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

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C

calculation of
leads
calculations
smoothing models
calendar calculations
functions for "Calendar and Time Functions"
functions for "Date, Time, and Datetime Functions"
interval functions and
time intervals and
calendar calculations and
INTCK function
INTNX function
time intervals
calendar functions and
date values "Computing Calendar Variables from Dates"
date values "Computing Dates from Calendar Variables"
calendar variables
computing dates from
computing from dates
computing from datetime values
CANCORR option
PROC STATESPACE statement
canonical correlation analysis
for selection of state space models "Canonical Correlation Analysis"
for selection of state space models "Overview"
STATESPACE procedure "Canonical Correlation Analysis"
STATESPACE procedure "Overview"
CAPS= option
ARM statement (LOAN)
CATALOG procedure
SAS catalogs
CDEC= option
PROC COMPUTAB statement
CDROM data, IEEE Big Endian vs. IEEE Little Endian
DATASOURCE procedure
CDROM data, UNIX (SUN) Binary vs. PC Binary
DATASOURCE procedure
CDT (COMPUTAB data table)
COMPUTAB procedure
ceiling of
time intervals
CELL statement
COMPUTAB procedure
censored regression
Census X-11 methodology
X11 procedure
CENTER option
ARIMA statement (X11)
IDENTIFY statement (ARIMA)
MODEL statement (AUTOREG)
PROC SPECTRA statement
centered moving time window operators
CEV= option
OUTPUT statement (AUTOREG)
change vector
changes in trend
forecasting models
changing by interpolation
frequency "Converting to Higher Frequency Series"
frequency "Frequency Conversion"
frequency "Interpolating to a Higher or Lower Frequency"
periodicity "Converting to Higher Frequency Series"
periodicity "Interpolating to a Higher or Lower Frequency"
sampling frequency
changing periodicity
EXPAND procedure
time series data "Converting to Higher Frequency Series"
time series data "Interpolating to a Higher or Lower Frequency"
CHAR option
COLUMNS statement (COMPUTAB)
ROWS statement (COMPUTAB)
character functions
character variables
MODEL procedure
CHART procedure
histograms
CHARTS= option
MONTHLY statement (X11)
QUARTERLY statement (X11)
checking data periodicity
INTNX function
time intervals
CHICR= option
ARIMA statement (X11)
Chirp-Z algorithm
SPECTRA procedure
choice of
instrumental variables
Cholesky root
AUTOREG procedure
CHOW= option
FIT statement (MODEL)
MODEL statement (AUTOREG)
Chow test
Chow test for
structural change
Chow tests
MODEL procedure
CITIBASE old tape format
DATASOURCE procedure
CITIBASE PC diskette format
DATASOURCE procedure
CITIBASE tape format
DATASOURCE procedure
classical decomposition operators
CLEAR option
IDENTIFY statement (ARIMA)
CLIMIT= option
FORECAST command (TSFS)
Cochrane-Orcutt method
AUTOREG procedure
COEF option
MODEL statement (AUTOREG)
PROC SPECTRA statement
COEF= option
HETERO statement (AUTOREG)
coherency
cross-spectral analysis
coherency of cross-spectrum
SPECTRA procedure
cointegration test
COLLIN option
FIT statement (MODEL)
collinearity diagnostics
MODEL procedure
column blocks
COMPUTAB procedure
`column headings' option
COLUMNS statement (COMPUTAB)
column selection
COMPUTAB procedure
COLUMNS statement
COMPUTAB procedure
COLxxxxx: label
COMPUTAB procedure
combination models
forecasting models
specifying
combined with cross-sectional dimension
interleaved time series
combined with interleaved time series
cross-sectional dimensions
combining forecasts
combining time series data sets
Command Reference
COMPARE procedure
comparing SAS data sets
COMPARE statement
LOAN procedure
comparing
forecasting models "Comparing Models"
forecasting models "Model Fit Comparison Window"
comparing forecasting models
comparing loans
LOAN procedure "Loan Comparison"
LOAN procedure "Loan Comparison Details"
LOAN procedure "Printed Output"
compiler listing
MODEL procedure
COMPOUND= option
FIXED statement (LOAN)
COMPUSTAT data files
DATASOURCE procedure
COMPUSTAT IBM 360/370 general format 48 quarter files
DATASOURCE procedure
COMPUSTAT IBM 360/370 general format annual files
DATASOURCE procedure
COMPUSTAT universal character format 48 quarter files
DATASOURCE procedure
COMPUSTAT universal character format annual files
DATASOURCE procedure
COMPUTAB procedure
CDT (COMPUTAB data table)
column blocks
column selection "Column Selection"
column selection "Column Selection"
COLxxxxx: label
consolidation tables
controlling row and column block execution
input block
missing values
order of calculations
output data sets
program flow
programming statements
reserved words
row blocks
ROWxxxxx: label
table cells, direct access to
computing calendar variables from
datetime values
computing ceiling of intervals
INTNX function
computing dates from
calendar variables
computing datetime values from
date values
computing ending date of intervals
INTNX function
computing from calendar variables
datetime values
computing from dates
calendar variables
computing from datetime values
calendar variables
date values
time variables
computing from time variables
datetime values
computing lags
RETAIN statement
computing midpoint date of intervals
INTNX function
computing time variables from
datetime values
computing widths of intervals
INTNX function
concatenated
data set
concentrated likelihood Hessian
conditional forecasts
ARIMA procedure
conditional least squares
AR initial conditions
MA Initial Conditions
conditional t distribution
GARCH model
conditional variance
AUTOREG procedure
predicted values
predicting
confidence limits
ARIMA procedure
AUTOREG procedure
FORECAST procedure
forecasts
PDLREG procedure
STATESPACE procedure
consolidation tables
COMPUTAB procedure
CONST= option
BOXCOXAR macro
LOGTEST macro
CONSTANT= option
OUTPUT statement (AUTOREG)
OUTPUT statement (PDLREG)
constrained estimation
heteroscedasticity models
contemporaneous correlation of
errors across equations
contents of
SAS data sets
CONTENTS procedure
SASEFAME engine
continuous compounding
LOAN procedure
contrasted with flow variables
stocks
contrasted with flows or rates
levels
contrasted with missing values
omitted observations
contrasted with omitted observations
missing observations
missing values
contrasted with stock variables
flows
contrasted with stocks or levels
rates
CONTROL
control charts
control key
for multiple selections
CONTROL statement
MODEL procedure "CONTROL Statement"
MODEL procedure "Variables in the Model Program"
control variables
MODEL procedure
controlling row and column block execution
COMPUTAB procedure
controlling starting values
MODEL procedure
CONVERGE= option
ARIMA statement (X11)
ESTIMATE statement (ARIMA)
FIT statement (MODEL) "Convergence Criteria"
FIT statement (MODEL) "FIT Statement"
FIT statement (MODEL) "Troubleshooting Convergence Problems"
FIT statement (MODEL) "Troubleshooting Convergence Problems"
MODEL statement (AUTOREG)
MODEL statement (PDLREG)
PROC SYSLIN statement
SOLVE statement (MODEL)
convergence criteria
MODEL procedure
conversion methods
EXPAND procedure
CONVERT= option
LIBNAME statement (SASEFAME)
convert option
SASEFAME engine "Overview"
SASEFAME engine "Reading and Converting FAME Database Time Series"
CONVERT statement
EXPAND procedure
converting frequency of
time series data
COPY procedure
copying
SAS data sets
CORR option
FIT statement (MODEL)
MODEL statement (TSCSREG)
CORR procedure
CORRB option
ESTIMATE statement (MODEL)
FIT statement (MODEL)
MODEL statement (AUTOREG)
MODEL statement (PDLREG)
MODEL statement (SYSLIN)
MODEL statement (TSCSREG)
corrected sum of squares
statistics of fit
correlation plots
ARIMA procedure
CORROUT option
PROC TSCSREG statement
CORRS option
FIT statement (MODEL)
COS function
COSH function
cospectrum estimate
cross-spectral analysis
SPECTRA procedure
counting
time intervals "Counting Time Intervals"
time intervals "Interval Functions INTNX and INTCK"
counting time intervals
INTCK function
COV option
FIT statement (MODEL)
COV3OUT option
PROC SYSLIN statement
covariance estimates
GARCH model
covariance of the parameter estimates
covariance structure analysis
covariance structure analysis of
structural models
covariates
heteroscedasticity models
covariates and
GARCH model
COVB option
ESTIMATE statement (MODEL)
FIT statement (MODEL)
MODEL statement (AUTOREG)
MODEL statement (PDLREG)
MODEL statement (SYSLIN)
MODEL statement (TSCSREG)
PROC STATESPACE statement
COVBEST= option
FIT statement (MODEL) "Estimation Methods"
FIT statement (MODEL) "FIT Statement"
COVEST= option
MODEL statement (AUTOREG)
COVOUT option
FIT statement (MODEL)
PROC AUTOREG statement
PROC SYSLIN statement
PROC TSCSREG statement
COVS option
FIT statement (MODEL) "Estimation Methods"
FIT statement (MODEL) "FIT Statement"
Cox model
CPEV= option
OUTPUT statement (AUTOREG)
CPORT procedure
creating
time ID variable
criterion
automatic model selection
CROSS option
PROC SPECTRA statement
cross sections
DATASOURCE procedure "Obtaining Descriptive Information on Cross Sections"
DATASOURCE procedure "Reading in Data Files Containing Cross Sections"
DATASOURCE procedure "Subsetting a Data File Containing Cross Sections"
DATASOURCE procedure "WHERE Statement"
cross-correlation function
ARIMA procedure
cross-equation covariance matrix
MODEL procedure
seemingly unrelated regression
cross-periodogram
cross-spectral analysis "OUT= Data Set"
cross-spectral analysis "Overview"
SPECTRA procedure
cross-reference
MODEL procedure
cross-sectional dimensions
combined with interleaved time series
ID variables for
represented by different series
represented with BY groups
transposing time series
cross-sectional dimensions and
BY groups
cross-spectral analysis
coherency
cospectrum estimate
cross-periodogram "OUT= Data Set"
cross-periodogram "Overview"
cross-spectrum
phase spectrum
quadrature spectrum
SPECTRA procedure "OUT= Data Set"
SPECTRA procedure "OUT= Data Set"
SPECTRA procedure "OUT= Data Set"
SPECTRA procedure "Overview"
SPECTRA procedure "Overview"
cross-spectrum
cross-spectral analysis
SPECTRA procedure
CROSSCORR= option
IDENTIFY statement (ARIMA)
crossproducts estimator of the covariance matrix
crossproducts matrix
CRSP ACCESS97 CDROM data files
DATASOURCE procedure
CRSP annual data
DATASOURCE procedure
CRSP calendar/indices files
DATASOURCE procedure
CRSP CDROM data files
DATASOURCE procedure
CRSP daily binary files
DATASOURCE procedure
CRSP daily character files
DATASOURCE procedure
CRSP daily IBM binary files
DATASOURCE procedure
CRSP daily security files
DATASOURCE procedure
CRSP monthly binary files
DATASOURCE procedure
CRSP monthly character files
DATASOURCE procedure
CRSP monthly IBM binary files
DATASOURCE procedure
CRSP monthly security files
DATASOURCE procedure
CRSP stock files
DATASOURCE procedure
CS= option
PROC TSCSREG statement
CSPACE= option
PROC COMPUTAB statement
CSTART= option
PROC FORECAST statement
cubic
trend curves
cubic trend
cumulative statistics operators
custom model specification
custom models
forecasting models
specifying
CUSUM= option
OUTPUT statement (AUTOREG)
CUSUM statistics
CUSUMLB= option
OUTPUT statement (AUTOREG)
CUSUMSQ= option
OUTPUT statement (AUTOREG)
CUSUMSQLB= option
OUTPUT statement (AUTOREG)
CUSUMSQUB= option
OUTPUT statement (AUTOREG)
CUSUMUB= option
OUTPUT statement (AUTOREG)
CUTOFF= option
SSPAN statement (X11)
CWIDTH= option
PROC COMPUTAB statement

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

Book Contents
Book Contents
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