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The ARIMA Procedure

OUTSTAT= Data Set

PROC ARIMA writes the diagnostic statistics for a model to an output data set when the OUTSTAT= option is specified in the ESTIMATE statement. The OUTSTAT data set contains the following:

The observations contained in the OUTSTAT= data set are identified by the _STAT_ variable. A description of the values of the _STAT_ variable follows:

AIC
Akaike's information criterion

SBC
Schwarz's Bayesian criterion

LOGLIK
the log likelihood, if METHOD=ML or METHOD=ULS is specified

SSE
the sum of the squared residuals

NUMRESID
the number of residuals

NPARMS
the number of parameters in the model

NDIFS
the sum of the differencing lags employed for the response variable

ERRORVAR
the estimate of the innovation variance

MU
the estimate of the mean term

CONV
tells if the estimation converged

NITER
the number of iterations

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