tailieunhanh - SAS/ETS 9.22 User's Guide 196

SAS/Ets User's Guide 196. 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 | 1942 F Chapter 31 The UCM Procedure Figure Smoothed Trend plus Seasonal in the Logair Series Sum of Smoothed Trend and Seasons for logair o Actual-----------Start of multi-step forecasts 95 Confidence Limits 1948 1950 1952 1954 1956 1958 1960 1962 1964 DATE Syntax UCM Procedure F 1943 Syntax UCM Procedure The UCM procedure uses the following statements PROC UCM options AUTOREG options BLOCKSEASON options BY variables CYCLE options DEPLAG options ESTIMATE options FORECAST options ID variable options IRREGULAR options LEVEL options MODEL dependent variable regressors NLOPTIONS options OUTLIER options RANDOMREG regressors options SEASON options SLOPE options SPLINEREG regressor options SPLINESEASON options The PROC UCM and MODEL statements are required. In addition the model must contain at least one component with nonzero disturbance variance. Functional Summary The statements and options controlling the UCM procedure are summarized in the following table. Most commonly needed scenarios are listed see the individual statements for additional details. You can use the PRINT and PLOT options in the individual component statements for printing and plotting the corresponding component forecasts. Table Functional Summary Description Statement Option Data Set Options specify the input data set PROC UCM write parameter estimates to an output data set ESTIMATE write series and component forecasts to an out- FORECAST put data set DATA OUTEST OUTFOR 1944 F Chapter 31 The UCM Procedure Table continued Description Statement Option Model Specification specify the dependent variable and simple predictors MODEL specify predictors with time-varying coefficients RANDOMREG specify a nonlinear predictor SPLINEREG specify the irregular component IRREGULAR specify the random walk trend LEVEL specify the locally linear trend LEVEL and SLOPE specify a cycle component CYCLE specify a dummy seasonal component SEASON TYPE DUMMY specify a trigonometric seasonal .