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iskenderc
‎01-11-2024
  • 6 Posts
  • 3 Likes Given
  • 2 Solutions
  • 0 Likes Received
About
I was born in Istanbul in 1951. After I graduated from Faculty of Economics of Istanbul University in 1973, I completed my Masters of Arts degree at the same faculty in 1975. I worked as researcher economist first at a private company (Profilo Holding Inc., Istanbul) in 1976 then at the Industrial Development Bank of Turkey (Istanbul) between 1977-2002. Now I am retired.

Re: I need help for ARIMA Procedure results

by Fluorite | Level 6 in Statistical Procedures
‎01-09-2023 04:56 AM
‎01-09-2023 04:56 AM
Not solved yet. ... View more

Re: I need help for ARIMA Procedure results

by Fluorite | Level 6 in Statistical Procedures
‎01-05-2023 08:17 AM
‎01-05-2023 08:17 AM
Below given lines will be added to the end of input section estimate input=(polag1 polag2 Po3 ) printall Q=(3)(3) nostable ; run; ... View more

I need help for ARIMA Procedure results

by Fluorite | Level 6 in Statistical Procedures
‎01-05-2023 05:02 AM
‎01-05-2023 05:02 AM
My input and output results of ARIMA procedure are as follows: INPUT : proc arima data=poparima  plots  ; identify var=polag1 ; run; identify var=polag2; run; identify var=po  nlag=24  stationarity=(adf=3 )  crosscorr=(polag1 polag2  Po3 )  ; run; OUTPUT: Conditional Least Squares Estimation Parameter Estimate Standard Error t Value MU 0.19818 0.03490 5.68 MA1,1 1.13442 0.02177 52.10 MA2,1 -0.56556 0.12745 -4.44 NUM1 1.99898 0.01805 110.76 NUM2 -1.00248 0.01810 -55.37 NUM3 -0.20601 0.0032769 -62.87   Moving Average Factors Factor 1: 1 - 1.13442 B**(3) Factor 2: 1 + 0.56556 B**(3) Question is: How should I write mathematical form of the estimated model? Thanks for your helps Regards ... View more

Re: How do I use NLIN procedures' Hougaard skewness and Box' Bias meas...

by Fluorite | Level 6 in Statistical Procedures
‎11-15-2021 03:38 AM
‎11-15-2021 03:38 AM
Finally, I calculated lags of MODEL procedures then Applied them to NLIN procedure. This was indirect method but successful. Thanks for helps. ... View more

Re: How do I use NLIN procedures' Hougaard skewness and Box' Bias meas...

by Fluorite | Level 6 in Statistical Procedures
‎11-11-2021 10:21 AM
‎11-11-2021 10:21 AM
Thanks for your very valuable helps: Here is my PROC MODEL code: -------------------------------------------- ods graphics on; PROC MODEL data=bugday plots=all ; PARAMETERS L=2500000 re=-2.3 Qee=0.27 Ke=16.71 ; T=1940; A1=-700000 ; c1=10; d1=7.587 ; b1=0; Q=EXP(EXP(Qee)); r=EXP(re); K=EXP(Ke); E=(1+Q*EXP(-r*(Year-T))); R1=(A1)*EXP(b1*(year-t))*cos(c1*(year-t)+d1); Wheat=L+R1+((K-L)/E); z=year-1950; en=year-1990; s=en*z; %ma(wheat,2,M=ML); fit Wheat / out=sdf2 FIML fsrsq prl=both covs covbest= cross details dw dwprob corr collin white pagan=(1 s wheat) normaL printall GODFREY=3 dW=4 list outall chow =(40 60 80) pchow=90; RUN; -------------------------- ... View more

How do I use NLIN procedures' Hougaard skewness and Box' Bias measures...

by Fluorite | Level 6 in Statistical Procedures
‎11-11-2021 04:35 AM
‎11-11-2021 04:35 AM
I have been doing a multiple regression (nonlinear function) application with lag in SAS MODEL procedure. At the same, time I also want to apply the Hougaard's skewness and Box's bias tests of NLIN procedure for this application. There is no statement for lagged variable in NLIN. I'm waiting for the help of experts. Thanks.   ... View more
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