SAS 9.4 Output Delivery System, 3rd Edition

Table A1.120 ODS Table Names Produced by the VARMAX Procedure

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

ODS Table Name Description Option

AccumImpulse Accumulated impulse

response matrices

IMPULSE=(ACCUM)

IMPULSE=(ALL)

AccumImpulsebyVar Accumulated impulse

response by variable

IMPULSE=(ACCUM)

IMPULSE=(ALL)

AccumImpulseX Accumulated transfer

function matrices

IMPULSX=(ACCUM)

IMPULSX=(ALL)

AccumImpulseXbyVar Accumulated transfer

function by variable

IMPULSX=(ACCUM)

IMPULSX=(ALL)

Alpha

α

coefficients JOHANSEN=

AlphaInECM

α

coefficients when rank=r ECM=

AlphaOnDrift

α

coefficients under the

restriction of a deterministic

term

JOHANSEN=

AlphaBetaInECM

π

=

αβ

′ coefficients when

rank=r

ECM=

ANOVA Univariate model diagnostic

checks for the residuals

PRINT=DIAGNOSE

ARCoef AR coefficients PRINT=(ESTIMATES) with

P=

ARRoots Roots of AR characteristic

polynomial

ROOTS with P=

Beta

β

coefficients JOHANSEN=

BetaInECM

β

coefficients when rank=r ECM=

BetaOnDrift

β

coefficients under the

restriction of a deterministic

term

JOHANSEN=

CCCCorrConstant Constant correlation matrix in

the CCC GARCH model

CORRCONSTANT=EXPEC

T with FORM=CCC

Constant Constant estimates without NOINT

CorrB Correlations of parameter

estimates

CORRB

ODS Table Names and the SAS/ETS Procedures That Produce Them 1039

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

ODS Table Name Description Option

CorrResiduals Correlations of residuals PRINT=DIAGNOSE

CorrResidualsbyVar Correlations of residuals by

variable

PRINT=DIAGNOSE

CorrResidualsGraph Schematic representation of

correlations of residuals

PRINT=DIAGNOSE

CorrXGraph Schematic representation of

sample correlations of

independent series

CORRX

CorrYGraph Schematic representation of

sample correlations of

dependent series

CORRY

CorrXLags Correlations of independent

series

CORRX

CorrXbyVar Correlations of independent

series by variable

CORRX

CorrYLags Correlations of dependent

series

CORRY

CorrYbyVar Correlations of dependent

series by variable

CORRY

CovarianceParameter-

Estimates

Covariance parameter

estimates

METHOD=ML without the

ECM= option, PRIOR=

option, or GARCH statement

CovB Covariances of parameter

estimates

COVB

CovInnovation Covariances of the

innovations

Default

CovPredictError Covariance matrices of the

prediction error

COVPE

CovPredictErrorbyVar Covariances of the prediction

error by variable

COVPE

CovResiduals Covariances of residuals PRINT=DIAGNOSE

CovResidualsbyVar Covariances of residuals by

variable

PRINT=DIAGNOSE

1040 Appendix 1 • Output Object Table Names

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

ODS Table Name Description Option

CovXLags Covariances of independent

series

COVX

CovXbyVar Covariances of independent

series by variable

COVX

CovYLags Covariances of dependent

series

COVY

CovYbyVar Covariances of dependent

series by variable

COVY

DCCCorrConstant Unconditional correlation

matrix in the DCC GARCH

model

CORRCONSTANT=EXPEC

T with FORM=DCC

DecomposeCovPre- dictError Decomposition of the

prediction error covariances

DECOMPOSE

DecomposeCovPre-

dictErrorbyVar

Decomposition of the

prediction error covariances

by variable

DECOMPOSE

DFTest Dickey-Fuller test DFTEST

DiagnostAR Test the AR disturbance for

the residuals

PRINT=DIAGNOSE

DiagnostWN Test the ARCH disturbance

and normality for the

residuals

PRINT=DIAGNOSE

DynamicARCoef AR coefficients of the

dynamic model

DYNAMIC

DynamicConstant Constant estimates of the

dynamic model

DYNAMIC

DynamicCovInno- vation Covariances of the

innovations of the dynamic

model

DYNAMIC

DynamicLinearTrend Linear trend estimates of the

dynamic model

DYNAMIC

DynamicMACoef MA coefficients of the

dynamic model

DYNAMIC

DynamicSConstant Seasonal constant estimates

of the dynamic model

DYNAMIC

ODS Table Names and the SAS/ETS Procedures That Produce Them 1041

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

ODS Table Name Description Option

DynamicParameter-

Estimates

Parameter estimates table of

the dynamic model

DYNAMIC

DynamicParameter- Graph Schematic representation of

the parameters of the dynamic

model

DYNAMIC

DynamicQuadTrend Quadratic trend estimates of

the dynamic model

DYNAMIC

DynamicSeasonGraph Schematic representation of

the seasonal dummies of the

dynamic model

DYNAMIC

DynamicXLagCoef Dependent coefficients of the

dynamic model

DYNAMIC

Hypothesis Hypothesis of different

deterministic terms in

cointegration rank test

JOHANSEN=

HypothesisTest Test hypothesis of different

deterministic terms in

cointegration rank test

JOHANSEN=

EigenvalueI2 Eigenvalues in integrated

order 2

JOHANSEN= (IORDER=2)

Eta

η

coefficients JOHANSEN= (IORDER=2)

InfiniteARRepresent Infinite order ar

representation

IARR

InfoCriteria Information criteria Default

LinearTrend Linear trend estimates TREND=

MACoef MA coefficients Q=

MARoots Roots of MA characteristic

polynomial

ROOTS with Q=

MaxTest Cointegration rank test using

the maximum eigenvalue

JOHANSEN= (TYPE=MAX)

Minic Tentative order selection MINIC MINIC=

ModelType Type of model Default

NObs Number of observations Default

1042 Appendix 1 • Output Object Table Names

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

ODS Table Name Description Option

OrthoImpulse Orthogonalized impulse

response matrices

IMPULSE=(ORTH)

IMPULSE=(ALL)

OrthoImpulsebyVar Orthogonalized impulse

response by variable

IMPULSE=(ORTH)

IMPULSE=(ALL)

ParameterEstimates Parameter estimates table Default

ParameterGraph Schematic representation of

the parameters

PRINT=ESTIMATES

PartialAR Partial autoregression

matrices

PARCOEF

PartialARGraph Schematic representation of

partial autoregression

PARCOEF

PartialCanCorr Partial canonical correlation

analysis

PCANCORR

PartialCorr Partial cross-correlation

matrices

PCORR

PartialCorrbyVar Partial cross-correlations by

variable

PCORR

PartialCorrGraph Schematic representation of

partial cross-correlations

PCORR

PortmanteauTest Chi-square test table for

residual cross-correlations

PRINT=DIAGNOSE

ProportionCovPre- dictError Proportions of prediction

error covariance

decomposition

DECOMPOSE

ProportionCovPre-

dictErrorbyVar

Proportions of prediction

error covariance

decomposition by variable

DECOMPOSE

RankTestI2 Cointegration rank test in

integrated order 2

JOHANSEN= (IORDER=2)

RestrictMaxTest Cointegration rank test using

the maximum eigenvalue

under the restriction of a

deterministic term

JOHANSEN= (TYPE=MAX)

without NOINT

RestrictTraceTest Cointegration rank test using

the trace under the restriction

of a deterministic term

JOHANSEN=

(TYPE=TRACE) without

NOINT

ODS Table Names and the SAS/ETS Procedures That Produce Them 1043