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SAS/ETS User's Guide |

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**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

A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z | Numbers |

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Master Index |
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