TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 168

SAS/Ets User's Guide 168. 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 | 1662 F Chapter 24 The SIMLIN Procedure predicted values computed by the SIMLIN procedure solve the simultaneous equation system. These reduced-form predicted values are functions only of the exogenous and lagged endogenous variables and do not depend on actual values of current period endogenous variables. Syntax SIMLIN Procedure The following statements can be used with PROC SIMLIN PROC SIMLIN options BY variables ENDOGENOUS variables EXOGENOUS variables ID variables LAGGED lag-var endogenous-var number ellipsis OUTPUT OUT SAS-data-set options Functional Summary The statements and options controlling the SIMLIN procedure are summarized in the following table. Description Statement Option Data Set Options specify input data set containing structural coefficients PROC SIMLIN EST specify type of estimates read from EST data set PROC SIMLIN TYPE write reduced form coefficients and multipliers to an output data set PROC SIMLIN OUTEST specify the input data set for simulation PROC SIMLIN DATA write predicted and residual values to an output data set OUTPUT Printing Control Options print the structural coefficients PROC SIMLIN ESTPRINT suppress printing of reduced form coefficients PROC SIMLIN NORED suppress all printed output PROC SIMLIN NOPRINT Dynamic Multipliers compute interim multipliers PROC SIMLIN INTERIM compute total multipliers PROC SIMLIN TOTAL PROC SIMLIN Statement F 1663 Description Statement Option Declaring the Role of Variables specify BY-group processing specify the endogenous variables specify the exogenous variables specify identifying variables specify lagged endogenous variables BY ENDOGENOUS EXOGENOUS ID LAGGED Controlling the Simulation specify the starting observation for dynamic simulation PROC SIMLIN START PROC SIMLIN Statement PROC SIMLIN options The following options can be used in the PROC SIMLIN statement DATA SAS-data-set specifies the SAS data set containing input data for the simulation. If the DATA option is used the data set specified

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