Printed Output
The PDLREG procedure prints the following items:
- the name of the dependent variable
- the ordinary least squares (OLS) estimates
- the estimates of autocorrelations and
of the autocovariance,
and if line size permits, a graph of the autocorrelation at
each lag. The autocorrelation for lag 0 is 1. These items are printed
if you specify the NLAG= option.
- the partial autocorrelations if the PARTIAL and NLAG= options are
specified.
The first partial autocorrelation is the
autocorrelation for lag 1.
- the preliminary mean square error,
which results from solving the Yule-Walker
equations if you specify the NLAG= option
- the estimates of the autoregressive parameters,
their standard errors,
and the ratios of estimates to standard errors
(t) if you specify the
NLAG= option
- the statistics of fit for the final model if you specify the NLAG=
option. These include the error sum of squares (SSE),
the degrees of freedom for error (DFE),
the mean square error (MSE),
the root mean square error (Root MSE),
the Schwarz information criterion (SBC),
the Akaike's information criterion (AIC),
the regression R2 (Regress R-Square),
the total R2 (Total R-Square), and
the Durbin-Watson statistic (Durbin-Watson).
See Chapter 8 for details of the regression R2
and the total R2.
- the parameter estimates for the structural model (B),
a standard error estimate, the ratio of estimate
to standard error (t), and an approximation
to the
significance probability for the parameter being 0
("Approx Pr > |t|")
- a plot of the lag distribution (estimate of lag distribution)
- the covariance matrix of the parameter estimates if the
COVB option is specified
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
