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Book Contents
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Master Index
SAS/ETS User's Guide

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M

M= option
MODEL statement (TSCSREG)
%MA and %AR macros combined
MA Initial Conditions
conditional least squares
maximum likelihood
unconditional least squares
%MA macro
MA= option
ESTIMATE statement (ARIMA)
MACURVES statement
X11 procedure
managing
forecasting project
managing forecasting projects
MAPECR= option
ARIMA statement (X11)
Mapping FAME frequencies to SAS time intervals
SASEFAME engine
Mardia's test
normality tests
Marquardt method
ARIMA procedure
Marquardt-Levenberg method
MARR= option
COMPARE statement (LOAN)
mathematical functions
functions
matrix language
SAS/IML software
MAXADJUST= option
ARM statement (LOAN)
MAXERRORS= option
PROC MODEL statement
maximizing likelihood functions
maximum likelihood
AR initial conditions
MA Initial Conditions
maximum likelihood method
AUTOREG procedure
MAXIT=
PROC SYSLIN statement
MAXIT= option
ESTIMATE statement (ARIMA)
PROC STATESPACE statement
MAXITER= option
ARIMA statement (X11)
ESTIMATE statement (ARIMA)
FIT statement (MODEL)
MODEL statement (AUTOREG)
MODEL statement (PDLREG)
PROC SYSLIN statement
SOLVE statement (MODEL)
MAXRATE= option
ARM statement (LOAN)
MAXSUBITER= option
FIT statement (MODEL) "FIT Statement"
FIT statement (MODEL) "Minimization Methods"
SOLVE statement (MODEL)
MDY
function
MDY function
mean absolute error
statistics of fit
mean absolute percent error
statistics of fit
MEAN= option
MODEL statement (AUTOREG)
mean percent error
statistics of fit
mean prediction error
statistics of fit
mean square error
statistics of fit
MEANS procedure
measurement equation
observation equation
of a state space model
MELO option
PROC SYSLIN statement
memory requirements
MODEL procedure
MEMORYUSE option
PROC MODEL statement
menu interfaces
to SAS/ETS software "Contents of SAS/ETS Software"
to SAS/ETS software "Time Series Forecasting System"
merging series
time series data
merging time series data sets
METHOD= option
ARIMA statement (X11)
CONVERT statement (EXPAND) "Conversion Methods"
CONVERT statement (EXPAND) "CONVERT Statement"
FIT statement (MODEL) "FIT Statement"
FIT statement (MODEL) "Minimization Methods"
MODEL statement (AUTOREG)
MODEL statement (PDLREG)
PROC EXPAND statement "Conversion Methods"
PROC EXPAND statement "PROC EXPAND Statement"
PROC FORECAST statement
METHOD=CLS option
ESTIMATE statement (ARIMA)
METHOD=ML option
ESTIMATE statement (ARIMA)
methods in other SAS products
econometrics
METHOD=ULS option
ESTIMATE statement (ARIMA)
Michaelis-Menten Equations
midpoint dates of
time intervals
MINIC (Minimum Information Criterion) method
MINIC option
IDENTIFY statement (ARIMA)
PROC STATESPACE statement
minimization methods
MODEL procedure
minimization summary
MODEL procedure
minimum attractive rate of return
LOAN procedure
MARR
minimum expected loss estimator
MELO estimation method
SYSLIN procedure
Minimum Information Criterion (MINIC) method
MINRATE= option
ARM statement (LOAN)
MINTIMESTEP= option
FIT statement (MODEL) "FIT Statement"
FIT statement (MODEL) "Numerical Integration"
MODEL statement (MODEL)
SOLVE statement (MODEL)
MINUTE
function
missing observations
contrasted with omitted observations
MISSING= option
FIT statement (MODEL)
missing values
COMPUTAB procedure
contrasted with omitted observations
embedded in time series
FORECAST procedure
interpolation of
MODEL procedure "Estimation Methods"
MODEL procedure "Numerical Solution Methods"
smoothing models
time series data
time series data and
missing values and
time series data "Missing Values and Omitted Observations"
time series data "Several Series with Different Ranges"
MISSONLY operator
mixed models
MMAE
MMSE
model evaluation
Model Identification
ARIMA procedure
model list
MODEL= option
ARIMA statement (X11)
PROC MODEL statement "PROC MODEL Statement"
PROC MODEL statement "Storing Programs in Model Files"
MODEL Procedure
Almon lag polynomials
polynomial distributed lag models
adjacency graph
adjusted R squared
analyzing models
ARMA model
autoregressive models
auxiliary equations
block structure
character variables
Chow tests
collinearity diagnostics "Troubleshooting Convergence Problems"
collinearity diagnostics "Troubleshooting Convergence Problems"
compiler listing
control variables
controlling starting values
convergence criteria
cross-equation covariance matrix
cross-reference
dependency list
derivatives
diagnostics and debugging
Durbin-Watson
dynamic simulation "Ordinary Differential Equations"
dynamic simulation "Solution Modes"
equation translations
equation variables
estimation convergence problems
estimation methods
estimation of ordinary differential equations
forecasting
full information maximum likelihood
functions across time
goal seeking
grid search
Hausman specification test
initializing lags
input data sets
internal variables
Jacobi method
lag functions
lag lengths
lag logic
language differences
large problems "Computer Resource Requirements"
large problems "Computer Resource Requirements"
likelihood confidence intervals
limitations on ordinary differential equations
linear dependencies
memory requirements
minimization methods
minimization summary
missing values "Estimation Methods"
missing values "Numerical Solution Methods"
model variables
Monte Carlo simulation
moving average models
n-period-ahead forecasting
nested iterations
Newton's Method
nonadditive errors
ordinary differential equations and goal seeking
output data sets
output table names
parameters
program listing
program variables
properties of the estimates
quasi-random number generators
R squared "Estimation Methods"
R squared "Troubleshooting Convergence Problems"
random-number generating functions
restrictions on parameters
S matrix
S-iterated methods
Seidel method
SIMNLIN procedure
simulation
solution mode output
solution modes "Numerical Solution Methods"
solution modes "Numerical Solution Methods"
solution modes "Solution Modes"
SOLVE Data Sets
starting values "Troubleshooting Convergence Problems"
starting values "Troubleshooting Convergence Problems"
static simulation
static simulations
stochastic simulation
storing programs
summary statistics
SYSNLIN procedure
systems of ordinary differential equations
tests on parameters
time variable
troubleshooting estimation convergence problems
troubleshooting simulation problems
using models to forecast
using solution modes "Solution Modes"
using solution modes "Solution Modes"
variables in model program
_WEIGHT_ variable
MODEL procedure and
differencing
lags
MODEL procedure version
DIF function
LAG function
model selection
model selection criterion
model selection for X-11-ARIMA method
X11 procedure
model selection list
MODEL statement
AUTOREG procedure
PDLREG procedure
SYSLIN procedure
TSCSREG procedure
model variables
MODEL procedure
Model Viewer
graphs
plots
Monte Carlo simulation
examples
MODEL procedure
MONTH
function "Computing Calendar Variables from Dates"
function "SAS Date, Time, and Datetime Functions"
MONTHLY statement
X11 procedure
moving average function
moving average models
MODEL procedure
moving averages
percent change calculations
moving between computer systems
SAS data sets
moving seasonality test
moving time window operators
moving-average parameters
ARIMA procedure
MTITLE= option
COLUMNS statement (COMPUTAB)
MU= option
ESTIMATE statement (ARIMA)
multiperiod
leads
multiperiod differences
differencing
multiperiod lagging
lags
multiperiod lags and
DIF function
LAG function
summation "Summing Series"
summation "Summing Series"
summation "Summing Series"
multiple selections
multiplicative model
ARIMA model
multipliers
SIMLIN procedure "Dynamic Multipliers"
SIMLIN procedure "Dynamic Multipliers"
SIMLIN procedure "Dynamic Multipliers"
SIMLIN procedure "OUTEST= Data Set"
SIMLIN procedure "OUTEST= Data Set"
SIMLIN procedure "Printed Output"
SIMLIN procedure "Printed Output"
SIMLIN procedure "Printed Output"
SIMLIN procedure "PROC SIMLIN Statement"
SIMLIN procedure "PROC SIMLIN Statement"
multipliers for higher order lags
SIMLIN procedure "Example 16.2: Multipliers for a Third-Order System"
SIMLIN procedure "Multipliers for Higher Order Lags"
multivariate
autocorrelations
normality tests
partial autocorrelations
multivariate forecasting
STATESPACE procedure
multivariate time series
STATESPACE procedure

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

Book Contents
Book Contents
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Master Index
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