Book Contents

Master Index

C

calculation of

leads

calculations

smoothing models

calendar calculations

functions for "Calendar and Time Functions"

functions for "Date, Time, and Datetime Functions"

interval functions and

time intervals and

calendar calculations and

INTCK function

INTNX function

time intervals

calendar functions and

date values "Computing Calendar Variables from Dates"

date values "Computing Dates from Calendar Variables"

calendar variables

computing dates from

computing from dates

computing from datetime values

CANCORR option

PROC STATESPACE statement

canonical correlation analysis

for selection of state space models "Canonical Correlation Analysis"

for selection of state space models "Overview"

STATESPACE procedure "Canonical Correlation Analysis"

STATESPACE procedure "Overview"

CAPS= option

ARM statement (LOAN)

CATALOG procedure

SAS catalogs

CDEC= option

PROC COMPUTAB statement

CDROM data, IEEE Big Endian vs. IEEE Little Endian

DATASOURCE procedure

CDROM data, UNIX (SUN) Binary vs. PC Binary

DATASOURCE procedure

CDT (COMPUTAB data table)

COMPUTAB procedure

ceiling of

time intervals

CELL statement

COMPUTAB procedure

censored regression

Census X-11 methodology

X11 procedure

CENTER option

ARIMA statement (X11)

IDENTIFY statement (ARIMA)

MODEL statement (AUTOREG)

PROC SPECTRA statement

centered moving time window operators

CEV= option

OUTPUT statement (AUTOREG)

change vector

changes in trend

forecasting models

changing by interpolation

frequency "Converting to Higher Frequency Series"

frequency "Frequency Conversion"

frequency "Interpolating to a Higher or Lower Frequency"

periodicity "Converting to Higher Frequency Series"

periodicity "Interpolating to a Higher or Lower Frequency"

sampling frequency

changing periodicity

EXPAND procedure

time series data "Converting to Higher Frequency Series"

time series data "Interpolating to a Higher or Lower Frequency"

CHAR option

COLUMNS statement (COMPUTAB)

ROWS statement (COMPUTAB)

character functions

character variables

MODEL procedure

CHART procedure

histograms

CHARTS= option

MONTHLY statement (X11)

QUARTERLY statement (X11)

checking data periodicity

INTNX function

time intervals

CHICR= option

ARIMA statement (X11)

Chirp-Z algorithm

SPECTRA procedure

choice of

instrumental variables

Cholesky root

AUTOREG procedure

CHOW= option

FIT statement (MODEL)

MODEL statement (AUTOREG)

Chow test

Chow test for

structural change

Chow tests

MODEL procedure

CITIBASE old tape format

DATASOURCE procedure

CITIBASE PC diskette format

DATASOURCE procedure

CITIBASE tape format

DATASOURCE procedure

classical decomposition operators

CLEAR option

IDENTIFY statement (ARIMA)

CLIMIT= option

FORECAST command (TSFS)

Cochrane-Orcutt method

AUTOREG procedure

COEF option

MODEL statement (AUTOREG)

PROC SPECTRA statement

COEF= option

HETERO statement (AUTOREG)

coherency

cross-spectral analysis

coherency of cross-spectrum

SPECTRA procedure

cointegration test

COLLIN option

FIT statement (MODEL)

collinearity diagnostics

MODEL procedure

column blocks

COMPUTAB procedure

`column headings' option

COLUMNS statement (COMPUTAB)

column selection

COMPUTAB procedure

COLUMNS statement

COMPUTAB procedure

COLxxxxx: label

COMPUTAB procedure

combination models

forecasting models

specifying

combined with cross-sectional dimension

interleaved time series

combined with interleaved time series

cross-sectional dimensions

combining forecasts

combining time series data sets

Command Reference

COMPARE procedure

comparing SAS data sets

COMPARE statement

LOAN procedure

comparing

forecasting models "Comparing Models"

forecasting models "Model Fit Comparison Window"

comparing forecasting models

comparing loans

LOAN procedure "Loan Comparison"

LOAN procedure "Loan Comparison Details"

LOAN procedure "Printed Output"

compiler listing

MODEL procedure

COMPOUND= option

FIXED statement (LOAN)

COMPUSTAT data files

DATASOURCE procedure

COMPUSTAT IBM 360/370 general format 48 quarter files

DATASOURCE procedure

COMPUSTAT IBM 360/370 general format annual files

DATASOURCE procedure

COMPUSTAT universal character format 48 quarter files

DATASOURCE procedure

COMPUSTAT universal character format annual files

DATASOURCE procedure

COMPUTAB procedure

CDT (COMPUTAB data table)

column blocks

column selection "Column Selection"

column selection "Column Selection"

COLxxxxx: label

consolidation tables

controlling row and column block execution

input block

missing values

order of calculations

output data sets

program flow

programming statements

reserved words

row blocks

ROWxxxxx: label

table cells, direct access to

computing calendar variables from

datetime values

computing ceiling of intervals

INTNX function

computing dates from

calendar variables

computing datetime values from

date values

computing ending date of intervals

INTNX function

computing from calendar variables

datetime values

computing from dates

calendar variables

computing from datetime values

calendar variables

date values

time variables

computing from time variables

datetime values

computing lags

RETAIN statement

computing midpoint date of intervals

INTNX function

computing time variables from

datetime values

computing widths of intervals

INTNX function

concatenated

data set

concentrated likelihood Hessian

conditional forecasts

ARIMA procedure

conditional least squares

AR initial conditions

MA Initial Conditions

conditional t distribution

GARCH model

conditional variance

AUTOREG procedure

predicted values

predicting

confidence limits

ARIMA procedure

AUTOREG procedure

FORECAST procedure

forecasts

PDLREG procedure

STATESPACE procedure

consolidation tables

COMPUTAB procedure

CONST= option

BOXCOXAR macro

LOGTEST macro

CONSTANT= option

OUTPUT statement (AUTOREG)

OUTPUT statement (PDLREG)

constrained estimation

heteroscedasticity models

contemporaneous correlation of

errors across equations

contents of

SAS data sets

CONTENTS procedure

SASEFAME engine

continuous compounding

LOAN procedure

contrasted with flow variables

stocks

contrasted with flows or rates

levels

contrasted with missing values

omitted observations

contrasted with omitted observations

missing observations

missing values

contrasted with stock variables

flows

contrasted with stocks or levels

rates

CONTROL

control charts

control key

for multiple selections

CONTROL statement

MODEL procedure "CONTROL Statement"

MODEL procedure "Variables in the Model Program"

control variables

MODEL procedure

controlling row and column block execution

COMPUTAB procedure

controlling starting values

MODEL procedure

CONVERGE= option

ARIMA statement (X11)

ESTIMATE statement (ARIMA)

FIT statement (MODEL) "Convergence Criteria"

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Troubleshooting Convergence Problems"

FIT statement (MODEL) "Troubleshooting Convergence Problems"

MODEL statement (AUTOREG)

MODEL statement (PDLREG)

PROC SYSLIN statement

SOLVE statement (MODEL)

convergence criteria

MODEL procedure

conversion methods

EXPAND procedure

CONVERT= option

LIBNAME statement (SASEFAME)

convert option

SASEFAME engine "Overview"

SASEFAME engine "Reading and Converting FAME Database Time Series"

CONVERT statement

EXPAND procedure

converting frequency of

time series data

COPY procedure

copying

SAS data sets

CORR option

FIT statement (MODEL)

MODEL statement (TSCSREG)

CORR procedure

CORRB option

ESTIMATE statement (MODEL)

FIT statement (MODEL)

MODEL statement (AUTOREG)

MODEL statement (PDLREG)

MODEL statement (SYSLIN)

MODEL statement (TSCSREG)

corrected sum of squares

statistics of fit

correlation plots

ARIMA procedure

CORROUT option

PROC TSCSREG statement

CORRS option

FIT statement (MODEL)

COS function

COSH function

cospectrum estimate

cross-spectral analysis

SPECTRA procedure

counting

time intervals "Counting Time Intervals"

time intervals "Interval Functions INTNX and INTCK"

counting time intervals

INTCK function

COV option

FIT statement (MODEL)

COV3OUT option

PROC SYSLIN statement

covariance estimates

GARCH model

covariance of the parameter estimates

covariance structure analysis

covariance structure analysis of

structural models

covariates

heteroscedasticity models

covariates and

GARCH model

COVB option

ESTIMATE statement (MODEL)

FIT statement (MODEL)

MODEL statement (AUTOREG)

MODEL statement (PDLREG)

MODEL statement (SYSLIN)

MODEL statement (TSCSREG)

PROC STATESPACE statement

COVBEST= option

FIT statement (MODEL) "Estimation Methods"

FIT statement (MODEL) "FIT Statement"

COVEST= option

MODEL statement (AUTOREG)

COVOUT option

FIT statement (MODEL)

PROC AUTOREG statement

PROC SYSLIN statement

PROC TSCSREG statement

COVS option

FIT statement (MODEL) "Estimation Methods"

FIT statement (MODEL) "FIT Statement"

Cox model

CPEV= option

OUTPUT statement (AUTOREG)

CPORT procedure

creating

time ID variable

criterion

automatic model selection

CROSS option

PROC SPECTRA statement

cross sections

DATASOURCE procedure "Obtaining Descriptive Information on Cross Sections"

DATASOURCE procedure "Reading in Data Files Containing Cross Sections"

DATASOURCE procedure "Subsetting a Data File Containing Cross Sections"

DATASOURCE procedure "WHERE Statement"

cross-correlation function

ARIMA procedure

cross-equation covariance matrix

MODEL procedure

seemingly unrelated regression

cross-periodogram

cross-spectral analysis "OUT= Data Set"

cross-spectral analysis "Overview"

SPECTRA procedure

cross-reference

MODEL procedure

cross-sectional dimensions

combined with interleaved time series

ID variables for

represented by different series

represented with BY groups

transposing time series

cross-sectional dimensions and

BY groups

cross-spectral analysis

coherency

cospectrum estimate

cross-periodogram "OUT= Data Set"

cross-periodogram "Overview"

cross-spectrum

phase spectrum

quadrature spectrum

SPECTRA procedure "OUT= Data Set"

SPECTRA procedure "OUT= Data Set"

SPECTRA procedure "OUT= Data Set"

SPECTRA procedure "Overview"

SPECTRA procedure "Overview"

cross-spectrum

cross-spectral analysis

SPECTRA procedure

CROSSCORR= option

IDENTIFY statement (ARIMA)

crossproducts estimator of the covariance matrix

crossproducts matrix

CRSP ACCESS97 CDROM data files

DATASOURCE procedure

CRSP annual data

DATASOURCE procedure

CRSP calendar/indices files

DATASOURCE procedure

CRSP CDROM data files

DATASOURCE procedure

CRSP daily binary files

DATASOURCE procedure

CRSP daily character files

DATASOURCE procedure

CRSP daily IBM binary files

DATASOURCE procedure

CRSP daily security files

DATASOURCE procedure

CRSP monthly binary files

DATASOURCE procedure

CRSP monthly character files

DATASOURCE procedure

CRSP monthly IBM binary files

DATASOURCE procedure

CRSP monthly security files

DATASOURCE procedure

CRSP stock files

DATASOURCE procedure

CS= option

PROC TSCSREG statement

CSPACE= option

PROC COMPUTAB statement

CSTART= option

PROC FORECAST statement

cubic

trend curves

cubic trend

cumulative statistics operators

custom model specification

custom models

forecasting models

specifying

CUSUM= option

OUTPUT statement (AUTOREG)

CUSUM statistics

CUSUMLB= option

OUTPUT statement (AUTOREG)

CUSUMSQ= option

OUTPUT statement (AUTOREG)

CUSUMSQLB= option

OUTPUT statement (AUTOREG)

CUSUMSQUB= option

OUTPUT statement (AUTOREG)

CUSUMUB= option

OUTPUT statement (AUTOREG)

CUTOFF= option

SSPAN statement (X11)

CWIDTH= option

PROC COMPUTAB statement

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