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The AUTOREG Procedure |
PROC AUTOREG assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in the following table. For more information on ODS, see Chapter 6, "Using the Output Delivery System."
Table 8.1: ODS Tables Produced in PROC AUTOREGODS Table Name | Description | Option |
ODS Tables Created by the Model Statement | ||
FitSummary | Summary of regression | default |
SummaryDepVarCen | Summary of regression (centered dependent var) | CENTER |
SummaryNoIntercept | Summary of regression (no intercept) | NOINT |
YWIterSSE | Yule-Walker iteration sum of squared error | METHOD=ITYW |
PreMSE | Preliminary MSE | NLAG= |
Dependent | Dependent variable | default |
DependenceEquations | Linear dependence equation | |
ARCHTest | Q and LM Tests for ARCH Disturbances | ARCHTEST |
ChowTest | Chow Test and Predictive Chow Test | CHOW= PCHOW= |
Godfrey | Godfrey's Serial Correlation Test | GODFREY GODFREY= |
PhilPerron | Phillips-Perron Unit Root Test | STATIONARITY= (PHILIPS<=()>) (no regressor) |
PhilOul | Phillips-Ouliaris Cointegration Test | STATIONARITY= (PHILIPS<=()>) (has regressor) |
ResetTest | Ramsey's RESET Test | RESET |
ARParameterEstimates | Estimates of Autoregressive Parameters | NLAG= |
CorrGraph | Estimates of Autocorrelations | NLAG= |
BackStep | Backward Elimination of Autoregressive Terms | BACKSTEP |
ExpAutocorr | Expected Autocorrelations | NLAG= |
IterHistory | Iteration History | ITPRINT |
ParameterEstimates | Parameter Estimates | default |
ParameterEstimatesGivenAR | Parameter estimates assuming AR parameters are given | NLAG= |
PartialAutoCorr | Partial autocorrelation | PARTIAL |
CovB | Covariance of Parameter Estimates | COVB |
CorrB | Correlation of Parameter Estimates | CORRB |
CholeskyFactor | Cholesky Root of Gamma | ALL |
Coefficients | Coefficients for First NLAG Observations | COEF |
GammaInverse | Gamma Inverse | GINV |
ConvergenceStatus | Convergence Status table | default |
DWTest | Durbin-Watson Statistics | DW= |
ODS Tables Created by the Restrict Statement | ||
Restrict | Restriction table | default |
ODS Tables Created by the Test Statement | ||
FTest | F test | default |
WaldTest | Wald test | TYPE=WALD |
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