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D

Da Silva method

TSCSREG procedure "Da Silva Method (Variance-Component Moving Average Model)"

TSCSREG procedure "Overview"

damped-trend exponential smoothing

smoothing models

DASILVA option

MODEL statement (TSCSREG)

DATA

DROP

IF

KEEP

WHERE

DATA= option

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Input Data Sets"

FORECAST command (TSFS) "FORECAST command"

FORECAST command (TSFS) "FORECAST command"

IDENTIFY statement (ARIMA)

PROC ARIMA statement

PROC AUTOREG statement

PROC COMPUTAB statement

PROC EXPAND statement

PROC FORECAST statement

PROC MODEL statement

PROC PDLREG statement

PROC SIMLIN statement "DATA= Data Set"

PROC SIMLIN statement "PROC SIMLIN Statement"

PROC SPECTRA statement

PROC STATESPACE statement

PROC SYSLIN statement

PROC TSCSREG statement

PROC X11 statement

SOLVE statement (MODEL) "SOLVE Data Sets"

SOLVE statement (MODEL) "SOLVE Statement"

TSVIEW command (TSFS) "FORECAST command"

TSVIEW command (TSFS) "TSVIEW command"

data periodicity

FORECAST procedure

data requirements

ARIMA procedure

FORECAST procedure

X11 procedure

data set

concatenated

forecast data set

forms of

interleaved

simple

data set selection

DATA step

SAS data sets

DATASETS procedure

DATASOURCE procedure

attributes

attributes of variables

auxiliary data sets

balance of payment statistics data files

BEA data files

BEA national income and product accounts diskettes

BEA S-page diskettes

BLS consumer price index surveys

BLS data files

BLS national employment, hours, and earnings survey

BLS producer price index survey

BLS state and area employment, hours, and earnings survey

BOPS data file

Bureau of Economic Analysis data files

Bureau of Labor Statistics data files

CDROM data, IEEE Big Endian vs. IEEE Little Endian "Example 10.10: CRSP 1995 CDROM Data Files"

CDROM data, IEEE Big Endian vs. IEEE Little Endian "Example 10.10: CRSP 1995 CDROM Data Files"

CDROM data, UNIX (SUN) Binary vs. PC Binary "Example 10.10: CRSP 1995 CDROM Data Files"

CDROM data, UNIX (SUN) Binary vs. PC Binary "Example 10.10: CRSP 1995 CDROM Data Files"

Center for Research in Security Prices data files

CITIBASE old tape format

CITIBASE PC diskette format

CITIBASE tape format

COMPUSTAT data files "COMPUSTAT Data Files"

COMPUSTAT data files "The DATASOURCE Procedure"

COMPUSTAT IBM 360/370 general format 48 quarter files

COMPUSTAT IBM 360/370 general format annual files

COMPUSTAT universal character format 48 quarter files

COMPUSTAT universal character format annual files

Consumer Price Index Surveys

cross sections "Obtaining Descriptive Information on Cross Sections"

cross sections "Reading in Data Files Containing Cross Sections"

cross sections "Subsetting a Data File Containing Cross Sections"

cross sections "WHERE Statement"

CRSP ACCESS97 CDROM data files "Example 10.11: CRSP ACCESS97 CDROM Data Files"

CRSP ACCESS97 CDROM data files "Example 10.11: CRSP ACCESS97 CDROM Data Files"

CRSP annual data

CRSP calendar/indices files

CRSP CDROM data files "Example 10.10: CRSP 1995 CDROM Data Files"

CRSP CDROM data files "Example 10.10: CRSP 1995 CDROM Data Files"

CRSP daily binary files

CRSP daily character files

CRSP daily IBM binary files

CRSP daily security files

CRSP data files

CRSP monthly binary files

CRSP monthly character files

CRSP monthly IBM binary files

CRSP monthly security files

CRSP stock files

direction of trade statistics data files

DOTS data file

DRI Data Delivery Service data files

DRI data files "DRI/McGraw-Hill Data Files"

DRI data files "The DATASOURCE Procedure"

DRI/McGraw-Hill data files "DRI/McGraw-Hill Data Files"

DRI/McGraw-Hill data files "The DATASOURCE Procedure"

DRIBASIC data files "DRI/McGraw-Hill Data Files"

DRIBASIC data files "DRI/McGraw-Hill Data Files"

DRIBASIC economics format

DRIDDS data files "DRI/McGraw-Hill Data Files"

DRIDDS data files "DRI/McGraw-Hill Data Files"

employment, hours, and earnings survey

event variables "DROPEVENT Statement"

event variables "KEEPEVENT Statement"

event variables "OUT= Data Set"

FAME data files

FAME Information Services Databases "FAME Information Services Databases"

FAME Information Services Databases "The DATASOURCE Procedure"

formatting variables

frequency of data

frequency of input data

generic variables

GFS data files

government finance statistics data files

Haver Analytics data files

ID variable

IMF balance of payment statistics

IMF data files

IMF direction of trade statistics

IMF Economic Information System data files

IMF government finance statistics

IMF International Financial Statistics

IMF international financial statistics

indexing the OUT= data set "Example 10.9: CRSP Daily NYSE/AMEX Combined Stocks"

indexing the OUT= data set "PROC DATASOURCE Statement"

input file "PROC DATASOURCE Statement"

input file "PROC DATASOURCE Statement"

input file "PROC DATASOURCE Statement"

international financial statistics data files

International Monetary Fund data files "IMF Data Files"

International Monetary Fund data files "The DATASOURCE Procedure"

labeling variables

lengths of variables "Changing the Lengths of Numeric Variables"

lengths of variables "LENGTH Statement"

main economic indicators (OECD) data files

national accounts data files (OECD)

national income and product accounts

national income and product accounts tapes

NIPA Tables

obtaining descriptive information "Obtaining Descriptive Information on Cross Sections"

obtaining descriptive information "Obtaining Descriptive Information on Cross Sections"

obtaining descriptive information "Obtaining Descriptive Information on Cross Sections"

obtaining descriptive information "OUTALL= Data Set"

obtaining descriptive information "OUTBY= Data Set"

obtaining descriptive information "OUTCONT= Data Set"

obtaining descriptive information "OUTEVENT= Data Set"

obtaining descriptive information "Selecting Time Series Variables -- The KEEP and DROP Statements"

OECD ANA data files

OECD annual national accounts

OECD data files

OECD main economic indicators

OECD MEI data files

OECD QNA data files

OECD quarterly national accounts

Organization for Economic Cooperation and Development data files "OECD Data Files"

Organization for Economic Cooperation and Development data files "The DATASOURCE Procedure"

OUTALL= data set

OUTBY= data set

OUTCONT= data set "Obtaining Descriptive Information on Cross Sections"

OUTCONT= data set "Selecting Time Series Variables -- The KEEP and DROP Statements"

output data sets "OUT= Data Set"

output data sets "OUTALL= Data Set"

output data sets "OUTBY= Data Set"

output data sets "OUTCONT= Data Set"

output data sets "OUTEVENT= Data Set"

output data sets "Reading Data Files"

Producer Price Index Survey

reading data files

renaming variables "RENAME Statement"

renaming variables "Renaming Time Series Variables"

SAS YEARCUTOFF= option

state and area employment, hours, and earnings survey

stock data files

subsetting data files "Subsetting Input Data Files"

subsetting data files "Syntax"

time range

time range of data

time series variables "OUT= Data Set"

time series variables "Selecting Time Series Variables -- The KEEP and DROP Statements"

time series variables "Selecting Time Series Variables -- The KEEP and DROP Statements"

type of input data file

U.S. Bureau of Economic Analysis data files

U.S. Bureau of Labor Statistics data files

variable list

DATE

function

ID variables

DATE= option

MONTHLY statement (X11)

QUARTERLY statement (X11)

date values

calendar functions and "Computing Calendar Variables from Dates"

calendar functions and "Computing Dates from Calendar Variables"

computing datetime values from

computing from datetime values

difference between dates

formats "Date Formats"

formats "Formatting Date and Datetime Values"

formats for

functions

incrementing by intervals

informats "Date and Datetime Informats"

informats "Reading Date and Datetime Values with Informats"

informats for

INTNX function and

normalizing to intervals

SAS representation for

syntax for

time intervals

time intervals and

Year 2000 Compliance

DATE variable

DATEJUL function

DATEJUL function

DATEPART function

dates

alignment of

DATETIME

function

ID variables

datetime values

computing calendar variables from

computing from calendar variables

computing from time variables

computing time variables from

formats "Datetime and Time Formats"

formats "Formatting Date and Datetime Values"

formats for

functions

informats "Date and Datetime Informats"

informats "Reading Date and Datetime Values with Informats"

informats for

SAS representation for

syntax for

time intervals

DATETIME variable

dating variables

DAY

function "Computing Calendar Variables from Dates"

function "SAS Date, Time, and Datetime Functions"

DBNAME= option

PROC DATASOURCE statement

DBTYPE= option

PROC DATASOURCE statement

default time ranges

defined

INTCK function

interleaved time series

INTNX function

omitted observations

time values

definition

S matrix

time series

degrees of freedom correction

DELTA= option

ESTIMATE statement (ARIMA)

denominator factors

transfer function model

dependency list

MODEL procedure

derivatives

MODEL procedure

DERT. variable

design matrix

ARIMAX models and

details

generalized method of moments

DETAILS option

FIT statement (MODEL)

PROC MODEL statement

DETTOL= option

PROC STATESPACE statement

developing

forecasting models

developing forecasting models

DFPVALUE

macro

macro variable "Results"

macro variable "Results"

DFPVALUE macro

Dickey-Fuller test

SAS macros

DFTEST

macro

DFTEST macro

Dickey-Fuller test

output data sets "Syntax"

output data sets "Syntax"

SAS macros

seasonality, testing for

stationarity, testing for

DHMS

function

DHMS function

diagnostic tests

time series

diagnostics and debugging

MODEL procedure

Dickey-Fuller test

DFPVALUE macro

DFTEST macro

significance probabilities for

Dickey-Fuller tests

DIF

function

DIF function

alternatives to

explained

higher order differences "Multiperiod Lags and Higher-Order Differencing"

higher order differences "Multiperiod Lags and Higher-Order Differencing"

introduced

MODEL procedure

MODEL procedure version

multiperiod lags and

percent change calculations and "Percent Change Calculations"

percent change calculations and "Percent Change Calculations"

percent change calculations and "Percent Change Calculations"

percent change calculations and "Percent Change Calculations"

percent change calculations and "Percent Change Calculations"

pitfalls of

second difference

DIF function and

differencing "The LAG and DIF Functions"

differencing "The LAG and DIF Functions"

DIF= option

BOXCOXAR macro

DFTEST macro

LOGTEST macro

difference between dates

date values

differences with X11ARIMA/88

X11 procedure

differencing

ARIMA procedure "Differencing"

ARIMA procedure "Prewhitening"

ARIMA procedure "Specifying Inputs and Transfer Functions"

DIF function and "The LAG and DIF Functions"

DIF function and "The LAG and DIF Functions"

DIF function and "The LAG and DIF Functions"

higher order "Multiperiod Lags and Higher-Order Differencing"

higher order "Multiperiod Lags and Higher-Order Differencing"

MODEL procedure and

multiperiod differences

percent change calculations and "Percent Change Calculations"

percent change calculations and "Percent Change Calculations"

percent change calculations and "Percent Change Calculations"

percent change calculations and "Percent Change Calculations"

percent change calculations and "Percent Change Calculations"

RETAIN statement and

second difference

STATESPACE procedure

testing order of

time series data "Multiperiod Lags and Higher-Order Differencing"

time series data "Multiperiod Lags and Higher-Order Differencing"

time series data "Multiperiod Lags and Higher-Order Differencing"

time series data "Percent Change Calculations"

time series data "Percent Change Calculations"

time series data "Percent Change Calculations"

time series data "Percent Change Calculations"

time series data "Percent Change Calculations"

time series data "The LAG and DIF Functions"

time series data "The LAG and DIF Functions"

time series data "The LAG and DIF Functions"

time series data "The LAG and DIF Functions"

time series data "The LAG and DIF Functions"

different forms of

output data sets

differential algebraic equations

ordinary differential equations (ODEs)

differential equations

See ordinary differential equations

DIMMAX= option

PROC STATESPACE statement

discussed

EXPAND procedure

DIST= option

MODEL statement (AUTOREG)

distributed lag regression models

PDLREG procedure

distribution

of time series

distribution of

time series data

distribution of time series

EXPAND procedure

DLAG= option

DFPVALUE macro

DFTEST macro

DO

DOL option

ROWS statement (COMPUTAB)

DOTS data file

DATASOURCE procedure

double exponential smoothing

Brown smoothing model

smoothing models

DOWNPAYMENT= option

FIXED statement (LOAN)

DOWNPAYPCT= option

FIXED statement (LOAN)

DRI data files

DATASOURCE procedure

DRI/McGraw-Hill data files

DATASOURCE procedure

DRIBASIC data files

DATASOURCE procedure

DRIBASIC economics format

DATASOURCE procedure

DRIDDS data files

DATASOURCE procedure

DROP in the DATA step

SASEFAME engine

DROP= option

FIT statement (MODEL)

DROP statement

DATASOURCE procedure

DROPEVENT statement

DATASOURCE procedure

dual quasi-Newton method

AUTOREG procedure

DUL option

ROWS statement (COMPUTAB)

Durbin h-test

AUTOREG procedure

Durbin t-test

AUTOREG procedure

Durbin-Watson

MODEL procedure

Durbin-Watson test

autocorrelation tests

AUTOREG procedure "Testing for Autocorrelation"

AUTOREG procedure "Testing for Autocorrelation"

for first-order autocorrelation

for higher-order autocorrelation

p-values for

Durbin-Watson tests

linearized form

DW option

FIT statement (MODEL)

MODEL statement (SYSLIN)

DW= option

MODEL statement (AUTOREG)

MODEL statement (PDLREG)

DWPROB option

MODEL statement (AUTOREG)

MODEL statement (PDLREG)

dynamic models

SIMLIN procedure "Dynamic Multipliers"

SIMLIN procedure "Example 16.2: Multipliers for a Third-Order System"

SIMLIN procedure "Getting Started"

SIMLIN procedure "Prediction and Simulation"

dynamic multipliers

SIMLIN procedure "Dynamic Multipliers"

SIMLIN procedure "Multipliers for Higher Order Lags"

DYNAMIC option

FIT statement (MODEL)

SOLVE statement (MODEL) "Ordinary Differential Equations"

SOLVE statement (MODEL) "Solution Modes"

SOLVE statement (MODEL) "SOLVE Statement"

dynamic regression

specifying

dynamic regressors

forecasting models

dynamic simulation

MODEL procedure "Ordinary Differential Equations"

MODEL procedure "Solution Modes"

SIMLIN procedure

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