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

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D

Da Silva method
TSCSREG procedure "Da Silva Method (Variance-Component Moving Average Model)"
TSCSREG procedure "Overview"
damped-trend exponential smoothing
smoothing models
DASILVA option
MODEL statement (TSCSREG)
DATA
DROP
IF
KEEP
WHERE
DATA= option
FIT statement (MODEL) "FIT Statement"
FIT statement (MODEL) "Input Data Sets"
FORECAST command (TSFS) "FORECAST command"
FORECAST command (TSFS) "FORECAST command"
IDENTIFY statement (ARIMA)
PROC ARIMA statement
PROC AUTOREG statement
PROC COMPUTAB statement
PROC EXPAND statement
PROC FORECAST statement
PROC MODEL statement
PROC PDLREG statement
PROC SIMLIN statement "DATA= Data Set"
PROC SIMLIN statement "PROC SIMLIN Statement"
PROC SPECTRA statement
PROC STATESPACE statement
PROC SYSLIN statement
PROC TSCSREG statement
PROC X11 statement
SOLVE statement (MODEL) "SOLVE Data Sets"
SOLVE statement (MODEL) "SOLVE Statement"
TSVIEW command (TSFS) "FORECAST command"
TSVIEW command (TSFS) "TSVIEW command"
data periodicity
FORECAST procedure
data requirements
ARIMA procedure
FORECAST procedure
X11 procedure
data set
concatenated
forecast data set
forms of
interleaved
simple
data set selection
DATA step
SAS data sets
DATASETS procedure
DATASOURCE procedure
attributes
attributes of variables
auxiliary data sets
balance of payment statistics data files
BEA data files
BEA national income and product accounts diskettes
BEA S-page diskettes
BLS consumer price index surveys
BLS data files
BLS national employment, hours, and earnings survey
BLS producer price index survey
BLS state and area employment, hours, and earnings survey
BOPS data file
Bureau of Economic Analysis data files
Bureau of Labor Statistics data files
CDROM data, IEEE Big Endian vs. IEEE Little Endian "Example 10.10: CRSP 1995 CDROM Data Files"
CDROM data, IEEE Big Endian vs. IEEE Little Endian "Example 10.10: CRSP 1995 CDROM Data Files"
CDROM data, UNIX (SUN) Binary vs. PC Binary "Example 10.10: CRSP 1995 CDROM Data Files"
CDROM data, UNIX (SUN) Binary vs. PC Binary "Example 10.10: CRSP 1995 CDROM Data Files"
Center for Research in Security Prices data files
CITIBASE old tape format
CITIBASE PC diskette format
CITIBASE tape format
COMPUSTAT data files "COMPUSTAT Data Files"
COMPUSTAT data files "The DATASOURCE Procedure"
COMPUSTAT IBM 360/370 general format 48 quarter files
COMPUSTAT IBM 360/370 general format annual files
COMPUSTAT universal character format 48 quarter files
COMPUSTAT universal character format annual files
Consumer Price Index Surveys
cross sections "Obtaining Descriptive Information on Cross Sections"
cross sections "Reading in Data Files Containing Cross Sections"
cross sections "Subsetting a Data File Containing Cross Sections"
cross sections "WHERE Statement"
CRSP ACCESS97 CDROM data files "Example 10.11: CRSP ACCESS97 CDROM Data Files"
CRSP ACCESS97 CDROM data files "Example 10.11: CRSP ACCESS97 CDROM Data Files"
CRSP annual data
CRSP calendar/indices files
CRSP CDROM data files "Example 10.10: CRSP 1995 CDROM Data Files"
CRSP CDROM data files "Example 10.10: CRSP 1995 CDROM Data Files"
CRSP daily binary files
CRSP daily character files
CRSP daily IBM binary files
CRSP daily security files
CRSP data files
CRSP monthly binary files
CRSP monthly character files
CRSP monthly IBM binary files
CRSP monthly security files
CRSP stock files
direction of trade statistics data files
DOTS data file
DRI Data Delivery Service data files
DRI data files "DRI/McGraw-Hill Data Files"
DRI data files "The DATASOURCE Procedure"
DRI/McGraw-Hill data files "DRI/McGraw-Hill Data Files"
DRI/McGraw-Hill data files "The DATASOURCE Procedure"
DRIBASIC data files "DRI/McGraw-Hill Data Files"
DRIBASIC data files "DRI/McGraw-Hill Data Files"
DRIBASIC economics format
DRIDDS data files "DRI/McGraw-Hill Data Files"
DRIDDS data files "DRI/McGraw-Hill Data Files"
employment, hours, and earnings survey
event variables "DROPEVENT Statement"
event variables "KEEPEVENT Statement"
event variables "OUT= Data Set"
FAME data files
FAME Information Services Databases "FAME Information Services Databases"
FAME Information Services Databases "The DATASOURCE Procedure"
formatting variables
frequency of data
frequency of input data
generic variables
GFS data files
government finance statistics data files
Haver Analytics data files
ID variable
IMF balance of payment statistics
IMF data files
IMF direction of trade statistics
IMF Economic Information System data files
IMF government finance statistics
IMF International Financial Statistics
IMF international financial statistics
indexing the OUT= data set "Example 10.9: CRSP Daily NYSE/AMEX Combined Stocks"
indexing the OUT= data set "PROC DATASOURCE Statement"
input file "PROC DATASOURCE Statement"
input file "PROC DATASOURCE Statement"
input file "PROC DATASOURCE Statement"
international financial statistics data files
International Monetary Fund data files "IMF Data Files"
International Monetary Fund data files "The DATASOURCE Procedure"
labeling variables
lengths of variables "Changing the Lengths of Numeric Variables"
lengths of variables "LENGTH Statement"
main economic indicators (OECD) data files
national accounts data files (OECD)
national income and product accounts
national income and product accounts tapes
NIPA Tables
obtaining descriptive information "Obtaining Descriptive Information on Cross Sections"
obtaining descriptive information "Obtaining Descriptive Information on Cross Sections"
obtaining descriptive information "Obtaining Descriptive Information on Cross Sections"
obtaining descriptive information "OUTALL= Data Set"
obtaining descriptive information "OUTBY= Data Set"
obtaining descriptive information "OUTCONT= Data Set"
obtaining descriptive information "OUTEVENT= Data Set"
obtaining descriptive information "Selecting Time Series Variables -- The KEEP and DROP Statements"
OECD ANA data files
OECD annual national accounts
OECD data files
OECD main economic indicators
OECD MEI data files
OECD QNA data files
OECD quarterly national accounts
Organization for Economic Cooperation and Development data files "OECD Data Files"
Organization for Economic Cooperation and Development data files "The DATASOURCE Procedure"
OUTALL= data set
OUTBY= data set
OUTCONT= data set "Obtaining Descriptive Information on Cross Sections"
OUTCONT= data set "Selecting Time Series Variables -- The KEEP and DROP Statements"
output data sets "OUT= Data Set"
output data sets "OUTALL= Data Set"
output data sets "OUTBY= Data Set"
output data sets "OUTCONT= Data Set"
output data sets "OUTEVENT= Data Set"
output data sets "Reading Data Files"
Producer Price Index Survey
reading data files
renaming variables "RENAME Statement"
renaming variables "Renaming Time Series Variables"
SAS YEARCUTOFF= option
state and area employment, hours, and earnings survey
stock data files
subsetting data files "Subsetting Input Data Files"
subsetting data files "Syntax"
time range
time range of data
time series variables "OUT= Data Set"
time series variables "Selecting Time Series Variables -- The KEEP and DROP Statements"
time series variables "Selecting Time Series Variables -- The KEEP and DROP Statements"
type of input data file
U.S. Bureau of Economic Analysis data files
U.S. Bureau of Labor Statistics data files
variable list
DATE
function
ID variables
DATE= option
MONTHLY statement (X11)
QUARTERLY statement (X11)
date values
calendar functions and "Computing Calendar Variables from Dates"
calendar functions and "Computing Dates from Calendar Variables"
computing datetime values from
computing from datetime values
difference between dates
formats "Date Formats"
formats "Formatting Date and Datetime Values"
formats for
functions
incrementing by intervals
informats "Date and Datetime Informats"
informats "Reading Date and Datetime Values with Informats"
informats for
INTNX function and
normalizing to intervals
SAS representation for
syntax for
time intervals
time intervals and
Year 2000 Compliance
DATE variable
DATEJUL function
DATEJUL function
DATEPART function
dates
alignment of
DATETIME
function
ID variables
datetime values
computing calendar variables from
computing from calendar variables
computing from time variables
computing time variables from
formats "Datetime and Time Formats"
formats "Formatting Date and Datetime Values"
formats for
functions
informats "Date and Datetime Informats"
informats "Reading Date and Datetime Values with Informats"
informats for
SAS representation for
syntax for
time intervals
DATETIME variable
dating variables
DAY
function "Computing Calendar Variables from Dates"
function "SAS Date, Time, and Datetime Functions"
DBNAME= option
PROC DATASOURCE statement
DBTYPE= option
PROC DATASOURCE statement
default time ranges
defined
INTCK function
interleaved time series
INTNX function
omitted observations
time values
definition
S matrix
time series
degrees of freedom correction
DELTA= option
ESTIMATE statement (ARIMA)
denominator factors
transfer function model
dependency list
MODEL procedure
derivatives
MODEL procedure
DERT. variable
design matrix
ARIMAX models and
details
generalized method of moments
DETAILS option
FIT statement (MODEL)
PROC MODEL statement
DETTOL= option
PROC STATESPACE statement
developing
forecasting models
developing forecasting models
DFPVALUE
macro
macro variable "Results"
macro variable "Results"
DFPVALUE macro
Dickey-Fuller test
SAS macros
DFTEST
macro
DFTEST macro
Dickey-Fuller test
output data sets "Syntax"
output data sets "Syntax"
SAS macros
seasonality, testing for
stationarity, testing for
DHMS
function
DHMS function
diagnostic tests
time series
diagnostics and debugging
MODEL procedure
Dickey-Fuller test
DFPVALUE macro
DFTEST macro
significance probabilities for
Dickey-Fuller tests
DIF
function
DIF function
alternatives to
explained
higher order differences "Multiperiod Lags and Higher-Order Differencing"
higher order differences "Multiperiod Lags and Higher-Order Differencing"
introduced
MODEL procedure
MODEL procedure version
multiperiod lags and
percent change calculations and "Percent Change Calculations"
percent change calculations and "Percent Change Calculations"
percent change calculations and "Percent Change Calculations"
percent change calculations and "Percent Change Calculations"
percent change calculations and "Percent Change Calculations"
pitfalls of
second difference
DIF function and
differencing "The LAG and DIF Functions"
differencing "The LAG and DIF Functions"
DIF= option
BOXCOXAR macro
DFTEST macro
LOGTEST macro
difference between dates
date values
differences with X11ARIMA/88
X11 procedure
differencing
ARIMA procedure "Differencing"
ARIMA procedure "Prewhitening"
ARIMA procedure "Specifying Inputs and Transfer Functions"
DIF function and "The LAG and DIF Functions"
DIF function and "The LAG and DIF Functions"
DIF function and "The LAG and DIF Functions"
higher order "Multiperiod Lags and Higher-Order Differencing"
higher order "Multiperiod Lags and Higher-Order Differencing"
MODEL procedure and
multiperiod differences
percent change calculations and "Percent Change Calculations"
percent change calculations and "Percent Change Calculations"
percent change calculations and "Percent Change Calculations"
percent change calculations and "Percent Change Calculations"
percent change calculations and "Percent Change Calculations"
RETAIN statement and
second difference
STATESPACE procedure
testing order of
time series data "Multiperiod Lags and Higher-Order Differencing"
time series data "Multiperiod Lags and Higher-Order Differencing"
time series data "Multiperiod Lags and Higher-Order Differencing"
time series data "Percent Change Calculations"
time series data "Percent Change Calculations"
time series data "Percent Change Calculations"
time series data "Percent Change Calculations"
time series data "Percent Change Calculations"
time series data "The LAG and DIF Functions"
time series data "The LAG and DIF Functions"
time series data "The LAG and DIF Functions"
time series data "The LAG and DIF Functions"
time series data "The LAG and DIF Functions"
different forms of
output data sets
differential algebraic equations
ordinary differential equations (ODEs)
differential equations
See ordinary differential equations
DIMMAX= option
PROC STATESPACE statement
discussed
EXPAND procedure
DIST= option
MODEL statement (AUTOREG)
distributed lag regression models
PDLREG procedure
distribution
of time series
distribution of
time series data
distribution of time series
EXPAND procedure
DLAG= option
DFPVALUE macro
DFTEST macro
DO
DOL option
ROWS statement (COMPUTAB)
DOTS data file
DATASOURCE procedure
double exponential smoothing
Brown smoothing model
smoothing models
DOWNPAYMENT= option
FIXED statement (LOAN)
DOWNPAYPCT= option
FIXED statement (LOAN)
DRI data files
DATASOURCE procedure
DRI/McGraw-Hill data files
DATASOURCE procedure
DRIBASIC data files
DATASOURCE procedure
DRIBASIC economics format
DATASOURCE procedure
DRIDDS data files
DATASOURCE procedure
DROP in the DATA step
SASEFAME engine
DROP= option
FIT statement (MODEL)
DROP statement
DATASOURCE procedure
DROPEVENT statement
DATASOURCE procedure
dual quasi-Newton method
AUTOREG procedure
DUL option
ROWS statement (COMPUTAB)
Durbin h-test
AUTOREG procedure
Durbin t-test
AUTOREG procedure
Durbin-Watson
MODEL procedure
Durbin-Watson test
autocorrelation tests
AUTOREG procedure "Testing for Autocorrelation"
AUTOREG procedure "Testing for Autocorrelation"
for first-order autocorrelation
for higher-order autocorrelation
p-values for
Durbin-Watson tests
linearized form
DW option
FIT statement (MODEL)
MODEL statement (SYSLIN)
DW= option
MODEL statement (AUTOREG)
MODEL statement (PDLREG)
DWPROB option
MODEL statement (AUTOREG)
MODEL statement (PDLREG)
dynamic models
SIMLIN procedure "Dynamic Multipliers"
SIMLIN procedure "Example 16.2: Multipliers for a Third-Order System"
SIMLIN procedure "Getting Started"
SIMLIN procedure "Prediction and Simulation"
dynamic multipliers
SIMLIN procedure "Dynamic Multipliers"
SIMLIN procedure "Multipliers for Higher Order Lags"
DYNAMIC option
FIT statement (MODEL)
SOLVE statement (MODEL) "Ordinary Differential Equations"
SOLVE statement (MODEL) "Solution Modes"
SOLVE statement (MODEL) "SOLVE Statement"
dynamic regression
specifying
dynamic regressors
forecasting models
dynamic simulation
MODEL procedure "Ordinary Differential Equations"
MODEL procedure "Solution Modes"
SIMLIN procedure

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

Book Contents
Book Contents
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Master Index
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