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SAS Econometrics 8.3: Econometrics Procedures
8.3
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  • What’s New in SAS Econometrics 8.3 Procedures and Packages
  • Introduction
  • Shared Concepts
  • The CARIMA Procedure
  • The CCDM Procedure
  • The CCOPULA Procedure
  • The CESM Procedure
  • The CNTSELECT Procedure
  • The CPANEL Procedure
  • The CQLIM Procedure
  • The CSPATIALREG Procedure
  • The ECM Procedure
  • The HMM Procedure
  • The SEVSELECT Procedure
  • The TSMODEL Procedure
  • Time Series Analysis Package
  • Time Series Model Package
    • Overview
    • TSM Object
    • ESMSPEC Object
    • ARIMASPEC Object
    • EXMSPEC Object
    • IDMSPEC Object
    • UCMSPEC Object
    • TSMPEST Object
    • TSMSPEC Object
    • TSMFOR Object
    • TSMSTAT Object
    • TSMINEST Object
    • TSMINSPEC Object
    • Examples
    • References
  • Utility Package
 

Time Series Model Package

Examples: TSM Package

Subsections:
  • Using CAS Sessions and CAS Engine Librefs
  • 17.1 Fitting and Forecasting with ARIMA and ESM Models
  • 17.2 Fitting a Transfer Function Model
  • 17.3 Replaying a Previously Fitted Model
  • 17.4 Performing Time Series Imputation Using an ARIMA Model

Throughout this section it is assumed that you have already started a CAS session and the data tables that are used in this section are stored in mycas, a CAS library that you have necessary permissions to work with. This section assumes that you are familiar with the general workings of the TSMODEL procedure; for more information, see Chapter 9: The TSMODEL Procedure in SAS Visual Forecasting 8.3: Forecasting Procedures.

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Last updated: June 14, 2018
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