SAS/Ets User's Guide 3. 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 | 12 F Chapter 1 What s New in SAS ETS The following tables are now available through the OUTPUT statement E1 E2 E3 and E8. The SIGMALIM option of the X11 statement enables you to specify the upper and lower sigma limits that are used to identify and decrease the weight of extreme irregular values in the internal seasonal adjustment computations. The TYPE option of the X11 statement controls which factors are removed from the original series to produce the seasonally adjusted series table D11 and also the final trend cycle table D12 . The OUTSTAT option of the X12 statement specifies the optional output data set that contains the summary statistics related to each seasonally adjusted series. The data set is sorted by the BY-group variables if any and by series names. The PERIODOGRAM option of the X12 statement enables you to specify that the PERIODOGRAM rather than the SPECTRUM of the series be plotted in the G tables and plots. The PLOTS option of the X12 statement controls the plots that are produced through ODS Graphics. The SPECTRUMSERIES option of the X12 statement specifies the table name of the series that is used in the spectrum of the original series table G0 . The table names that can be specified are A1 A19 B1 or E1. The default is B1. The following tables are now available through the TABLES statement E1 E2 and E3. The following tables are now available through ODS Model Description for ARIMA Model Identification Model Description for ARIMA Model Estimation Final Seasonal Filter Selection via Global MSR Seasonal Filters by Period and Final Trend Cycle Statistics . The model description information was previously displayed in notes an ODS table enables you to export the information to a data set. The seasonal filter and trend filter tables are new. Auxiliary variables have been added to ACF and PACF data sets that are available through ODS OUTPUT. The following variables have been added _NAME_ Transform Adjust Regressors Diff and Sdiff. The purpose of
