Book Contents

Master Index

M

M= option

MODEL statement (TSCSREG)

%MA and %AR macros combined

MA Initial Conditions

conditional least squares

maximum likelihood

unconditional least squares

%MA macro

MA= option

ESTIMATE statement (ARIMA)

MACURVES statement

X11 procedure

managing

forecasting project

managing forecasting projects

MAPECR= option

ARIMA statement (X11)

Mapping FAME frequencies to SAS time intervals

SASEFAME engine

Mardia's test

normality tests

Marquardt method

ARIMA procedure

Marquardt-Levenberg method

MARR= option

COMPARE statement (LOAN)

mathematical functions

functions

matrix language

SAS/IML software

MAXADJUST= option

ARM statement (LOAN)

MAXERRORS= option

PROC MODEL statement

maximizing likelihood functions

maximum likelihood

AR initial conditions

MA Initial Conditions

maximum likelihood method

AUTOREG procedure

MAXIT=

PROC SYSLIN statement

MAXIT= option

ESTIMATE statement (ARIMA)

PROC STATESPACE statement

MAXITER= option

ARIMA statement (X11)

ESTIMATE statement (ARIMA)

FIT statement (MODEL)

MODEL statement (AUTOREG)

MODEL statement (PDLREG)

PROC SYSLIN statement

SOLVE statement (MODEL)

MAXRATE= option

ARM statement (LOAN)

MAXSUBITER= option

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Minimization Methods"

SOLVE statement (MODEL)

MDY

function

MDY function

mean absolute error

statistics of fit

mean absolute percent error

statistics of fit

MEAN= option

MODEL statement (AUTOREG)

mean percent error

statistics of fit

mean prediction error

statistics of fit

mean square error

statistics of fit

MEANS procedure

measurement equation

observation equation

of a state space model

MELO option

PROC SYSLIN statement

memory requirements

MODEL procedure

MEMORYUSE option

PROC MODEL statement

menu interfaces

to SAS/ETS software "Contents of SAS/ETS Software"

to SAS/ETS software "Time Series Forecasting System"

merging series

time series data

merging time series data sets

METHOD= option

ARIMA statement (X11)

CONVERT statement (EXPAND) "Conversion Methods"

CONVERT statement (EXPAND) "CONVERT Statement"

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Minimization Methods"

MODEL statement (AUTOREG)

MODEL statement (PDLREG)

PROC EXPAND statement "Conversion Methods"

PROC EXPAND statement "PROC EXPAND Statement"

PROC FORECAST statement

METHOD=CLS option

ESTIMATE statement (ARIMA)

METHOD=ML option

ESTIMATE statement (ARIMA)

methods in other SAS products

econometrics

METHOD=ULS option

ESTIMATE statement (ARIMA)

Michaelis-Menten Equations

midpoint dates of

time intervals

MINIC (Minimum Information Criterion) method

MINIC option

IDENTIFY statement (ARIMA)

PROC STATESPACE statement

minimization methods

MODEL procedure

minimization summary

MODEL procedure

minimum attractive rate of return

LOAN procedure

MARR

minimum expected loss estimator

MELO estimation method

SYSLIN procedure

Minimum Information Criterion (MINIC) method

MINRATE= option

ARM statement (LOAN)

MINTIMESTEP= option

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Numerical Integration"

MODEL statement (MODEL)

SOLVE statement (MODEL)

MINUTE

function

missing observations

contrasted with omitted observations

MISSING= option

FIT statement (MODEL)

missing values

COMPUTAB procedure

contrasted with omitted observations

embedded in time series

FORECAST procedure

interpolation of

MODEL procedure "Estimation Methods"

MODEL procedure "Numerical Solution Methods"

smoothing models

time series data

time series data and

missing values and

time series data "Missing Values and Omitted Observations"

time series data "Several Series with Different Ranges"

MISSONLY operator

mixed models

MMAE

MMSE

model evaluation

Model Identification

ARIMA procedure

model list

MODEL= option

ARIMA statement (X11)

PROC MODEL statement "PROC MODEL Statement"

PROC MODEL statement "Storing Programs in Model Files"

MODEL Procedure

Almon lag polynomials

polynomial distributed lag models

adjacency graph

adjusted R squared

analyzing models

ARMA model

autoregressive models

auxiliary equations

block structure

character variables

Chow tests

collinearity diagnostics "Troubleshooting Convergence Problems"

collinearity diagnostics "Troubleshooting Convergence Problems"

compiler listing

control variables

controlling starting values

convergence criteria

cross-equation covariance matrix

cross-reference

dependency list

derivatives

diagnostics and debugging

Durbin-Watson

dynamic simulation "Ordinary Differential Equations"

dynamic simulation "Solution Modes"

equation translations

equation variables

estimation convergence problems

estimation methods

estimation of ordinary differential equations

forecasting

full information maximum likelihood

functions across time

goal seeking

grid search

Hausman specification test

initializing lags

input data sets

internal variables

Jacobi method

lag functions

lag lengths

lag logic

language differences

large problems "Computer Resource Requirements"

large problems "Computer Resource Requirements"

likelihood confidence intervals

limitations on ordinary differential equations

linear dependencies

memory requirements

minimization methods

minimization summary

missing values "Estimation Methods"

missing values "Numerical Solution Methods"

model variables

Monte Carlo simulation

moving average models

n-period-ahead forecasting

nested iterations

Newton's Method

nonadditive errors

ordinary differential equations and goal seeking

output data sets

output table names

parameters

program listing

program variables

properties of the estimates

quasi-random number generators

R squared "Estimation Methods"

R squared "Troubleshooting Convergence Problems"

random-number generating functions

restrictions on parameters

S matrix

S-iterated methods

Seidel method

SIMNLIN procedure

simulation

solution mode output

solution modes "Numerical Solution Methods"

solution modes "Numerical Solution Methods"

solution modes "Solution Modes"

SOLVE Data Sets

starting values "Troubleshooting Convergence Problems"

starting values "Troubleshooting Convergence Problems"

static simulation

static simulations

stochastic simulation

storing programs

summary statistics

SYSNLIN procedure

systems of ordinary differential equations

tests on parameters

time variable

troubleshooting estimation convergence problems

troubleshooting simulation problems

using models to forecast

using solution modes "Solution Modes"

using solution modes "Solution Modes"

variables in model program

_WEIGHT_ variable

MODEL procedure and

differencing

lags

MODEL procedure version

DIF function

LAG function

model selection

model selection criterion

model selection for X-11-ARIMA method

X11 procedure

model selection list

MODEL statement

AUTOREG procedure

PDLREG procedure

SYSLIN procedure

TSCSREG procedure

model variables

MODEL procedure

Model Viewer

graphs

plots

Monte Carlo simulation

examples

MODEL procedure

MONTH

function "Computing Calendar Variables from Dates"

function "SAS Date, Time, and Datetime Functions"

MONTHLY statement

X11 procedure

moving average function

moving average models

MODEL procedure

moving averages

percent change calculations

moving between computer systems

SAS data sets

moving seasonality test

moving time window operators

moving-average parameters

ARIMA procedure

MTITLE= option

COLUMNS statement (COMPUTAB)

MU= option

ESTIMATE statement (ARIMA)

multiperiod

leads

multiperiod differences

differencing

multiperiod lagging

lags

multiperiod lags and

DIF function

LAG function

summation "Summing Series"

summation "Summing Series"

summation "Summing Series"

multiple selections

multiplicative model

ARIMA model

multipliers

SIMLIN procedure "Dynamic Multipliers"

SIMLIN procedure "Dynamic Multipliers"

SIMLIN procedure "Dynamic Multipliers"

SIMLIN procedure "OUTEST= Data Set"

SIMLIN procedure "OUTEST= Data Set"

SIMLIN procedure "Printed Output"

SIMLIN procedure "Printed Output"

SIMLIN procedure "Printed Output"

SIMLIN procedure "PROC SIMLIN Statement"

SIMLIN procedure "PROC SIMLIN Statement"

multipliers for higher order lags

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

SIMLIN procedure "Multipliers for Higher Order Lags"

multivariate

autocorrelations

normality tests

partial autocorrelations

multivariate forecasting

STATESPACE procedure

multivariate time series

STATESPACE procedure

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