PROC SIMLIN Statement
- PROC SIMLIN options;
The following options can be used in the PROC SIMLIN statement:
- DATA= SAS-data-set
-
specifies the SAS data set containing input data for the simulation.
If the DATA= option is used, the data set specified
must supply values for all exogenous variables
throughout the simulation.
If the DATA= option is not specified,
no simulation of the system is performed, and
only the reduced form and multipliers are computed.
- EST= SAS-data-set
-
specifies the input data set containing the structural coefficients of the system.
If EST= is omitted the most recently created SAS data set is used.
The EST= data set is normally a "TYPE=EST" data set produced
by the OUTEST= option of PROC SYSLIN.
However, you can also build the EST= data set with a SAS DATA step.
See "The EST= Data Set" later in this chapter for details.
- ESTPRINT
-
prints the structural coefficients read from the EST= data set.
- INTERIM= n
-
rssbjixinterim multipliersSIMLIN procedure
equests that interim multipliers be computed for interims 1 through n.
If not specified, no interim multipliers are computed.
This feature is available only if there are no lags greater than 1.
- NOPRINT
-
suppresses all printed output.
- NORED
-
suppresses the printing of the reduced form coefficients.
- OUTEST= SAS-data-set
-
specifies an output SAS data set to contain the
reduced form coefficients and multipliers,
in addition to the structural coefficients read from the EST= data set.
The OUTEST= data set has the same form as the EST= data set.
If the OUTEST= option is not specified, the reduced form coefficients
and multipliers are not written to a data set.
- START= n
-
specifies the observation number in the DATA= data set where the
dynamic simulation is to be started.
By default, the dynamic simulation starts with the first observation
in the DATA= data set for which all variables (including lags)
are not missing.
- TOTAL
-
requests that the total multipliers be computed.
This feature is available only if there are no lags greater than 1.
- TYPE= value
-
specifies the type of estimates to be read from the EST= data set.
The TYPE= value must match the value of the _TYPE_ variable
for the observations that you want to select
from the EST= data set (TYPE=2SLS, for example).
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
