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I

I option

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Iteration History"

MODEL statement (PDLREG)

MODEL statement (SYSLIN)

ID= option

FORECAST command (TSFS)

FORECAST statement (ARIMA)

TSVIEW command (TSFS) "FORECAST command"

TSVIEW command (TSFS) "TSVIEW command"

ID statement

EXPAND procedure

FORECAST procedure

MODEL procedure

SIMLIN procedure

STATESPACE procedure

TSCSREG procedure

X11 procedure

ID values for

time intervals

ID variable

DATASOURCE procedure

ID variable for

time series data

ID variables

ARIMA procedure

DATE

DATETIME

EXPAND procedure "ID Statement"

EXPAND procedure "Identifying Observations"

for interleaved time series

for time series data

FORECAST procedure

SIMLIN procedure

sorting by

STATESPACE procedure

TSCSREG procedure

X11 procedure "ID Statement"

X11 procedure "MONTHLY Statement"

ID variables for

cross-sectional dimensions

interleaved time series

time series cross-sectional form

IDENTIFY statement

ARIMA procedure

IDENTITY statement

SYSLIN procedure

IF

IGARCH model

AUTOREG procedure

IMF balance of payment statistics

DATASOURCE procedure

IMF direction of trade statistics

DATASOURCE procedure

IMF Economic Information System data files

DATASOURCE procedure

IMF government finance statistics

DATASOURCE procedure

IMF International Financial Statistics

DATASOURCE procedure "Reading in Data Files Containing Cross Sections"

DATASOURCE procedure "IMF Data Files"

impact multipliers

SIMLIN procedure "Dynamic Multipliers"

SIMLIN procedure "Printed Output"

impulse function

intervention model and

impulse response matrix

of a state space model

in SAS data sets

time series

in standard form

output data sets

INCLUDE

INCLUDE statement

MODEL procedure

incrementing by intervals

date values

incrementing dates

INTNX function

incrementing dates by

time intervals "Incrementing Dates by Intervals"

time intervals "Interval Functions INTNX and INTCK"

INDEX option

PROC DATASOURCE statement

indexing

OUT= data set

indexing the OUT= data set

DATASOURCE procedure "Example 10.9: CRSP Daily NYSE/AMEX Combined Stocks"

DATASOURCE procedure "PROC DATASOURCE Statement"

inequality restriction

nonlinear models "BOUNDS Statement"

nonlinear models "RESTRICT Statement"

nonlinear models "Restrictions and Bounds on Parameters"

INFILE= option

PROC DATASOURCE statement

infinite memory forecasts

ARIMA procedure

informats

date values "Date and Datetime Informats"

date values "Reading Date and Datetime Values with Informats"

datetime values "Date and Datetime Informats"

datetime values "Reading Date and Datetime Values with Informats"

time values

informats for

date values

datetime values

INIT statement

COMPUTAB procedure

INITIAL=

SOLVE statement (MODEL)

INITIAL= option

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Ordinary Differential Equations"

FIXED statement (LOAN)

MODEL statement (AUTOREG)

INITIAL statement

STATESPACE procedure

initial values

GARCH model

initializations

smoothing models

initializing lags

MODEL procedure

SIMLIN procedure

INITIALPCT= option

FIXED statement (LOAN)

INITMISS option

PROC COMPUTAB statement

INITVAL= option

ESTIMATE statement (ARIMA)

innovation vector

of a state space model

input block

COMPUTAB procedure

input data set

input data sets

MODEL procedure

input file

DATASOURCE procedure "PROC DATASOURCE Statement"

DATASOURCE procedure "PROC DATASOURCE Statement"

input matrix

of a state space model

INPUT= option

ESTIMATE statement (ARIMA) "ESTIMATE Statement"

ESTIMATE statement (ARIMA) "Specifying Inputs and Transfer Functions"

input series

ARIMA procedure

instrumental regression

instrumental variables

choice of

for nonlinear models

number to use

SYSLIN procedure "Estimation Methods"

SYSLIN procedure "Variables in a System of Equations"

instruments

INSTRUMENTS statement

MODEL procedure "Choice of Instruments"

MODEL procedure "INSTRUMENTS Statement"

MODEL procedure "INSTRUMENTS Statement"

SYSLIN procedure

INTCK

function

INTCK function

calendar calculations and

counting time intervals

defined

INTCK function and

time intervals "Counting Time Intervals"

time intervals "Interval Functions INTNX and INTCK"

interaction effects

ARIMA procedure

interest rates

LOAN procedure

interim multipliers

SIMLIN procedure "Dynamic Multipliers"

SIMLIN procedure "OUTEST= Data Set"

SIMLIN procedure "Printed Output"

INTERIM= option

PROC SIMLIN statement

interleaved

data set

interleaved form

output data sets

interleaved form of

time series data set

interleaved time series

and _TYPE_ variable "Interleaved Time Series"

and _TYPE_ variable "Interleaved Time Series"

and _TYPE_ variable "Interleaved Time Series"

combined with cross-sectional dimension

defined

FORECAST procedure and "Interleaved Time Series"

FORECAST procedure and "Interleaved Time Series"

FORECAST procedure and "Interleaved Time Series"

ID variables for

plots of "Using PROC GPLOT"

plots of "Using PROC PLOT"

internal rate of return

LOAN procedure

internal variables

MODEL procedure

International Monetary Fund data files

DATASOURCE procedure

interpolation

between levels and rates

between stocks and flows

EXPAND procedure and

of missing values "Interpolating Missing Values"

of missing values "Interpolating Missing Values"

time series data

to higher frequency

to lower frequency

interpolation methods

EXPAND procedure

interpolation of

missing values

time series data "Interpolating Missing Values"

time series data "Interpolating Missing Values"

time series data "Interpolating to a Higher or Lower Frequency"

time series data "Time Series Interpolation"

interpolation of missing values

EXPAND procedure

interpolation of time series

step function

interval functions and

calendar calculations

INTERVAL= option

FIXED statement (LOAN)

FORECAST command (TSFS) "FORECAST command"

FORECAST command (TSFS) "FORECAST command"

FORECAST statement (ARIMA) "FORECAST Statement"

FORECAST statement (ARIMA) "Specifying Series Periodicity"

PROC DATASOURCE statement

PROC FORECAST statement

PROC STATESPACE statement

TSVIEW command (TSFS) "FORECAST command"

TSVIEW command (TSFS) "TSVIEW command"

INTERVAL= option and

time intervals

intervals

intervention model

ARIMA procedure "Example 7.4: An Intervention Model for Ozone Data"

ARIMA procedure "Input Variables and Regression with ARMA Errors"

ARIMA procedure "Intervention Models and Interrupted Time Series"

ARIMA procedure "Rational Transfer Functions and Distributed Lag Models"

interrupted time series analysis

interrupted time series model

intervention analysis

intervention model and

impulse function

step function

intervention specification

interventions

automatic inclusion of

forecasting models

point

predictor variables

ramp

specifying

step

INTGPRINT option

SOLVE statement (MODEL)

INTNX

function

INTNX function

calendar calculations and

checking data periodicity

computing ceiling of intervals

computing ending date of intervals

computing midpoint date of intervals

computing widths of intervals

defined

incrementing dates

normalizing dates in intervals

INTNX function and

date values

time intervals

INTPER= option

PROC FORECAST statement

PROC STATESPACE statement

introduced

DIF function

LAG function

percent change calculations

time variables

inverse autocorrelation function

ARIMA procedure

invertibility

ARIMA procedure

invoking the system

irregular component

X11 procedure "Overview"

X11 procedure "X-11-ARIMA"

IT2SLS option

FIT statement (MODEL)

IT3SLS option

FIT statement (MODEL)

PROC SYSLIN statement

ITALL option

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Iteration History"

ITDETAILS option

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Iteration History"

iterated generalized method of moments

iterated seemingly unrelated regression

SYSLIN procedure

iterated three-stage least squares

SYSLIN procedure

ITGMM option

FIT statement (MODEL) "Estimation Methods"

FIT statement (MODEL) "FIT Statement"

ITOLS option

FIT statement (MODEL)

ITPRINT option

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Iteration History"

FIT statement (MODEL) "Troubleshooting Convergence Problems"

MODEL statement (AUTOREG)

MODEL statement (PDLREG)

PROC STATESPACE statement

PROC SYSLIN statement

SOLVE statement (MODEL) "Numerical Solution Methods"

SOLVE statement (MODEL) "SOLVE Statement"

ITSUR option

FIT statement (MODEL) "Estimation Methods"

FIT statement (MODEL) "FIT Statement"

PROC SYSLIN statement

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