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

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

S

S convergence measure
S matrix
definition
MODEL procedure
S matrix used in estimation
S option
PROC SPECTRA statement
S-iterated methods
MODEL procedure
sample data sets
sampling frequency
changing by interpolation
of time series "Formatting Date and Datetime Values"
of time series "Interpolating to a Higher or Lower Frequency"
of time series "Time Series Periodicity and Time Intervals"
time intervals and
sampling frequency of
time series data "Interpolating to a Higher or Lower Frequency"
time series data "Time Series Periodicity and Time Intervals"
sampling frequency of time series
time intervals "Interpolating to a Higher or Lower Frequency"
time intervals "Time Series Periodicity and Time Intervals"
SAS/AF
batch forecasting
customizing user interface
SAS/CALC software
spreadsheets
SAS data sets
contents of
copying
DATA step
moving between computer systems
printing
renaming
sorting
structured query language
summarizing "Base SAS Software"
summarizing "Base SAS Software"
transposing
SAS data sets and
time series data
SAS DATA step
SASEFAME engine
SAS/ETS procedures using
OUTPUT statement
SAS/GRAPH software
graphics
SAS/IML software
IML
matrix language
SAS/INSIGHT software
graphics
SAS language features for
time series data
SAS macros
BOXCOXAR macro
DFPVALUE macro
DFTEST macro
LOGTEST macro
macros
SAS/OR software
operations research
SAS output data set
SASEFAME engine
SAS/QC software
statistical quality control
SAS representation for
date values
datetime values
SAS source statements
SAS/STAT software
SAS YEARCUTOFF= option
DATASOURCE procedure
SASEFAME engine
CONTENTS procedure
convert option "Overview"
convert option "Reading and Converting FAME Database Time Series"
creating a FAME view
DRI data files in FAME.db
DRI/McGraw-Hill data files in FAME.db
DROP in the DATA step
FAME data files
FAME Information Services Databases
KEEP in the DATA step "Example 5.2: Reading Time Series from the FAME database"
KEEP in the DATA step "Example 5.3: Writing Time Series to the SAS data set"
LIBNAME interface engine for FAME databases
libname statement
main economic indicators (OECD) data files in FAME.db
Mapping FAME frequencies to SAS time intervals
national accounts data files (OECD) in FAME.db
OECD data files in FAME.db
Organization for Economic Cooperation and Development data files in FAME.db
PRINT procedure
reading from a FAME data base
RENAME in the DATA step
SAS DATA step
SAS output data set
SQL procedure,creating a view
SQL procedure,using clause
viewing a FAME database
WHERE in the DATA step
SASHELP library
SATISFY= option
SOLVE statement (MODEL)
saving and restoring
forecasting project
SCAN (Smallest Canonical) correlation method
SCAN option
IDENTIFY statement (ARIMA)
SCHEDULE option
FIXED statement (LOAN)
SCHEDULE= option
FIXED statement (LOAN)
SCHEDULE= YEARLY option
FIXED statement (LOAN)
Schwarz Bayesian criterion
ARIMA procedure
AUTOREG procedure
SBC
Schwarz Bayesian information criterion
BIC
SBC
statistics of fit
SDATA= option
FIT statement (MODEL) "Example 14.2: A Consumer Demand Model"
FIT statement (MODEL) "FIT Statement"
FIT statement (MODEL) "Input Data Sets"
SOLVE statement (MODEL) "Solution Modes"
SOLVE statement (MODEL) "SOLVE Data Sets"
SOLVE statement (MODEL) "SOLVE Statement"
SDIAG option
PROC SYSLIN statement
seasonal adjustment
time series data
X11 procedure "Overview"
X11 procedure "X-11-ARIMA"
seasonal ARIMA model
notation
Seasonal ARIMA model options
seasonal component
X11 procedure
seasonal dummies
predictor variables
seasonal dummy variables
forecasting models
specifying
seasonal exponential smoothing
smoothing models
seasonal forecasting
additive Winters method
FORECAST procedure "Forecasting Methods"
FORECAST procedure "Forecasting Methods"
WINTERS method
seasonal model
ARIMA model
ARIMA procedure
seasonal transfer function
notation
seasonal unit root test
seasonality
FORECAST procedure
testing for
seasonality test
seasonality tests
seasonality, testing for
DFTEST macro
SEASONS= option
PROC FORECAST statement
SECOND
function
second difference
DIF function
differencing
See ordinary differential equations
differential equations
SEED= option
SOLVE statement (MODEL) "Solution Modes"
SOLVE statement (MODEL) "SOLVE Statement"
seemingly unrelated regression
cross-equation covariance matrix
joint generalized least squares
SUR estimation method
SYSLIN procedure "Estimation Methods"
SYSLIN procedure "SUR, 3SLS, and FIML Estimation"
Zellner estimation
Seidel method
MODEL procedure
SEIDEL option
SOLVE statement (MODEL)
SELECT
selecting from a list
forecasting models
selection criterion
serial correlation correction
AUTOREG procedure
series
autocorrelations
series adjustments
series diagnostics
series selection
series transformations
SETMISS operator
Shapiro-Wilk test
normality tests
Shewhart control charts
shifted
time intervals
SIGCORR= option
PROC STATESPACE statement
significance probabilities for
Dickey-Fuller test
SIGSQ= option
FORECAST statement (ARIMA)
SIMLIN procedure
BY groups
dynamic models "Dynamic Multipliers"
dynamic models "Example 16.2: Multipliers for a Third-Order System"
dynamic models "Getting Started"
dynamic models "Prediction and Simulation"
dynamic multipliers "Dynamic Multipliers"
dynamic multipliers "Multipliers for Higher Order Lags"
dynamic simulation
EST= data set
ID variables
impact multipliers "Dynamic Multipliers"
impact multipliers "Printed Output"
initializing lags
interim multipliers "Dynamic Multipliers"
interim multipliers "OUTEST= Data Set"
interim multipliers "Printed Output"
lags
linear structural equations
multipliers "Dynamic Multipliers"
multipliers "Dynamic Multipliers"
multipliers "Dynamic Multipliers"
multipliers "Dynamic Multipliers"
multipliers "OUTEST= Data Set"
multipliers "OUTEST= Data Set"
multipliers "Printed Output"
multipliers "Printed Output"
multipliers "Printed Output"
multipliers "PROC SIMLIN Statement"
multipliers "PROC SIMLIN Statement"
multipliers for higher order lags "Example 16.2: Multipliers for a Third-Order System"
multipliers for higher order lags "Multipliers for Higher Order Lags"
output data sets "OUT= Data Set"
output data sets "OUTEST= Data Set"
output table names
predicted values "OUTPUT Statement"
predicted values "Prediction and Simulation"
printed output
reduced form coefficients "Computing the Reduced Form"
reduced form coefficients "Example 16.1: Simulating Klein's Model I"
reduced form coefficients "Printed Output"
residuals
simulation
statistics of fit
structural equations
structural form
total multipliers "Dynamic Multipliers"
total multipliers "OUTEST= Data Set"
total multipliers "Printed Output"
total multipliers "PROC SIMLIN Statement"
TYPE=EST data set
simple
data set
simple exponential smoothing
smoothing models
SIMPLE option
PROC SYSLIN statement
SIMULATE option
SOLVE statement (MODEL)
simulating
ARIMA model "ARIMA Process Specification Window"
ARIMA model "Time Series Simulation Window"
simulation
MODEL procedure
of time series "ARIMA Process Specification Window"
of time series "Time Series Simulation Window"
SIMLIN procedure
time series "ARIMA Process Specification Window"
time series "Time Series Simulation Window"
simultaneous equation bias
SYSLIN procedure
SIN function
SINGLE option
SOLVE statement (MODEL) "Numerical Solution Methods"
SOLVE statement (MODEL) "SOLVE Statement"
SINGULAR= option
ESTIMATE statement (ARIMA)
FIT statement (MODEL)
MODEL statement (TSCSREG)
PROC FORECAST statement
PROC STATESPACE statement
PROC SYSLIN statement
SINH function
SINTPER= option
PROC FORECAST statement
SKIP option
ROWS statement (COMPUTAB)
SLENTRY= option
PROC FORECAST statement
sliding spans analysis
SLSTAY= option
MODEL statement (AUTOREG)
PROC FORECAST statement
Smallest Canonical (SCAN) correlation method
smoothing equations
smoothing models
smoothing model specification
smoothing models
calculations
damped-trend exponential smoothing
double exponential smoothing
exponential smoothing
forecasting models "Smoothing Model Specification Window"
forecasting models "Smoothing Models"
initializations "Smoothing Model Calculations"
initializations "Smoothing Model Calculations"
linear exponential smoothing
missing values
predictions
seasonal exponential smoothing
simple exponential smoothing
smoothing equations
smoothing state
smoothing weights
specifying
standard errors
underlying model
Winters Method "Equations for the Smoothing Models"
Winters Method "Equations for the Smoothing Models"
smoothing state
smoothing models
smoothing weights
additive-invertible region
boundaries
FORECAST procedure
optimizations
smoothing models
specifications
weights
solution mode output
MODEL procedure
solution modes
MODEL procedure "Numerical Solution Methods"
MODEL procedure "Solution Modes"
SOLVE Data Sets
MODEL procedure
SOLVE statement
MODEL procedure
SOLVEPRINT option
SOLVE statement (MODEL)
SORT procedure
sorting
sorting
forecasting models "Develop Models Window"
forecasting models "Sorting and Selecting Models"
SAS data sets
time series data
sorting by
ID variables
specification tests
TSCSREG procedure
specifications
smoothing weights
specifying
adjustments
ARIMA models
combination models
custom models
dynamic regression
forecasting models
interventions
level shifts
predictor variables
regressors
seasonal dummy variables
smoothing models
state space models
time ID variable
trend changes
trend curves
SPECTRA procedure
BY groups
Chirp-Z algorithm
coherency of cross-spectrum
cospectrum estimate
cross-periodogram
cross-spectral analysis "OUT= Data Set"
cross-spectral analysis "OUT= Data Set"
cross-spectral analysis "OUT= Data Set"
cross-spectral analysis "Overview"
cross-spectral analysis "Overview"
cross-spectrum
fast Fourier transform
finite Fourier transform
Fourier coefficients
Fourier transform
frequency
kernels
output data sets
output table names
periodogram "OUT= Data Set"
periodogram "Overview"
phase spectrum
quadrature spectrum
spectral analysis
spectral density estimate "OUT= Data Set"
spectral density estimate "Overview"
spectral window
white noise test "Printed Output"
white noise test "White Noise Test"
spectral analysis
SPECTRA procedure
spectral density estimate
SPECTRA procedure "OUT= Data Set"
SPECTRA procedure "Overview"
spectral window
SPECTRA procedure
SPLINE method
EXPAND procedure
splitting series
time series data
splitting time series data sets
spreadsheets
SAS/CALC software
SQL procedure
structured query language
SQL procedure,creating a view
SASEFAME engine
SQL procedure,using clause
SASEFAME engine
SQRT function
square root
transformations
SRESTRICT statement
SYSLIN procedure
SSPAN statement
X11 procedure
stable seasonality test
standard errors
smoothing models
standard form
of time series data set
standard form of
time series data
STANDARD procedure
standardized values
START= option
FIT statement (MODEL) "Example 14.1: OLS Single Nonlinear Equation"
FIT statement (MODEL) "FIT Statement"
FIT statement (MODEL) "Troubleshooting Convergence Problems"
FIXED statement (LOAN)
MODEL statement (AUTOREG)
MONTHLY statement (X11)
PROC FORECAST statement
PROC SIMLIN statement
QUARTERLY statement (X11)
SOLVE statement (MODEL)
starting dates of
time intervals
starting values
GARCH model
MODEL procedure "Troubleshooting Convergence Problems"
MODEL procedure "Troubleshooting Convergence Problems"
STARTITER option
FIT statement (MODEL)
STARTITER= option
FIT statement (MODEL)
STARTUP= option
MODEL statement (AUTOREG)
STAT= option
FORECAST command (TSFS)
state space models
form of
relation to ARMA models
specifying
state vector of
STATESPACE procedure
state transition equation
of a state space model
state vector
of a state space model
state vector of
state space models
STATESPACE procedure
automatic forecasting
BY groups
canonical correlation analysis "Canonical Correlation Analysis"
canonical correlation analysis "Overview"
confidence limits
differencing
forecasting "Forecasting"
forecasting "Overview"
ID variables
Kalman filter
multivariate forecasting
multivariate time series
output data sets "OUT= Data Set"
output data sets "OUTAR= Data Set"
output data sets "OUTMODEL= Data Set"
output table names
predicted values "Forecasting"
predicted values "OUT= Data Set"
printed output
residuals
restricted estimates
state space models
time intervals
Yule-Walker equations
STATIC option
FIT statement (MODEL)
SOLVE statement (MODEL) "Ordinary Differential Equations"
SOLVE statement (MODEL) "Solution Modes"
SOLVE statement (MODEL) "SOLVE Statement"
static simulation
MODEL procedure
static simulations
MODEL procedure
stationarity
and state space models
ARIMA procedure
nonstationarity
of time series
prediction errors
testing for
STATIONARITY= option
IDENTIFY statement (ARIMA) "IDENTIFY Statement"
IDENTIFY statement (ARIMA) "IDENTIFY Statement"
IDENTIFY statement (ARIMA) "IDENTIFY Statement"
MODEL statement (AUTOREG)
stationarity tests
stationarity, testing for
DFTEST macro
statistical quality control
SAS/QC software
statistics of fit
adjusted R-square
Akaike's information criterion
Amemiya's prediction criterion
Amemiya's R-square
corrected sum of squares
error sum of squares
goodness of fit
goodness-of-fit statistics
mean absolute error
mean absolute percent error
mean percent error
mean prediction error
mean square error
nonmissing observations
number of observations
R-square statistic
random walk R-square
root mean square error
Schwarz Bayesian information criterion
SIMLIN procedure
uncorrected sum of squares
STATS option
SOLVE statement (MODEL) "Solution Modes"
SOLVE statement (MODEL) "SOLVE Statement"
STB option
MODEL statement (PDLREG)
MODEL statement (SYSLIN)
STD= option
HETERO statement (AUTOREG)
step
interventions
step function
interpolation of time series
intervention model and
step interventions
step function
STEP method
EXPAND procedure
STEPAR method
FORECAST procedure
stepwise autoregression
AUTOREG procedure
FORECAST procedure "Forecasting Methods"
FORECAST procedure "Overview"
STEST statement
SYSLIN procedure
stochastic simulation
MODEL procedure
stocks
contrasted with flow variables
stored in SAS data sets
time series data
storing programs
MODEL procedure
structural
predicted values "OUTPUT Statement"
predicted values "Predicted Values"
residuals "OUTPUT Statement"
residuals "OUTPUT Statement"
structural change
Chow test for
structural equations
SIMLIN procedure
structural form
SIMLIN procedure
structural models
covariance structure analysis of
structural predictions
AUTOREG procedure
structured query language
SAS data sets
subset model
ARIMA model
ARIMA procedure
AUTOREG procedure
subsetting data files
DATASOURCE procedure "Subsetting Input Data Files"
DATASOURCE procedure "Syntax"
SUMBY statement
COMPUTAB procedure
summarizing
SAS data sets
summary of
time intervals
SUMMARY option
MONTHLY statement (X11)
QUARTERLY statement (X11)
summary statistics
MODEL procedure
summation
higher order sums
multiperiod lags and "Summing Series"
multiperiod lags and "Summing Series"
multiperiod lags and "Summing Series"
of time series "Summing Series"
of time series "Summing Series"
summation of
time series data "Summing Series"
time series data "Summing Series"
time series data "Summing Series"
time series data "Summing Series"
time series data "Summing Series"
SUMONLY option
PROC COMPUTAB statement
SUR option
FIT statement (MODEL) "Estimation Methods"
FIT statement (MODEL) "Example 14.2: A Consumer Demand Model"
FIT statement (MODEL) "FIT Statement"
PROC SYSLIN statement
syntax for
date values
datetime values
time intervals
time values
SYSLIN procedure
Basmann test "Computational Details"
Basmann test "MODEL Statement"
BY groups
endogenous variables
exogenous variables
full information maximum likelihood "Estimation Methods"
full information maximum likelihood "SUR, 3SLS, and FIML Estimation"
Fuller's modification to LIML
instrumental variables "Estimation Methods"
instrumental variables "Variables in a System of Equations"
iterated seemingly unrelated regression
iterated three-stage least squares
jointly dependent variables
K-class estimation
lagged endogenous variables
limited information maximum likelihood
minimum expected loss estimator
output data sets "OUT= Data Set"
output data sets "OUTEST= Data Set"
output data sets "OUTSSCP= Data Set"
output table names
over identification restrictions
predetermined variables
predicted values
printed output
R-square statistic
reduced form coefficients
residuals
restricted estimation "RESTRICT Statement"
restricted estimation "SRESTRICT Statement"
seemingly unrelated regression "Estimation Methods"
seemingly unrelated regression "SUR, 3SLS, and FIML Estimation"
simultaneous equation bias
system weighted MSE
system weighted R-square "Printed Output"
system weighted R-square "The R2 Statistics"
tests of hypothesis "STEST Statement"
tests of hypothesis "TEST Statement"
three-stage least squares "Estimation Methods"
three-stage least squares "SUR, 3SLS, and FIML Estimation"
two-stage least squares "Estimation Methods"
two-stage least squares "Two-Stage Least Squares Estimation"
system weighted MSE
SYSLIN procedure
system weighted R-square
SYSLIN procedure "Printed Output"
SYSLIN procedure "The R2 Statistics"
systems of
ordinary differential equations (ODEs)
systems of differential equations
examples
systems of ordinary differential equations
MODEL procedure

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

Book Contents
Book Contents
Master Index
Master Index
Top
Top