Có 60+ tài liệu thuộc chủ đề "Hướng dẫn sử dụng SAS / ETS"
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If the NOINT option is requested, no correction for the transformed intercept is made. The Reg RSQ is a measure of the fit of the structural part of the model after transforming for the autocorrelation and is the R-Square for the transformed regression.. where e t are the estimated model residuals and T is the number of observations.. where e...
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where ! O 2 is an estimator for ! 2 D P 1. Note that the test rejects the null when P T. The asymptotic power function for the point optimal test constructed with c N under local alternatives with c is denoted by .c. c/ N of the point optimal test to be very close to the power envelope.....
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To test for misspecification in the functional form, the unrestricted model is y t D x t ˇ C. where y O t is the predicted value from the linear model and p is the power of y O t in the unrestricted model equation starting from 2. The number of higher-ordered terms to be chosen depends on the discretion...
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412 F Chapter 8: The AUTOREG Procedure. The AUTOREG procedure prints the following items:. the name of the dependent variable 2. Estimates of autocorrelations, which include the estimates of the autocovariances, the autocor- relations, and (if there is sufficient space) a graph of the autocorrelation at each LAG. This is an estimate of the final MSE.. the estimates of the...
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422 F Chapter 8: The AUTOREG Procedure. Output 8.2.1 OLS Analysis of Residuals. Grunfeld's Investment Models Fit with Autoregressive Errors The AUTOREG Procedure. SBC AIC 192.627455. MAE AICC 194.127455. Durbin-Watson 1.0721 Regress R-Square 0.7053 Total R-Square 0.7053 Parameter Estimates. Output 8.2.2 Regression Results Using Default Yule-Walker Method. Output 8.2.2 continued. MSE 639.89344 Root MSE 25.29612. SBC AIC 189.759467. MAE AICC...
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432 F Chapter 8: The AUTOREG Procedure. Output 8.4.1 continued. Output 8.4.2 Diagnostic Plots. title 'Predicted Values and Confidence Limits';. The plot of the predicted values and the upper and lower confidence limits is shown in Output 8.4.3.. 434 F Chapter 8: The AUTOREG Procedure. Output 8.4.3 Plot of Predicted Values and Confidence Interval. Example 8.5: Money Demand Model. This...
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Output 8.6.2 continued. Output 8.6.3 Conditional Variance for IBM Stock Prices. Output 8.7.1 IBM Stock Returns: Daily. First, ODS listing output that contains fit summary tables for each single model is captured by using an ODS OUTPUT statement with the appropriate ODS table name assigned to a new SAS data set. ods output Autoreg.ar_1.FinalModel.FitSummary. ods output Autoreg.arch_2.FinalModel.Results.FitSummary. ods output Autoreg.garch_1_1.FinalModel.Results.FitSummary....
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(1980), “On the Structure of the Likelihood Function of Autore- gressive and Moving Average Models,” Journal of Time Series, 1, 83–94.. F., Kohn, R., and Shively, T. (1992), “Computing p-Values for the Generalized Durbin-Watson and Other Invariant Test Statistics,” Journal of Econometrics . (1992), “Prediction in Dynamic Models with Time-Dependent Conditional Variances,” Journal of Econometrics . (1982), “The Rank Version...
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(1973), “Generalization of the Durbin-Watson Statistic for Higher Order Autoregressive Process,” Communication in Statistics . The COMPUTAB Procedure. Overview: COMPUTAB Procedure. Getting Started: COMPUTAB Procedure. Using PROC COMPUTAB. Adding Computed Rows and Columns. Enhancing the Report. Syntax: COMPUTAB Procedure. PROC COMPUTAB Statement. Programming Statements. Details: COMPUTAB Procedure. Controlling Execution within Row and Column Blocks. OUT= Data Set. Examples: COMPUTAB Procedure....
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The following options can be used in the PROC COMPUTAB statement.. DATA=SAS-data-set. names the SAS data set that contains the input data. The COMPUTAB data table is discussed further in the section “Details: COMPUTAB Procedure” on page 482.. prevents the transposition of the input data set in building the COMPUTAB report tables. The NOTRANS option causes input data set variables...
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482 F Chapter 9: The COMPUTAB Procedure. This example shows how the COMPUTAB procedure processes observations in the program working storage and the COMPUTAB data table (CDT).. Table 9.3 shows the CDT before any observation is read in. Table 9.3 CDT before Any Input. When the first input is read in (year=1988, sales=83, and cgs=52), the input block puts the...
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492 F Chapter 9: The COMPUTAB Procedure. Output 9.1.1 Quarterly Report of Hotel Bookings. 494 F Chapter 9: The COMPUTAB Procedure. The same report as in Output 9.1.1 is produced.. Output 9.2.1 Simple Report. The report is shown in Output 9.2.2.. 496 F Chapter 9: The COMPUTAB Procedure. Output 9.2.2 Report That Uses Column Selection Techniques. Output 9.2.3 Report That...
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Output 9.4.2 shows the profit summary for the Equipment division. proc computab data=product sumonly;. Output 9.4.1 Summary by Regions for the Equipment Division. Profit Summary. Output 9.4.1 continued. Output 9.4.2 Profit Summary for the Equipment Division. Output 9.4.3 Profit Summary. Example 9.5: Creating an Output Data Set. This example uses data and reports similar to those in Example 9.3 to...
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Output 9.6.1 PROC COMPUTAB Report That Uses Macro Invocations. The following statements produce Output 9.7.1:. The COUNTREG Procedure. Overview: COUNTREG Procedure. Getting Started: COUNTREG Procedure. Syntax: COUNTREG Procedure. Details: COUNTREG Procedure. Poisson Regression. Negative Binomial Regression. Zero-Inflated Poisson Regression. Zero-Inflated Negative Binomial Regression. Examples: COUNTREG Procedure. Example 10.1: Basic Models. Example 10.2: ZIP and ZINB Models for Data Exhibiting Extra...
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If a FREQ or WEIGHT statement is specified more than once, the variable specified in the first instance is used.. Data Set Options. Specifies the input data set COUNTREG DATA=. Writes parameter estimates to an output data set COUNTREG OUTEST=. Writes estimates of x 0 i ˇ and z 0 i to an output data set. Prints the correlation matrix...
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One example of the general form of an effect that involves several variables is. Some examples of MODEL statements that use various kinds of effects are shown in the following table, where a , b , and c. You can also specify the maximum number of variables involved in any effect that results from bar evaluation by specifying that maximum...
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542 F Chapter 10: The COUNTREG Procedure. exp.x 0 i ˇ/.1 C ˛ exp.x 0 i ˇ. 1 1 exp.z 0 i / C .1 C ˛ exp.x 0 i ˇ. .1 C ˛ exp.x 0 i ˇ// ln.1 C ˛ exp.x 0 i ˇ. exp.z 0 i /.1 C ˛ exp.x 0 i ˇ// .1 C. .j C ˛...
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This supports the suspicion that older individuals are more likely to have a positive number of doctor visits.. Alternative models to account for the overdispersion are the negative binomial and the zero-inflated negative binomial models, which can be fit using the DIST=NEGBIN and DIST=ZINB options, respectively.. Example 10.2: ZIP and ZINB Models for Data Exhibiting Extra Zeros. In the study...
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The DATASOURCE Procedure. Overview: DATASOURCE Procedure. Getting Started: DATASOURCE Procedure. Structure of a SAS Data Set Containing Time Series Data. Reading Data Files. Subsetting Input Data Files. Controlling the Frequency of Data – The INTERVAL= Option. Selecting Time Series Variables – The KEEP and DROP Statements. Controlling the Time Range of Data – The RANGE Statement. Reading in Data Files...
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Cross-section two is identified by (COUNTRY=’146’ CSC=’F’ PARTNER. Cross-section three is identified by (COUNTRY=’158’ CSC=’F’ PARTNER. Table 11.2 The Form of a SAS Data Set Containing BY Variables. BY Time ID Time Series. Note that the data sets in Table 11.1 and Table 11.2 use two different ways of representing time series data for three different countries: the United Kingdom...