Book Contents

Master Index

S

S convergence measure

S matrix

definition

MODEL procedure

S matrix used in estimation

S option

PROC SPECTRA statement

S-iterated methods

MODEL procedure

sample data sets

sampling frequency

changing by interpolation

of time series "Formatting Date and Datetime Values"

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

of time series "Time Series Periodicity and Time Intervals"

time intervals and

sampling frequency of

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

time series data "Time Series Periodicity and Time Intervals"

sampling frequency of time series

time intervals "Interpolating to a Higher or Lower Frequency"

time intervals "Time Series Periodicity and Time Intervals"

SAS/AF

batch forecasting

customizing user interface

SAS/CALC software

spreadsheets

SAS data sets

contents of

copying

DATA step

moving between computer systems

printing

renaming

sorting

structured query language

summarizing "Base SAS Software"

summarizing "Base SAS Software"

transposing

SAS data sets and

time series data

SAS DATA step

SASEFAME engine

SAS/ETS procedures using

OUTPUT statement

SAS/GRAPH software

graphics

SAS/IML software

IML

matrix language

SAS/INSIGHT software

graphics

SAS language features for

time series data

SAS macros

BOXCOXAR macro

DFPVALUE macro

DFTEST macro

LOGTEST macro

macros

SAS/OR software

operations research

SAS output data set

SASEFAME engine

SAS/QC software

statistical quality control

SAS representation for

date values

datetime values

SAS source statements

SAS/STAT software

SAS YEARCUTOFF= option

DATASOURCE procedure

SASEFAME engine

CONTENTS procedure

convert option "Overview"

convert option "Reading and Converting FAME Database Time Series"

creating a FAME view

DRI data files in FAME.db

DRI/McGraw-Hill data files in FAME.db

DROP in the DATA step

FAME data files

FAME Information Services Databases

KEEP in the DATA step "Example 5.2: Reading Time Series from the FAME database"

KEEP in the DATA step "Example 5.3: Writing Time Series to the SAS data set"

LIBNAME interface engine for FAME databases

libname statement

main economic indicators (OECD) data files in FAME.db

Mapping FAME frequencies to SAS time intervals

national accounts data files (OECD) in FAME.db

OECD data files in FAME.db

Organization for Economic Cooperation and Development data files in FAME.db

PRINT procedure

reading from a FAME data base

RENAME in the DATA step

SAS DATA step

SAS output data set

SQL procedure,creating a view

SQL procedure,using clause

viewing a FAME database

WHERE in the DATA step

SASHELP library

SATISFY= option

SOLVE statement (MODEL)

saving and restoring

forecasting project

SCAN (Smallest Canonical) correlation method

SCAN option

IDENTIFY statement (ARIMA)

SCHEDULE option

FIXED statement (LOAN)

SCHEDULE= option

FIXED statement (LOAN)

SCHEDULE= YEARLY option

FIXED statement (LOAN)

Schwarz Bayesian criterion

ARIMA procedure

AUTOREG procedure

SBC

Schwarz Bayesian information criterion

BIC

SBC

statistics of fit

SDATA= option

FIT statement (MODEL) "Example 14.2: A Consumer Demand Model"

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Input Data Sets"

SOLVE statement (MODEL) "Solution Modes"

SOLVE statement (MODEL) "SOLVE Data Sets"

SOLVE statement (MODEL) "SOLVE Statement"

SDIAG option

PROC SYSLIN statement

seasonal adjustment

time series data

X11 procedure "Overview"

X11 procedure "X-11-ARIMA"

seasonal ARIMA model

notation

Seasonal ARIMA model options

seasonal component

X11 procedure

seasonal dummies

predictor variables

seasonal dummy variables

forecasting models

specifying

seasonal exponential smoothing

smoothing models

seasonal forecasting

additive Winters method

FORECAST procedure "Forecasting Methods"

FORECAST procedure "Forecasting Methods"

WINTERS method

seasonal model

ARIMA model

ARIMA procedure

seasonal transfer function

notation

seasonal unit root test

seasonality

FORECAST procedure

testing for

seasonality test

seasonality tests

seasonality, testing for

DFTEST macro

SEASONS= option

PROC FORECAST statement

SECOND

function

second difference

DIF function

differencing

See ordinary differential equations

differential equations

SEED= option

SOLVE statement (MODEL) "Solution Modes"

SOLVE statement (MODEL) "SOLVE Statement"

seemingly unrelated regression

cross-equation covariance matrix

joint generalized least squares

SUR estimation method

SYSLIN procedure "Estimation Methods"

SYSLIN procedure "SUR, 3SLS, and FIML Estimation"

Zellner estimation

Seidel method

MODEL procedure

SEIDEL option

SOLVE statement (MODEL)

SELECT

selecting from a list

forecasting models

selection criterion

serial correlation correction

AUTOREG procedure

series

autocorrelations

series adjustments

series diagnostics

series selection

series transformations

SETMISS operator

Shapiro-Wilk test

normality tests

Shewhart control charts

shifted

time intervals

SIGCORR= option

PROC STATESPACE statement

significance probabilities for

Dickey-Fuller test

SIGSQ= option

FORECAST statement (ARIMA)

SIMLIN procedure

BY groups

dynamic models "Dynamic Multipliers"

dynamic models "Example 16.2: Multipliers for a Third-Order System"

dynamic models "Getting Started"

dynamic models "Prediction and Simulation"

dynamic multipliers "Dynamic Multipliers"

dynamic multipliers "Multipliers for Higher Order Lags"

dynamic simulation

EST= data set

ID variables

impact multipliers "Dynamic Multipliers"

impact multipliers "Printed Output"

initializing lags

interim multipliers "Dynamic Multipliers"

interim multipliers "OUTEST= Data Set"

interim multipliers "Printed Output"

lags

linear structural equations

multipliers "Dynamic Multipliers"

multipliers "Dynamic Multipliers"

multipliers "Dynamic Multipliers"

multipliers "Dynamic Multipliers"

multipliers "OUTEST= Data Set"

multipliers "OUTEST= Data Set"

multipliers "Printed Output"

multipliers "Printed Output"

multipliers "Printed Output"

multipliers "PROC SIMLIN Statement"

multipliers "PROC SIMLIN Statement"

multipliers for higher order lags "Example 16.2: Multipliers for a Third-Order System"

multipliers for higher order lags "Multipliers for Higher Order Lags"

output data sets "OUT= Data Set"

output data sets "OUTEST= Data Set"

output table names

predicted values "OUTPUT Statement"

predicted values "Prediction and Simulation"

printed output

reduced form coefficients "Computing the Reduced Form"

reduced form coefficients "Example 16.1: Simulating Klein's Model I"

reduced form coefficients "Printed Output"

residuals

simulation

statistics of fit

structural equations

structural form

total multipliers "Dynamic Multipliers"

total multipliers "OUTEST= Data Set"

total multipliers "Printed Output"

total multipliers "PROC SIMLIN Statement"

TYPE=EST data set

simple

data set

simple exponential smoothing

smoothing models

SIMPLE option

PROC SYSLIN statement

SIMULATE option

SOLVE statement (MODEL)

simulating

ARIMA model "ARIMA Process Specification Window"

ARIMA model "Time Series Simulation Window"

simulation

MODEL procedure

of time series "ARIMA Process Specification Window"

of time series "Time Series Simulation Window"

SIMLIN procedure

time series "ARIMA Process Specification Window"

time series "Time Series Simulation Window"

simultaneous equation bias

SYSLIN procedure

SIN function

SINGLE option

SOLVE statement (MODEL) "Numerical Solution Methods"

SOLVE statement (MODEL) "SOLVE Statement"

SINGULAR= option

ESTIMATE statement (ARIMA)

FIT statement (MODEL)

MODEL statement (TSCSREG)

PROC FORECAST statement

PROC STATESPACE statement

PROC SYSLIN statement

SINH function

SINTPER= option

PROC FORECAST statement

SKIP option

ROWS statement (COMPUTAB)

SLENTRY= option

PROC FORECAST statement

sliding spans analysis

SLSTAY= option

MODEL statement (AUTOREG)

PROC FORECAST statement

Smallest Canonical (SCAN) correlation method

smoothing equations

smoothing models

smoothing model specification

smoothing models

calculations

damped-trend exponential smoothing

double exponential smoothing

exponential smoothing

forecasting models "Smoothing Model Specification Window"

forecasting models "Smoothing Models"

initializations "Smoothing Model Calculations"

initializations "Smoothing Model Calculations"

linear exponential smoothing

missing values

predictions

seasonal exponential smoothing

simple exponential smoothing

smoothing equations

smoothing state

smoothing weights

specifying

standard errors

underlying model

Winters Method "Equations for the Smoothing Models"

Winters Method "Equations for the Smoothing Models"

smoothing state

smoothing models

smoothing weights

additive-invertible region

boundaries

FORECAST procedure

optimizations

smoothing models

specifications

weights

solution mode output

MODEL procedure

solution modes

MODEL procedure "Numerical Solution Methods"

MODEL procedure "Solution Modes"

SOLVE Data Sets

MODEL procedure

SOLVE statement

MODEL procedure

SOLVEPRINT option

SOLVE statement (MODEL)

SORT procedure

sorting

sorting

forecasting models "Develop Models Window"

forecasting models "Sorting and Selecting Models"

SAS data sets

time series data

sorting by

ID variables

specification tests

TSCSREG procedure

specifications

smoothing weights

specifying

adjustments

ARIMA models

combination models

custom models

dynamic regression

forecasting models

interventions

level shifts

predictor variables

regressors

seasonal dummy variables

smoothing models

state space models

time ID variable

trend changes

trend curves

SPECTRA procedure

BY groups

Chirp-Z algorithm

coherency of cross-spectrum

cospectrum estimate

cross-periodogram

cross-spectral analysis "OUT= Data Set"

cross-spectral analysis "OUT= Data Set"

cross-spectral analysis "OUT= Data Set"

cross-spectral analysis "Overview"

cross-spectral analysis "Overview"

cross-spectrum

fast Fourier transform

finite Fourier transform

Fourier coefficients

Fourier transform

frequency

kernels

output data sets

output table names

periodogram "OUT= Data Set"

periodogram "Overview"

phase spectrum

quadrature spectrum

spectral analysis

spectral density estimate "OUT= Data Set"

spectral density estimate "Overview"

spectral window

white noise test "Printed Output"

white noise test "White Noise Test"

spectral analysis

SPECTRA procedure

spectral density estimate

SPECTRA procedure "OUT= Data Set"

SPECTRA procedure "Overview"

spectral window

SPECTRA procedure

SPLINE method

EXPAND procedure

splitting series

time series data

splitting time series data sets

spreadsheets

SAS/CALC software

SQL procedure

structured query language

SQL procedure,creating a view

SASEFAME engine

SQL procedure,using clause

SASEFAME engine

SQRT function

square root

transformations

SRESTRICT statement

SYSLIN procedure

SSPAN statement

X11 procedure

stable seasonality test

standard errors

smoothing models

standard form

of time series data set

standard form of

time series data

STANDARD procedure

standardized values

START= option

FIT statement (MODEL) "Example 14.1: OLS Single Nonlinear Equation"

FIT statement (MODEL) "FIT Statement"

FIT statement (MODEL) "Troubleshooting Convergence Problems"

FIXED statement (LOAN)

MODEL statement (AUTOREG)

MONTHLY statement (X11)

PROC FORECAST statement

PROC SIMLIN statement

QUARTERLY statement (X11)

SOLVE statement (MODEL)

starting dates of

time intervals

starting values

GARCH model

MODEL procedure "Troubleshooting Convergence Problems"

MODEL procedure "Troubleshooting Convergence Problems"

STARTITER option

FIT statement (MODEL)

STARTITER= option

FIT statement (MODEL)

STARTUP= option

MODEL statement (AUTOREG)

STAT= option

FORECAST command (TSFS)

state space models

form of

relation to ARMA models

specifying

state vector of

STATESPACE procedure

state transition equation

of a state space model

state vector

of a state space model

state vector of

state space models

STATESPACE procedure

automatic forecasting

BY groups

canonical correlation analysis "Canonical Correlation Analysis"

canonical correlation analysis "Overview"

confidence limits

differencing

forecasting "Forecasting"

forecasting "Overview"

ID variables

Kalman filter

multivariate forecasting

multivariate time series

output data sets "OUT= Data Set"

output data sets "OUTAR= Data Set"

output data sets "OUTMODEL= Data Set"

output table names

predicted values "Forecasting"

predicted values "OUT= Data Set"

printed output

residuals

restricted estimates

state space models

time intervals

Yule-Walker equations

STATIC option

FIT statement (MODEL)

SOLVE statement (MODEL) "Ordinary Differential Equations"

SOLVE statement (MODEL) "Solution Modes"

SOLVE statement (MODEL) "SOLVE Statement"

static simulation

MODEL procedure

static simulations

MODEL procedure

stationarity

and state space models

ARIMA procedure

nonstationarity

of time series

prediction errors

testing for

STATIONARITY= option

IDENTIFY statement (ARIMA) "IDENTIFY Statement"

IDENTIFY statement (ARIMA) "IDENTIFY Statement"

IDENTIFY statement (ARIMA) "IDENTIFY Statement"

MODEL statement (AUTOREG)

stationarity tests

stationarity, testing for

DFTEST macro

statistical quality control

SAS/QC software

statistics of fit

adjusted R-square

Akaike's information criterion

Amemiya's prediction criterion

Amemiya's R-square

corrected sum of squares

error sum of squares

goodness of fit

goodness-of-fit statistics

mean absolute error

mean absolute percent error

mean percent error

mean prediction error

mean square error

nonmissing observations

number of observations

R-square statistic

random walk R-square

root mean square error

Schwarz Bayesian information criterion

SIMLIN procedure

uncorrected sum of squares

STATS option

SOLVE statement (MODEL) "Solution Modes"

SOLVE statement (MODEL) "SOLVE Statement"

STB option

MODEL statement (PDLREG)

MODEL statement (SYSLIN)

STD= option

HETERO statement (AUTOREG)

step

interventions

step function

interpolation of time series

intervention model and

step interventions

step function

STEP method

EXPAND procedure

STEPAR method

FORECAST procedure

stepwise autoregression

AUTOREG procedure

FORECAST procedure "Forecasting Methods"

FORECAST procedure "Overview"

STEST statement

SYSLIN procedure

stochastic simulation

MODEL procedure

stocks

contrasted with flow variables

stored in SAS data sets

time series data

storing programs

MODEL procedure

structural

predicted values "OUTPUT Statement"

predicted values "Predicted Values"

residuals "OUTPUT Statement"

residuals "OUTPUT Statement"

structural change

Chow test for

structural equations

SIMLIN procedure

structural form

SIMLIN procedure

structural models

covariance structure analysis of

structural predictions

AUTOREG procedure

structured query language

SAS data sets

subset model

ARIMA model

ARIMA procedure

AUTOREG procedure

subsetting data files

DATASOURCE procedure "Subsetting Input Data Files"

DATASOURCE procedure "Syntax"

SUMBY statement

COMPUTAB procedure

summarizing

SAS data sets

summary of

time intervals

SUMMARY option

MONTHLY statement (X11)

QUARTERLY statement (X11)

summary statistics

MODEL procedure

summation

higher order sums

multiperiod lags and "Summing Series"

multiperiod lags and "Summing Series"

multiperiod lags and "Summing Series"

of time series "Summing Series"

of time series "Summing Series"

summation of

time series data "Summing Series"

time series data "Summing Series"

time series data "Summing Series"

time series data "Summing Series"

time series data "Summing Series"

SUMONLY option

PROC COMPUTAB statement

SUR option

FIT statement (MODEL) "Estimation Methods"

FIT statement (MODEL) "Example 14.2: A Consumer Demand Model"

FIT statement (MODEL) "FIT Statement"

PROC SYSLIN statement

syntax for

date values

datetime values

time intervals

time values

SYSLIN procedure

Basmann test "Computational Details"

Basmann test "MODEL Statement"

BY groups

endogenous variables

exogenous variables

full information maximum likelihood "Estimation Methods"

full information maximum likelihood "SUR, 3SLS, and FIML Estimation"

Fuller's modification to LIML

instrumental variables "Estimation Methods"

instrumental variables "Variables in a System of Equations"

iterated seemingly unrelated regression

iterated three-stage least squares

jointly dependent variables

K-class estimation

lagged endogenous variables

limited information maximum likelihood

minimum expected loss estimator

output data sets "OUT= Data Set"

output data sets "OUTEST= Data Set"

output data sets "OUTSSCP= Data Set"

output table names

over identification restrictions

predetermined variables

predicted values

printed output

R-square statistic

reduced form coefficients

residuals

restricted estimation "RESTRICT Statement"

restricted estimation "SRESTRICT Statement"

seemingly unrelated regression "Estimation Methods"

seemingly unrelated regression "SUR, 3SLS, and FIML Estimation"

simultaneous equation bias

system weighted MSE

system weighted R-square "Printed Output"

system weighted R-square "The R2 Statistics"

tests of hypothesis "STEST Statement"

tests of hypothesis "TEST Statement"

three-stage least squares "Estimation Methods"

three-stage least squares "SUR, 3SLS, and FIML Estimation"

two-stage least squares "Estimation Methods"

two-stage least squares "Two-Stage Least Squares Estimation"

system weighted MSE

SYSLIN procedure

system weighted R-square

SYSLIN procedure "Printed Output"

SYSLIN procedure "The R2 Statistics"

systems of

ordinary differential equations (ODEs)

systems of differential equations

examples

systems of ordinary differential equations

MODEL procedure

Book Contents

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