OUTSTAT= Data Set
PROC ARIMA writes the diagnostic statistics for a model to an output data
set when the OUTSTAT= option is specified in the ESTIMATE statement.
The OUTSTAT data set contains the following:
- the BY variables.
- _TYPE_, a character variable that
contains the estimation method used.
_TYPE_ can have the value CLS, ULS, or ML.
- _STAT_, a character variable containing the name of the statistic
given by the _VALUE_ variable in this observation.
_STAT_ takes on the values AIC, SBC, LOGLIK,
SSE, NUMRESID, NPARMS, NDIFS, ERRORVAR, MU, CONV, and NITER.
- _VALUE_, a numeric variable containing the value of the statistic
named by the _STAT_ variable.
The observations contained in the OUTSTAT= data set are identified
by the _STAT_ variable.
A description of the values of the _STAT_ variable follows:
- Akaike's information criterion
- Schwarz's Bayesian criterion
- the log likelihood,
if METHOD=ML or METHOD=ULS is specified
- the sum of the squared residuals
- the number of residuals
- the number of parameters in the model
- the sum of the differencing lags employed for the response variable
- the estimate of the innovation variance
- the estimate of the mean term
- tells if the estimation converged
- the number of iterations
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.