SAS 9.4 Output Delivery System, 3rd Edition

Table Name Description

Required

Statement Option

ParameterEstimatesR

esults

Parameter estimates

and gradient

information

MODEL DETAILS=ALL

ParameterEstimatesSt

art

More detailed model

information

MODEL DETAILS=ITR

ParmSearch Parameter search

values

MODEL Default output

ProblemDescription Information at the

optimization start

MODEL DETAILS=ITR

ProjGrad Projected gradient

information

MODEL DETAILS=ALL

SemivariogramTable Empirical

semivariance classes,

parameters, and

estimates

COMPUTE LAGD= ,

MAXLAGS=

ODS Table Names and the SAS/ETS Procedures

That Produce Them

This table lists the output object table names that SAS/ETS procedures produce. You

must license SAS/ETS software in order to produce these output objects. The table

provides the name of each table, a description of what the table contains, and the option,

if any, that creates the output object table. For more information about SAS/ETS

procedures, see SAS/ETS 13.2 User's Guide.

Table A1.99 ODS Table Names Produced by the ARIMA Procedure

For detailed information, see the ARIMA procedure in SAS/ETS 13.2 User's Guide.

Table Name Description Option

ODS Tables Created by the IDENTIFY Statement

DescStats Descriptive statistics

InputDescStats Input descriptive statistics

CorrGraph Correlations graph

ODS Table Names and the SAS/ETS Procedures That Produce Them 1009

For detailed information, see the ARIMA procedure in SAS/ETS 13.2 User's Guide.

Table Name Description Option

StationarityTest Stationarity tests STATIONARITY

TentativeOrders Tentative order selections MINIC, ESACF, or SCAN

PACFGraph Partial autocorrelations graph

IACFGraph Inverse autocorrelations

graph

ChiSqAuto Chi-square statistics table for

autocorrelation

ChiSqCross Chi-square statistics table for

cross-correlations

CROSSCORR=

MINIC Minimum information

criterion

MINIC

ESACF Extended sample

autocorrelation function

ESACF

ESACFPValues ESACF probability values ESACF

SCAN Squared canonical correlation

estimates

SCAN

SCANValues SCAN chi-square[1]

probability values

ODS Tables Created by the ESTIMATE Statement

FitStatistics Fit statistics

ARPolynomial Filter equations

MAPolynomial Filter equations

NumPolynomial Filter equations

DenPolynomial Filter equations

ParameterEstimates Parameter estimates

ChiSqAuto Chi-square statistics table for

autocorrelation

ChiSqCross Chi-square statistics table for

cross-correlations

1010 Appendix 1 • Output Object Table Names

For detailed information, see the ARIMA procedure in SAS/ETS 13.2 User's Guide.

Table Name Description Option

InitialAREstimates Initial autoregressive

parameter estimates

InitialMAEstimates Initial moving average

parameter estimates

PrelimEstimates Preliminary estimation

IterHistory Conditional least squares

estimation

METHOD=CLS

OptSummary ARIMA estimation

optimization

PRINTALL

ModelDescription Model description

InputDescription Input description

ObjectiveGrid Objective function grid

matrix

GRID

CorrB Correlations of the estimates

ODS Tables Created by the OUTLIER Statement

OutlierDetails Detected outliers

ODS Tables Created by the FORECAST Statement

Forecasts Fit statistics

Table A1.100 ODS Table Names Produced by the AUTOREG Procedure

For detailed information, see the AUTOREG procedure in SAS/ETS 13.2 User's Guide.

ODS Table Name Description Option

ClassLevels Class Levels Default

FitSummary Summary of

regression

Default

SummaryDepVarCen Summary of

regression (centered

dependent var)

CENTER

ODS Table Names and the SAS/ETS Procedures That Produce Them 1011

For detailed information, see the AUTOREG procedure in SAS/ETS 13.2 User's Guide.

ODS Table Name Description Option

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 Tests for ARCH

disturbances based

on OLS residuals

ARCHTEST=

ARCHTestAR Tests for ARCH

disturbances based

on residuals

ARCHTEST= (with NLAG=)

BDSTest BDS test for

independence

BDS<=()>

RunsTest Runs test for

independence

RUNS<=()>

TurningPointTest Turning point test for

independence

TP<=()>

VNRRankTest Rank version of von

Neumann ratio test

for independence

VNRRANK<=()>

FitSummarySCBP Fit summary of Bai

and Perron’s multiple

structural change

models

BP=

BreakDatesSCBP Break dates of Bai

and Perron’s multiple

structural change

models

BP=

SupFSCBP supF tests of Bai and

Perron’s multiple

structural change

models

BP=

1012 Appendix 1 • Output Object Table Names

For detailed information, see the AUTOREG procedure in SAS/ETS 13.2 User's Guide.

ODS Table Name Description Option

UDmaxFSCBP UDmaxF test of Bai

and Perron’s multiple

structural change

models

BP=

WDmaxFSCBP WDmaxF tests of

Bai and Perron’s

multiple structural

change models

BP=

SeqFSCBP supF(l+1|l) tests of

Bai and Perron’s

multiple structural

change models

BP=

ParameterEstimatesSCBP Parameter estimates

of Bai and Perron’s

multiple structural

change models

BP=

ChowTest Chow test and

predictive Chow test

CHOW= PCHOW=

Godfrey Godfrey’s serial

correlation test

GODFREY<=>

PhilPerron Phillips-Perron unit

root test

STATIONARITY= (PHILIPS<=()>)

(no regressor)

PhilOul Phillips-Ouliaris

cointegration test

STATIONARITY= (PHILIPS<=()>)

(has regressor)

ADF Augmented Dickey-

Fuller unit root test

STATIONARITY= (ADF<=()>) (no

regressor)

EngleGranger Engle-Granger

cointegration test

STATIONARITY= (ADF<=()>) (has

regressor)

ERS ERS unit root test STATIONARITY= (ERS<=()>)

NgPerron Ng-Perron Unit root

tests

STATIONARITY= (NP=<()> )

KPSS Kwiatkowski,

Phillips, Schmidt,

and Shin (KPSS) test

or Shin cointegration

test

STATIONARITY= (KPSS<=()>)

ResetTest Ramsey’s RESET

test

RESET

ODS Table Names and the SAS/ETS Procedures That Produce Them 1013