topic Re: Proc Varmax: Export Model parameters in SAS Forecasting and Econometrics

Proc Varmax: Export Model parameters

sharat_dwibhasi_okstate_edu — Sat, 02 Apr 2016 01:43:52 GMT

Dear All,

I am using Proc Varmax and I need to export the Model Parameter Estimates. I tried outest/outstat = options but Outest is only giving me values of Estimate and the Standard Error (not the t-value or Pr > |t|). Outstat is giving me the details of the target variables and not for the independent variables. Can anyone suggest what needs to be done to output the Pr > |t| for the independent variables?

Kindly help and thanks a lot for your support in advance!

Please find the relevant screenshots as below:

The screenshot of the result of my Proc Varmax:

However if I use Outest option, I am getting the below output:

I am only getting values for EST (Estimate) and STD (Standard Error). But I am not getting for P-value

If I use outstat I am getting information regarding the target variable (not for the independent variables).

I am attaching the SAS Code and a representative data (similar to what I use). All I need is to export the highlighted information below in a sas dataset:

proc varmax data = FPOM.subset_store_123 outstat=FPOM.outstat_123_1 outest=estimate_123_1;
	id Date_Key interval=dthour24;
model Gallon_Sale = Price_Diff_Avg/method=ml nseason=7 xlag=1;
output out=out_123_1 back=60 lead=7;
run;

Re: Proc Varmax: Export Model parameters

Reeza — Sat, 02 Apr 2016 01:58:52 GMT

You can capture the tables via ODS OUTPUT. This feature allows you to capture any of the displayed output into a table, you need to know the table name. You can find the table name from the documentation.

proc varmax data = FPOM.subset_store_123 outstat=FPOM.outstat_123_1 outest=estimate_123_1;
	id Date_Key interval=dthour24;
model Gallon_Sale = Price_Diff_Avg/method=ml nseason=7 xlag=1;
output out=out_123_1 back=60 lead=7;
ods output parameterEstimates=want;
run;

proc print data=want;
run;

https://support.sas.com/rnd/base/ods/scratch/ods-tips.pdf

Re: Proc Varmax: Export Model parameters

sharat_dwibhasi_okstate_edu — Sat, 02 Apr 2016 02:23:38 GMT

It works!

Thanks a lot. Really appreciate it!

Re: Proc Varmax: Export Model parameters

Reeza — Sat, 02 Apr 2016 02:43:21 GMT

Please mark the question as solved.