Book Contents
Book Contents
Master Index
Master Index
SAS/ETS User's Guide

Index


| | | | | | | | | | | | | | | | | | | | | | | | | | Numbers |

A

A option
PROC SPECTRA statement
ABORT
ABS function
additive model
ARIMA model
ADDITIVE option
MONTHLY statement (X11)
QUARTERLY statement (X11)
additive Winters method
seasonal forecasting
additive-invertible region
smoothing weights
ADDWINTERS method
FORECAST procedure
adjacency graph
MODEL procedure
ADJMEAN option
PROC SPECTRA statement
adjustable rate mortgage
LOAN procedure
adjusted R squared
MODEL procedure
adjusted R-square
statistics of fit
ADJUSTFREQ= option
ARM statement (LOAN)
adjustments
add factors
forecasting models
specifying
AGGREGATE method
EXPAND procedure
aggregation of
time series data "Aggregating to Lower Frequency Series"
time series data "Specifying Observation Characteristics"
aggregation of time series
EXPAND procedure "Aggregating to Lower Frequency Series"
EXPAND procedure "Specifying Observation Characteristics"
Akaike information criterion
AIC
ARIMA procedure
AUTOREG procedure
used to select state space models
Akaike's information criterion
AIC
statistics of fit
ALIGN= option
FORECAST statement (ARIMA)
PROC ARIMA statement
PROC DATASOURCE statement "Alignment of SAS Dates"
PROC DATASOURCE statement "PROC DATASOURCE Statement"
PROC EXPAND statement "Alignment of SAS Dates"
PROC EXPAND statement "Frequency Conversion"
PROC EXPAND statement "PROC EXPAND Statement"
PROC FORECAST statement "Alignment of SAS Dates"
PROC FORECAST statement "PROC FORECAST Statement"
alignment of
dates
time intervals
alignment of dates
ALL option
COMPARE statement (LOAN)
MODEL statement (AUTOREG)
MODEL statement (PDLREG)
MODEL statement (SYSLIN)
PROC SYSLIN statement
TEST statement (MODEL)
Almon lag polynomials
MODEL Procedure
ALPHA= option
FORECAST statement (ARIMA)
IDENTIFY statement (ARIMA)
MODEL statement (SYSLIN)
PROC FORECAST statement
PROC SYSLIN statement
ALPHACLI= option
OUTPUT statement (AUTOREG)
OUTPUT statement (PDLREG)
ALPHACLM= option
OUTPUT statement (AUTOREG)
OUTPUT statement (PDLREG)
ALPHACSM= option
OUTPUT statement (AUTOREG)
alternatives to
DIF function
LAG function
ALTPARM option
ESTIMATE statement (ARIMA) "ESTIMATE Statement"
ESTIMATE statement (ARIMA) "Specifying Inputs and Transfer Functions"
ALTW option
PROC SPECTRA statement
Amemiya's prediction criterion
statistics of fit
Amemiya's R-square
statistics of fit
amortization schedule
LOAN procedure
AMOUNT= option
FIXED statement (LOAN)
AMOUNTPCT= option
FIXED statement (LOAN)
analyzing models
MODEL procedure
and goal seeking
ordinary differential equations (ODEs)
and state space models
stationarity
and tests for autocorrelation
lagged dependent variables
and the OUTPUT statement
output data sets
AR initial conditions
conditional least squares
Hildreth-Lu
maximum likelihood
unconditional least squares
Yule-Walker
%AR macro
AR= option
BOXCOXAR macro
DFTEST macro
ESTIMATE statement (ARIMA)
LOGTEST macro
PROC FORECAST statement
ARCH model
AUTOREG procedure
autoregressive conditional heteroscedasticity
ARCHTEST option
MODEL statement (AUTOREG)
ARCOS function
ARIMA model
additive model
ARIMA procedure
autoregressive integrated moving-average model "ARIMA Models"
autoregressive integrated moving-average model "Overview"
Box-Jenkins model
factored model
multiplicative model
notation for
seasonal model
simulating "ARIMA Process Specification Window"
simulating "Time Series Simulation Window"
subset model
ARIMA model specification
ARIMA models
forecasting models
specifying
ARIMA procedure
Akaike information criterion
ARIMA model
ARIMAX model "Input Variables and Regression with ARMA Errors"
ARIMAX model "Overview"
ARMA model
autocorrelations
autoregressive parameters
BY groups
conditional forecasts
confidence limits
correlation plots
cross-correlation function
data requirements
differencing "Differencing"
differencing "Prewhitening"
differencing "Specifying Inputs and Transfer Functions"
factored model
finite memory forecasts
forecasting "Forecasting Details"
forecasting "Specifying Series Periodicity"
Gauss-Marquardt method
ID variables
infinite memory forecasts
input series
interaction effects
intervention model "Example 7.4: An Intervention Model for Ozone Data"
intervention model "Input Variables and Regression with ARMA Errors"
intervention model "Intervention Models and Interrupted Time Series"
intervention model "Rational Transfer Functions and Distributed Lag Models"
inverse autocorrelation function
invertibility
log transformations
Marquardt method
Model Identification
moving-average parameters
naming model parameters
output data sets "OUT= Data Set"
output data sets "OUTCOV= Data Set"
output data sets "OUTEST= Data Set"
output data sets "OUTMODEL= Data Set"
output data sets "OUTSTAT= Data Set"
output table names
predicted values
prewhitening "Prewhitening"
prewhitening "Prewhitening"
printed output
rational transfer functions
regression model with ARMA errors "Input Variables and Regression with ARMA Errors"
regression model with ARMA errors "Input Variables and Regression with ARMA Errors"
residuals
Schwarz Bayesian criterion
seasonal model
stationarity
subset model
syntax
time intervals
transfer function model "Estimation Details"
transfer function model "Input Variables and Regression with ARMA Errors"
transfer function model "Rational Transfer Functions and Distributed Lag Models"
unconditional forecasts
ARIMA process specification
ARIMA statement
X11 procedure
ARIMAX model
ARIMA procedure "Input Variables and Regression with ARMA Errors"
ARIMA procedure "Overview"
ARIMAX models and
design matrix
ARM statement
LOAN procedure
ARMA model
ARIMA procedure
autoregressive moving-average model
MODEL procedure
notation for
ARMAX= option
PROC STATESPACE statement
ARSIN function
as time ID
observation numbers
ASCII option
PROC DATASOURCE statement
ASTART= option
PROC FORECAST statement
at annual rates
percent change calculations
AT= option
COMPARE statement (LOAN)
ATAN function
ATTRIBUTE statement
DATASOURCE procedure
attributes
DATASOURCE procedure
attributes of variables
DATASOURCE procedure
audit trail
augumented Dickey-Fuller tests
autocorrelation tests
Durbin-Watson test
Godfrey's test
autocorrelations
ARIMA procedure
multivariate
plotting
prediction errors
series
automatic forecasting
FORECAST procedure
STATESPACE procedure
automatic generation
forecasting models
automatic inclusion of
interventions
automatic model selection
criterion
options
automatic selection
forecasting models
AUTOREG procedure
Akaike information criterion
ARCH model
autoregressive error correction
BY groups
Cholesky root
Cochrane-Orcutt method
conditional variance
confidence limits
dual quasi-Newton method
Durbin h-test
Durbin t-test
Durbin-Watson test "Testing for Autocorrelation"
Durbin-Watson test "Testing for Autocorrelation"
EGARCH model
EGLS method
estimation methods
factored model
GARCH model
GARCH-M model
Gauss-Marquardt method
generalized Durbin-Watson tests
heteroscedasticity
Hildreth-Lu method
IGARCH model
Kalman filter
lagged dependent variables
maximum likelihood method
nonlinear least-squares
output data sets "OUT= Data Set"
output data sets "OUTEST= Data Set"
output table names
Prais-Winsten estimates
predicted values "OUTPUT Statement"
predicted values "Predicted Values"
predicted values "Predicted Values"
printed output
quasi-Newton method
random walk model
residuals
Schwarz Bayesian criterion
serial correlation correction
stepwise autoregression
structural predictions
subset model
Toeplitz matrix
trust region method
two-step full transform method
Yule-Walker equations
Yule-Walker estimates
autoregressive error correction
AUTOREG procedure
autoregressive models
FORECAST procedure
MODEL procedure
autoregressive parameters
ARIMA procedure
auxiliary data sets
DATASOURCE procedure
auxiliary equations
MODEL procedure

| | | | | | | | | | | | | | | | | | | | | | | | | | Numbers |

Book Contents
Book Contents
Master Index
Master Index
Top
Top