The SIMLIN Procedure
Functional Summary
The statements and options controlling the SIMLIN procedure are summarized in Table 31.1.
Table 31.1: Functional Summary
Description | Statement | Option |
|---|---|---|
Data Set Options | ||
Specify input data set containing structural coefficients | PROC SIMLIN | EST= |
Specify type of estimates read from EST= data set | PROC SIMLIN | TYPE= |
Write reduced form coefficients and multipliers to an output data set | PROC SIMLIN | OUTEST= |
Specify the input data set for simulation | PROC SIMLIN | DATA= |
Write predicted and residual values to an output data set | OUTPUT | |
Printing Control Options | ||
Print the structural coefficients | PROC SIMLIN | ESTPRINT |
Suppress printing of reduced form coefficients | PROC SIMLIN | NORED |
Suppress all printed output | PROC SIMLIN | NOPRINT |
Dynamic Multipliers | ||
Compute interim multipliers | PROC SIMLIN | INTERIM= |
Compute total multipliers | PROC SIMLIN | TOTAL |
Declaring the Role of Variables | ||
Specify BY-group processing | BY | |
Specify the endogenous variables | ENDOGENOUS | |
Specify the exogenous variables | EXOGENOUS | |
Specify identifying variables | ID | |
Specify lagged endogenous variables | LAGGED | |
Controlling the Simulation | ||
Specify the starting observation for dynamic simulation | PROC SIMLIN | START= |