
For detailed information, see VARMAX procedure in the SAS/ETS User's Guide.
Table Name Description Option
UnivarDiagnostAR Check the AR disturbance for
the residuals
UnivarDiagnostCheck Univariate model diagnostic
checks
UnivarDiagnostTest Check the ARCH disturbance
and normality for the
residuals
Xi
coefficient matrix
JOHANSEN= (IORDER=2)
XLagCoef Dependent coefficients XLAG=
YWEstimates Yule-Walker estimates YW
ByVariable Prints by variable PRINTFORM=
ODS Tables Created by the COINTEG Statement
AlphaInECM α coefficients
AlphaBetaInECM π = αβ" coefficients
BetaInECM β coefficients
AlphaOnTest α coefficients under
restriction
H= or J=
BetaOnTest β coefficients ...