OUTEST= Data Set
The OUTEST= data set contains all the variables read from
the EST= data set.
The variables in the OUTEST= data set are as follows.
- the BY statement variables, if any
- _TYPE_, a character variable that identifies the type of observation
- _DEPVAR_, a character variable containing the name of
the dependent variable for the observation
- the endogenous variables
- the lagged endogenous variables
- the exogenous variables
- INTERCEPT, a numeric variable containing the intercept values
- _MODEL_, a character variable containing the name of the equation
- _SIGMA_, a numeric variable containing the estimated
error variance of the equation
(output only if present in the EST= data set)
The observations read from the EST= data set that
supply the structural coefficients are copied to the OUTEST= data set,
except that the signs of endogenous coefficients are reversed.
For these observations, the _TYPE_ variable values are
the same as in the EST= data set.
In addition,
the OUTEST= data set contains observations with the following _TYPE_ values:
- REDUCED
- the reduced form coefficients.
The endogenous variables for this group of observations
contain the inverse of the endogenous coefficient matrix G.
The lagged endogenous variables contain the
matrix
1=G-1C.
The exogenous variables contain the
matrix 2=G-1B.
- IMULTi
-
the interim multipliers, if the INTERIM= option is specified.
There are gn observations for the interim multipliers,
where g is the number of endogenous variables and
n is the value of the INTERIM=n option.
For these observations the _TYPE_ variable has the value IMULTi,
where the interim number i ranges from 1 to n.
The exogenous variables in groups of g observations
that have a _TYPE_ value of IMULTi contain the matrix
Di2 of multipliers at interim i.
The endogenous and lagged endogenous variables for
this group of observations are set to missing.
- TOTAL
-
the total multipliers, if the TOTAL option is specified.
The exogenous variables in this group of observations contain the
matrix (I-D)-12.
The endogenous and lagged endogenous variables for
this group of observations are set to missing.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
