SAS/Ets User's Guide 142. 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 | 1402 F Chapter 20 The PDLREG Procedure BY Statement BY variables A BY statement can be used with PROC PDLREG to obtain separate analyses on observations in groups defined by the BY variables. MODEL Statement MODEL dependent effects options The MODEL statement specifies the regression model. The keyword MODEL is followed by the dependent variable name an equal sign and a list of independent effects. Only one MODEL statement is allowed. Every variable in the model must be a numeric variable in the input data set. Specify an independent effect with a variable name optionally followed by a polynomial lag distribution specification. Specifying Independent Effects The general form of an effect is variable length degree minimum-degree constraint The term in parentheses following the variable name specifies a polynomial distributed lag PDL for the variable. The PDL specification is as follows length specifies the number of lags of the variable to include in the lag distribution. degree specifies the maximum degree of the distribution polynomial. If not specified the degree defaults to the lag length. minimum-degree specifies the minimum degree of the polynomial. By default minimum-degree is the same as degree. constraint specifies endpoint restrictions on the polynomial. The value of constraint can be FIRST LAST or BOTH. If a value is not specified there are no endpoint restrictions. If you do not specify the degree or minimum-degree parameter but you do specify endpoint restrictions you must use commas to show which parameter degree or minimum-degree is left out. MODEL Statement Options The following options can appear in the MODEL statement after a slash . MODEL Statement F 1403 ALL prints all the matrices computed during the analysis of the model. COEF prints the transformation coefficients for the first p observations. These coefficients are formed from a scalar multiplied by the inverse of the Cholesky root of the Toeplitz matrix of autocovariances. CORRB prints the .
