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Time Series Analysis and Control Examples

Syntax

For details on the syntax of TIMSAC subroutines, see the individual entries in the reference library in Chapter 17, "Language Reference."

TIMSAC routines are controlled by the following statements:

CALL TSBAYSEA( trend, season, series, adjust, abic, data
           <,order, sorder, rigid, npred, opt, cntl, print>);

CALL TSDECOMP( comp, est, aic, data, <,xdata, order, sorder,
           nar, npred, init, opt, icmp, print>);

CALL TSMLOCAR( arcoef, ev, nar, aic, start, finish, data
           <,maxlag, opt, missing, print>);

CALL TSMLOMAR( arcoef, ev, nar, aic, start, finish, data
           <,maxlag, opt, missing, print>);

CALL TSMULMAR( arcoef, ev, nar, aic, data
           <,maxlag, opt, missing, print>);

CALL TSPEARS( arcoef, ev, nar, aic, data
           <,maxlag, opt, missing, print>);

CALL TSPRED( forecast, impulse, mse, data, coef, nar, nma
           <,ev, npred, start, constant>);

CALL TSROOT( matout, matin, nar, nma, <,qcoef, print>);

CALL TSTVCAR( arcoef, variance, est, aic, data
           <,nar, init, opt, outlier, print>);

CALL TSUNIMAR( arcoef, ev, nar, aic, data
           <,maxlag, opt, missing, print>);

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