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

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

U

U.S. Bureau of Economic Analysis data files
DATASOURCE procedure
U.S. Bureau of Labor Statistics data files
DATASOURCE procedure
UCL= option
OUTPUT statement (AUTOREG)
OUTPUT statement (PDLREG)
UCLM= option
OUTPUT statement (AUTOREG)
OUTPUT statement (PDLREG)
UL option
ROWS statement (COMPUTAB)
unattended mode
unconditional forecasts
ARIMA procedure
unconditional least squares
AR initial conditions
MA Initial Conditions
uncorrected sum of squares
statistics of fit
underlying model
smoothing models
unit root
of a time series
testing for
unit roots
Phillips-Perron test "MODEL Statement"
Phillips-Perron test "Testing"
univariate autoregression
univariate moving average models
UNIVARIATE procedure
descriptive statistics
unlinking viewer windows
UNREST option
MODEL statement (SYSLIN)
unrestricted vector autoregression
URSQ option
MODEL statement (AUTOREG)
use with SAS/ETS procedures
time intervals
used for state space modeling
Kalman filter
used to select state space models
Akaike information criterion
vector autoregressive models
Yule-Walker estimates
using models to forecast
MODEL procedure
using solution modes
MODEL procedure
USSCP option
PROC SYSLIN statement
USSCP2 option
PROC SYSLIN statement

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

Book Contents
Book Contents
Master Index
Master Index
Top
Top