SAS/Ets User's Guide 106. 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 | 1042 F Chapter 18 The MODEL Procedure and V iterated methods. value2 defaults to valuel. See the section Convergence Criteria on page 1078 for details. The default value is CONVERGE . HESSIAN CROSS GLS FDA specifies the Hessian approximation used for FIML. HESSIAN CROSS selects the crossproducts approximation to the Hessian HESSIAN GLS selects the generalized least squares approximation to the Hessian and HESSIAN FDA selects the finite difference approximation to the Hessian. HESSIAN GLS is the default. LTEBOUND n specifies the local truncation error bound for the integration. This option is ignored if no ordinary differential equations ODEs are specified. EPSILON value specifies the tolerance value used to transform strict inequalities into inequalities when restrictions on parameters are imposed. By default EPSILON 1E-8. See the section Restrictions and Bounds on Parameters on page 1126 for details. MAXITER n specifies the maximum number of iterations allowed. The default is MAXITER 100. MAXSUBITER n specifies the maximum number of subiterations allowed for an iteration. For the GAUSS method the MAXSUBITER option limits the number of step halvings. For the MARQUARDT method the MAXSUBITER option limits the number of times A can be increased. The default is MAXSUBITER 30. See the section Minimization Methods on page 1077 for details. METHOD GAUSS MARQUARDT specifies the iterative minimization method to use. METHOD GAUSS specifies the GaussNewton method and METHOD MARQUARDT specifies the Marquardt-Levenberg method. The default is METHOD GAUSS. If the default GAUSS method fails to converge the procedure switches to the MARQUARDT method. See the section Minimization Methods on page 1077 for details. MINTIMESTEP n specifies the smallest allowed time step to be used in the integration. This option is ignored if no ODEs are specified. NESTIT changes the way the iterations are performed for estimation methods that iterate the estimate of the equation covariance S .
