For each MODEL statement, the printed output from
PROC TSCSREG includes the following:
- a model description, which gives the estimation method used,
the model statement label if specified, the number of cross
sections and the number of observations in each cross section,
and the order of moving average error process for the
- the estimates of the underlying error structure parameters
- the regression parameter estimates and analysis.
For each regressor, this includes the name of the regressor,
the degrees of freedom, the parameter estimate,
the standard error of the estimate,
a t statistic for testing whether the estimate
is significantly different from 0,
and the significance probability of the t statistic.
Whenever possible, the notation of the original reference is followed.
Optionally, PROC TSCSREG prints the following:
- the covariance and correlation of
the resulting regression parameter estimates for each model
and assumed error structure
- the matrix that is the estimated
contemporaneous covariance matrix for the PARKS option
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.