TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 150

SAS/Ets User's Guide 150. 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 | 1482 F Chapter 21 The QLIM Procedure Example Stochastic Frontier Models This example illustrates the estimation of stochastic frontier production and cost models. First a production function model is estimated. The data for this example were collected by Christensen Associates they represent a sample of 125 observations on inputs and output for 10 airlines between 1970 and 1984. The explanatory variables inputs are fuel LF materials LM equipment LE labor LL and property LP and LQ is an index that represents passengers charter mail and freight transported. The following statements create the dataset titlel Stochastic Frontier Production Model data airlines input TS FIRM NI LQ LF LM LE LL LP datalines 1 1 15 1 1 15 2 1 15 . more lines . The following statements estimate a stochastic frontier exponential production model that uses Christensen Associates data Stochastic Frontier Production Model proc qlim data airlines model LQ LF LM LE LL LP endogenous LQ frontier type exponential production run Figure shows the results from this production model. Output Stochastic Frontier Production Model Stochastic Frontier Production Model The QLIM Procedure Model Fit Summary Number of Endogenous Variables 1 Endogenous Variable LQ Number of Observations 125 Log Likelihood Maximum Absolute Gradient Number of Iterations 19 Optimization Method Quasi-Newton AIC Schwarz Criterion Sigma Lambda Example Stochastic Frontier Models F 1483 Output continued Parameter Estimates Parameter DF Estimate Standard Error t Value Approx Pr t Intercept 1 LF 1 LM 1 .0001 LE 1 .0001 LL 1 LP 1 _Sigma_v 1 .

• 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