SAS/Ets User's Guide 170. 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 | 1682 F Chapter 24 The SIMLIN Procedure The actual and predicted values for the variable C are plotted in Output . title2 Plots of Simulation Results proc sgplot data c scatter x year y c series x year y chat markers markerattrs symbol plus refline axis x run Output Plot of Actual and Predicted Consumption Example Multipliers for a Third-Order System This example shows how to fit and simulate a single equation dynamic model with third-order lags. It then shows how to convert the third-order equation into a three equation system with only first-order lags so that the SIMLIN procedure can compute multipliers. See the section Multipliers for Higher Order Lags earlier in this chapter for more information. The input data set TEST is created from simulated data. A partial listing of the data set TEST produced by PROC PRINT is shown in Output . Example Multipliers for a Third-Order System F 1683 Output Partial Listing of Input Data Set Simulate Equation with Third-Order Lags Listing of Simulated Input Data Obs y ylagl ylag2 ylag3 x n 1 1 2 2 3 3 4 4 5 5 6 6 7 7 8 8 9 9 10 10 The REG procedure processes the input data and writes the parameter estimates to the OUTEST data set A. title2 Estimated Parameters proc reg data test outest a model y ylag3 x run title2 Listing of OUTEST Data Set proc print data a run Output shows the printed output produced by the REG procedure and Output displays the OUTEST data set A produced. Output Estimates and Fit Information from PROC REG Simulate Equation with Third-Order Lags Estimated Parameters .
