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SAS/ETS 9.22 User's Guide 183

SAS/Ets 9.22 User's Guide 183. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 1812 F Chapter 27 The SYSLIN Procedure Output 27.1.4 The OUTEST Data Set Obs _TYPE_ _STATUS_ _MODEL DEPVAR_ _SIGMA_ Intercept klag plag 1 LIML 0 Converged CONSUME c 1.55079 17.1477 . 0.39603 2 LIML 0 Converged INVEST i 1.43479 22.5908 -0.16826 0.68039 3 LIML 0 Converged LABOR w 0.76781 1.5262 . . Obs xlag wp gt yr c p wi x wsum k y 1 . . . . . -1 -0.22251 . . . 0.82256 . . 2 . . . 0.07518 . -1 . . . . 3 0.15132 . . . 0.13159 . . -1 . 0.43394 . . . The following statements estimate the model using the 3SLS method. The reduced form estimates are produced by the REDUCED option IDENTITY statements are used to make the model complete. proc syslin data klein 3sls reduced endogenous c p w i x wsum k y instruments klag plag xlag wp g t yr consume model c p plag wsum invest model i p plag klag labor model w x xlag yr product identity x c i g income identity y c i g-t profit identity p y - w stock identity k klag i wage identity wsum w wp run The preliminary 2SLS results and estimated cross-model covariance matrix are not shown. The 3SLS estimates are shown in Output 27.1.5 through Output 27.1.7. The reduced form estimates are shown in Output 27.1.8 through Output 27.1.11. Output 27.1.5 3SLS Estimates for Consumption The SYSLIN Procedure Three-Stage Least Squares Estimation System Weighted MSE 5.9342 Degrees of freedom 51 System Weighted R-Square 0.9550 Model CONSUME Dependent Variable c Label Consumption Example 27.1 Klein s Model I Estimated with LIML and 3SLS F 1813 Output 27.1.5 continued Parameter Estimates Variable DF Parameter Estimate Standard Error t Value Pr t Variable Label Intercept 1 16.44079 1.449925 11.34 .0001 Intercept P 1 0.124890 0.120179 1.04 0.3133 Profits Plag 1 0.163144 0.111631 1.46 0.1621 Profits Lagged wsum 1 0.790081 0.042166 18.74 .0001 Total Wage Bill Output 27.1.6 3SLS Estimates for Investments Model Dependent Variable Label INVEST i Taxes Variable Parameter Estimates Parameter Standard Variable DF Estimate Error t Value Pr t Label Intercept 1 .