tailieunhanh - SAS/ETS 9.22 User's Guide 133

SAS/Ets User's Guide 133. 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 | 1312 F Chapter 19 The PANEL Procedure The missing values can be replaced with zeros overall mean time mean or cross section mean by using the LAG ZLAG XLAG SLAG and CLAG statements. ODS Graphics plots can now be produced by the PANEL procedure. The new plots include residual predicted and actual value plots Q-Q plots histograms and profile plots. The OUTPUT statement enables you to output data and estimates that can be used in other analyses. Getting Started PANEL Procedure This section demonstrates the use of the PANEL procedure. Specifying the Input Data The PANEL procedure is similar to other regression procedures in SAS. Suppose you want to regress the variable Y on regressors X1 and X2. Cross sections are identified by the variable STATE and time periods are identified by the variable DATE. The input data set used by PROC PANEL must be sorted by cross section and by time within each cross section. Therefore the first step in PROC PANEL is to make sure that the input data set is sorted. The following statements sort the data set A appropriately proc sort data a by state date run The next step is to invoke the PANEL procedure and specify the cross section and time series variables in an ID statement. The following statements shows the correct syntax proc panel data a id state date model y x1 x2 run Alternatively PROC PANEL has the capability to read flat data. Say that you are using the data set A which has observations on states. Specifically the data are composed of observations on Y X1 and X2. Unlike the previous case the data is not recorded with a PROC PANEL structure. Instead you have all of a state s information on a single row. You have variables to denote the name of the state say state . The time observations for the Y variable are recorded horizontally. So the variable Y_1 is the first period s time observation Y_10 is the tenth period s observation for some state. The same holds for the other variables. You have variables X1_1 to X1_10 X2_1 to X2_10