PROC TSCSREG Statement
- PROC TSCSREG options;
The following options can be specified on the PROC TSCSREG statement.
- DATA= SAS-data-set
-
names the input data set.
The input data set must be sorted by cross section and by
time period within cross section.
If you omit DATA=, the most recently created SAS data set is used.
- TS= number
-
specifies the number of observations in the time series
for each cross section.
The TS= option value must be greater than 1.
The TS= option is required unless an ID statement is used.
Note that the number of observations for each time series must
be the same for each cross section and must cover the same time
period.
- CS= number
-
specifies the number of cross sections.
The CS= option value must be greater than 1.
The CS= option is required unless an ID statement is used.
- OUTEST= SAS-data-set
-
names an output data set to contain the parameter estimates.
When the OUTEST= option is not specified,
the OUTEST= data set is not created.
See the section "OUTEST= Data Set" later in this chapter for details
on the structure of the OUTEST= data set.
- OUTCOV
-
- COVOUT
-
writes the covariance matrix of the parameter estimates
to the OUTEST= data set.
See the section "OUTEST= Data Set" later in this chapter for details.
- OUTCORR
-
- CORROUT
-
writes the correlation matrix of the parameter estimates
to the OUTEST= data set.
See the section "OUTEST= Data Set" later in this chapter for details.
In addition, any of the following MODEL statement options can be
specified in the PROC TSCSREG statement:
CORRB, COVB, FIXONE, FIXTWO, RANONE, RANTWO, FULLER, PARKS, DASILVA,
NOINT, NOPRINT, M=, PHI, RHO, and SINGULAR=.
When specified in the PROC TSCSREG statement, these options are equivalent to
specifying the options for every MODEL statement.
See the section "MODEL Statement" for a complete description of each of
these options.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
