Panel Data, DYNDIFF and DYNSYS Options not recognized GMM

OscarUvalle — Mon, 04 Mar 2019 19:19:05 GMT

data Cigar;
   input State Year Price Pop Pop_16 Cpi Disp Sales Min;
   LSales = log(Sales);
   LPrice = log(Price);
   LDisp  = log(Disp);
   LMin   = log(Min);
   label
   State   = 'State abbreviation'
   Year    = 'Year'
   LSales  = 'Log cigarette sales in packs per capita'
   LPrice  = 'Log price per pack of cigarettes'
   LDisp   = 'Log per capita disposable income'
   LMin    = 'Log minimum price in adjoining states per pack of cigarettes';
datalines;
1 63 28.6 3383 2236.5 30.6 1558.3045298 93.9 26.1
1 64 29.8 3431 2276.7 31.0 1684.0732025 95.4 27.5
1 65 29.8 3486 2327.5 31.5 1809.8418752 98.5 28.9
1 66 31.5 3524 2369.7 32.4 1915.1603572 96.4 29.5
1 67 31.6 3533 2393.7 33.4 2023.5463678 95.5 29.6
1 68 35.6 3522 2405.2 34.8 2202.4855362 88.4 32
1 69 36.6 3531 2411.9 36.7 2377.3346665 90.1 32.8
1 70 39.6 3444 2394.6 38.8 2591.0391591 89.8 34.3
1 71 42.7 3481 2443.5 40.5 2785.3159706 95.4 35.8
1 72 42.3 3511 2484.7 41.8 3034.8082969 101.1 37.4
1 73 42.1 3540 2526 44.4 3387.5740861 102.9 37.3
1 74 43.1 3574 2573.9 49.3 3718.8671751 108.2 41.4
1 75 46.6 3614 2623.7 53.8 4087.9931169 111.7 43
1 76 50.4 3657 2677.4 56.9 4486.7718352 116.2 46.4
1 77 50.1 3690 2719.6 60.6 4899.8656869 117.1 48.8
1 78 55.1 3728 2764.6 65.2 5450.9983257 123 53.6
1 79 56.8 3769 2810.7 72.6 5957.1405451 121.4 56.5
1 80 60.6 3894 2898.9 82.4 6466.350293 123.2 59.3
1 81 68.8 3917 2924.7 90.9 7042.0231606 119.6 62.6
1 82 73.1 3943 2953.5 96.5 7505.2199795 119.1 67.8
1 83 84.4 3959 2977.5 99.6 7974.5518556 116.3 78.6
1 84 90.8 3990 3009.1 103.9 8693.376058 113 86.8
1 85 99 4020 3039.8 107.6 9059.4344712 114.5 90.7
1 86 103 4050 3072.4 109.6 9674.9852107 116.3 98.8
1 87 110 4083 3104 113.6 10213.847735 114 103.5
1 88 114.4 4102 3124 118.3 10993 112.1 109.2
1 89 122.3 4118 3140 124 11634 105.6 121.5
1 90 139.1 4129.2 3148.6 130.7 12806 108.6 132.3
1 91 144.4 4178.3 3185.1 136.2 13360 107.9 137.4
1 92 172.2 4226.3 3226.7 140.3 14533 109.1 159.5
3 63 23.9 1517 982.4 30.6 1944.7450576 125 24.9
3 64 24 1549 1005.6 31 2063.5159984 121 25.5
3 65 24.2 1575 1024.9 31.5 2162.6639143 123.2 25.3
3 66 29.6 1609 1051.9 32.4 2318.6153235 113.9 25.5
3 67 29.2 1637 1078.9 33.4 2446.6813815 117.1 26
3 68 31.3 1667 1106 34.8 2720.3709408 115.6 32.3
3 69 36.1 1693 1117.5 36.7 2979.6014291 113.8 33.3
3 70 37.1 1772 1226.6 38.8 3269.8156411 115.2 34.6
3 71 38.5 1878 1313.5 40.5 3549.7019452 109.6 36.6
3 72 38 1975 1393.6 41.8 3800.6701072 125 37.2
3 73 38.7 2075 1476.5 44.4 4219.9831679 128.3 36.5
3 74 39.2 2156 1547 49.3 4508.1317983 133.1 37.8
3 75 47.7 2200 1591.4 53.8 4742.5753077 121.8 40.5
3 76 49.1 2244 1635.8 56.9 5158.789996 122.3 43.4
3 77 48.7 2304 1690.8 60.6 5567.7751489 121.7 44.7
3 78 53.6 2373 1750.6 65.2 6283.4991663 124.7 49.5
3 79 58.6 2450 1812.4 72.6 7099.4038904 124.6 53.7
3 80 60.8 2718 2044 82.4 7823.3902342 126.8 57.2
3 81 63.3 2794 2103.8 90.9 8647.5572846 113.8 62.7
3 82 73.3 2860 2153.1 96.5 8879.9352124 113.5 68.1
3 83 80.5 2963 2231.2 99.6 9579.1345772 111.1 79.6
3 84 92.8 3053 2300.7 103.9 10549.95792 107.1 90.2
3 85 98.8 3161 2384.7 107.6 11256.38682 107.1 97.5
3 86 106.7 3279 2483.1 109.6 11796.536403 107.9 101.2
3 87 113.5 3386 2569 113.6 12367.66971 106.1 103.9
3 88 113.5 3489 2638 118.3 13008 102.2 113.7
3 89 125.6 3556 2672 124 13625 96.8 126.4
3 90 130.2 3598.2 2703.7 130.7 13826 88.9 133.6
3 91 151.4 3681.7 2759.1 136.2 14232 81.2 146.9
3 92 165.7 3762.2 2804.8 140.3 15179 79 165.4
;

/* Dynamic Panel Model Based on Differenced Equations */

proc sort data=Cigar;
   by State Year;
run;

proc panel data=Cigar;
   id State Year;
   model LSales = LPrice LDisp LMin / dynsys;
run;

Hi, I want to run difference-GMM with my own data but first I want to understand with an example provided by SAS. I'm trying to replicate the SAS's example shown in https://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_panel_examples06.htm&docsetVersion=15.1&locale=en However, the options DYNDIFF and DYNSYS are reported as not recognized. I am using SAS 9.4

Any ideas what's happening?

Re: Panel Data, DYNDIFF and DYNSYS Options not recognized GMM

xyz0505 — Tue, 05 Mar 2019 15:13:37 GMT

Hi,

The earlier release of SAS 9.4 (with SAS/ETS 13.1) does not support DYNDIFF and DYNSYS. It would be more helpful if you can provide the log file and I can tell which version it is.

Re: Panel Data, DYNDIFF and DYNSYS Options not recognized GMM

OscarUvalle — Sun, 10 Mar 2019 18:03:31 GMT

Thanks, you mean the log file shown once I open SAS, if that so, here it is:

On the other hand, how do you know both before mentioned options are not available in SAS anymore, even though they still appearing on SAS's recently documentation.

NOTE: Copyright (c) 2002-2012 by SAS Institute Inc., Cary, NC, USA.
NOTE: SAS (r) Proprietary Software 9.4 (TS1M4)

NOTE: This session is executing on the X64_7PRO platform.

NOTE: Updated analytical products:

SAS/STAT 14.2
SAS/ETS 14.2
SAS/OR 14.2
SAS/IML 14.2
SAS/QC 14.2

NOTE: Additional host information:

Thanks.

Re: Panel Data, DYNDIFF and DYNSYS Options not recognized GMM

xyz0505 — Mon, 11 Mar 2019 14:57:48 GMT

Hi,

I mean OLDER VERSION does not support DYNDIFF and DYNSYS, NEW VERSION support.

SAS ETS package start to support DYNDIFF and DYNSYS since SAS/ETS 14.3. You are using SAS/ETS 14.2.

Re: Panel Data, DYNDIFF and DYNSYS Options not recognized GMM

OscarUvalle — Mon, 11 Mar 2019 15:12:33 GMT

Make a lot of sense.

Thank you

cheers

topic Re: Panel Data, DYNDIFF and DYNSYS Options not recognized GMM in SAS Forecasting and Econometrics

Panel Data, DYNDIFF and DYNSYS Options not recognized GMM

Re: Panel Data, DYNDIFF and DYNSYS Options not recognized GMM

Re: Panel Data, DYNDIFF and DYNSYS Options not recognized GMM

Re: Panel Data, DYNDIFF and DYNSYS Options not recognized GMM

Re: Panel Data, DYNDIFF and DYNSYS Options not recognized GMM