Forecasting using SAS Forecast Server, SAS/ETS, and more

Proc Varmax: Export Model parameters

Reply
Occasional Contributor
Posts: 5

Proc Varmax: Export Model parameters

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:Proc_Varmax_Parameter_Estimate_output

 

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

Outest_output_Screensheet

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).

Outstat_Option.PNG

 

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:

Requirement.PNG

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;
Super User
Posts: 17,819

Re: Proc Varmax: Export Model parameters

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

 

Occasional Contributor
Posts: 5

Re: Proc Varmax: Export Model parameters

It works!

Thanks a lot. Really appreciate it!
Super User
Posts: 17,819

Re: Proc Varmax: Export Model parameters

Please mark the question as solved.

Ask a Question
Discussion stats
  • 3 replies
  • 433 views
  • 0 likes
  • 2 in conversation