OUTEST= Data Set
The OUTEST= data set contains all the variables read from
the EST= data set.
The variables in the OUTEST= data set are as follows.
 the BY statement variables, if any
 _TYPE_, a character variable that identifies the type of observation
 _DEPVAR_, a character variable containing the name of
the dependent variable for the observation
 the endogenous variables
 the lagged endogenous variables
 the exogenous variables
 INTERCEPT, a numeric variable containing the intercept values
 _MODEL_, a character variable containing the name of the equation
 _SIGMA_, a numeric variable containing the estimated
error variance of the equation
(output only if present in the EST= data set)
The observations read from the EST= data set that
supply the structural coefficients are copied to the OUTEST= data set,
except that the signs of endogenous coefficients are reversed.
For these observations, the _TYPE_ variable values are
the same as in the EST= data set.
In addition,
the OUTEST= data set contains observations with the following _TYPE_ values:
 REDUCED
 the reduced form coefficients.
The endogenous variables for this group of observations
contain the inverse of the endogenous coefficient matrix G.
The lagged endogenous variables contain the
matrix _{1}=G^{1}C.
The exogenous variables contain the
matrix _{2}=G^{1}B.
 IMULTi

the interim multipliers, if the INTERIM= option is specified.
There are gn observations for the interim multipliers,
where g is the number of endogenous variables and
n is the value of the INTERIM=n option.
For these observations the _TYPE_ variable has the value IMULTi,
where the interim number i ranges from 1 to n.
The exogenous variables in groups of g observations
that have a _TYPE_ value of IMULTi contain the matrix
D^{i}_{2} of multipliers at interim i.
The endogenous and lagged endogenous variables for
this group of observations are set to missing.
 TOTAL

the total multipliers, if the TOTAL option is specified.
The exogenous variables in this group of observations contain the
matrix (ID)^{1}_{2}.
The endogenous and lagged endogenous variables for
this group of observations are set to missing.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.