Dynamic Regression Specification Window
Use the Dynamic Regression Specification window to specify a dynamic
regression or transfer function model for the effect of the predictor variable.
It is invoked from the Dynamic Regressors Selection window.
Controls and Fields
- Series
-
is the name and variable label of the current series.
- Input Model
-
is a descriptive label for the dynamic regression model.
You can type a label in this field or allow the system to provide the label.
If you leave the label blank,
a label is generated automatically based on the options you specify.
When no options are specified, the label is the name and variable label
of the predictor variable.
- Input Transformation
-
displays the transformation specified for the predictor variable.
When a transformation is specified,
the transfer function model is fit to the transformed input variable.
- Lagging periods
-
is the pure delay in the effect of the predictor, l.
- Simple Order of Differencing
-
is the order of differencing, d.
Set this field to 1 to use the changes in the predictor variable.
- Seasonal Order of Differencing
-
is the order of seasonal differencing, D.
Set this field to 1 to difference the predictor variable at the
seasonal lags, for example, to
use the year-over-year or week-over-week changes
in the predictor variable.
- Simple Order Numerator Factors
-
is the order of the numerator factor of the transfer function, p.
- Seasonal Order Numerator Factors
-
is the order of the seasonal numerator factor of the transfer function, P.
- Simple Order Denominator Factors
-
is the order of the denominator factor of the transfer function, q.
- Seasonal Order Denominator Factors
-
is the order of the seasonal denominator factor
of the transfer function, Q.
- OK
-
closes the window and adds the dynamic regression model specified
to the model predictors list.
- Cancel
-
closes the window without adding the dynamic regression model.
Any options you specified are lost.
- Reset
-
resets all options to their initial values upon entry to the window.
This may be useful when editing a predictor specification;
otherwise, Reset has the same function as Clear.
- Clear
-
resets all options to their default values.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
