. TEST statement can be labeled in two ways. A TEST statement can be preceded by a label followed by a colon. Alternatively the keyword TEST can be followed by a quoted string. If both are present PROC QLIM uses the label preceding the colon. In the event no label is present PROC QLIM automatically labels the tests. WEIGHT Statement WEIGHT variable option The WEIGHT statement specifies a variable to supply weighting values to use for each observation in estimating parameters. The log likelihood for each observation is multiplied by the corresponding weight variable value. If the weight of an observation is nonpositive that observation is not used in the estimation. The following option can be added to the WEIGHT statement after a slash . Details QLIM Procedure F 1443 NONORMALIZE specifies that the weights are required to be used as is. When this option is not specified the weights are normalized so that they add up to the actual sample size. Weights wi are normalized by multiplying them by where n is the sample size. 1 wi Details QLIM Procedure Ordinal Discrete .

• 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