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The SIMLIN Procedure

Functional Summary

The statements and options controlling the SIMLIN procedure are summarized in the following table.

Description Statement Option
Data Set Options   
specify input data set containing structural coefficientsPROC SIMLINEST=
specify type of estimates read from EST= data setPROC SIMLINTYPE=
write reduced form coefficients and multipliers to an output data setPROC SIMLINOUTEST=
specify the input data set for simulationPROC SIMLINDATA=
write predicted and residual values to an output data setOUTPUT 
   
Printing Control Options   
print the structural coefficientsPROC SIMLINESTPRINT
suppress printing of reduced form coefficientsPROC SIMLINNORED
suppress all printed outputPROC SIMLINNOPRINT
   
Dynamic Multipliers   
compute interim multipliersPROC SIMLININTERIM=
compute total multipliersPROC SIMLINTOTAL
   
Declaring the Role of Variables   
specify BY-group processingBY 
specify the endogenous variablesENDOGENOUS 
specify the exogenous variablesEXOGENOUS 
specify identifying variablesID 
specify lagged endogenous variablesLAGGED 
   
Controlling the Simulation   
specify the starting observation for dynamic simulationPROC SIMLINSTART=
   

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