SAS/Ets User's Guide 105. 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 | 1032 F Chapter 18 The MODEL Procedure If you specify options on the ESTIMATE statement a comma is required before the character that separates the test expressions from the options since the character can also be used within test expressions to indicate division. Each item is written as an optional name followed by an expression name expression where name is a string used to identify the estimate in the printed output and in the OUTEST data set. Expressions can be composed of parameter names arithmetic operators functions and constants. Comparison operators such as or and logical operators such as cannot be used in ESTIMATE statement expressions. Parameters named in ESTIMATE expressions must be among the parameters estimated by the associated FIT statement. You can use the following options in the ESTIMATE statement OUTEST specifies the name of the data set in which the estimate of the functions of the parameters are to be written. The format for this data set is identical to the OUTEST data set for the FIT statement. If you specify a name in the ESTIMATE statement that name is used as the parameter name for the estimate in the OUTEST data set. If no name is provided and the expression is just a symbol the symbol name is used otherwise the string _Estimate is used where is the variable number in the OUTEST data set. OUTCOV writes the covariance matrix of the functions of the parameters to the OUTEST data set in addition to the parameter estimates. COVB prints the covariance matrix of the functions of the parameters. CORRB prints the correlation matrix of the functions of the parameters. The following statements are an example of the use of the ESTIMATE statement in a segmented model and produce the output shown in Figure data a input y x @@ datalines .46 1 .47 2 .57 3 .61 4 .62 5 .68 6 .69 7 .78 8 .70 9 .74 10 .77 11 .78 12 .74 13 .80 13 .80 15 .78 16 title Segmented Model Quadratic with Plateau proc model data a x0 b c if x x0 then y a b x c x x .
