SAS 9.4 Output Delivery System, 3rd Edition

For detailed information, see the SSM procedure in SAS/ETS 13.2 User's Guide.

Table Name Description Statement Option

Tables Related to Model Parameters and the Likelihood

ConvergenceStatus Convergence status

of the estimation

process

Default

RegressionEstimates Estimates of the

regression parameters

MODEL Default

StateRegressionEstim

ates

Estimates of the state

regression parameters

STATE W

FixedStateEstimates Estimates of time-

invariant, non-

stochastic state

subsections

Default

NamedParameterEsti

mates

Estimates of the

parameters specified

in the PARMS

statement

PARMS Default

ParameterEstimates Estimates of the

unknown elements in

the model system

matrices

Default

DisturbanceCovarian

ce

Estimate of the

disturbance

covariance

STATE PRINT=COV

InitialCovariance Estimate of the initial

state covariance

STATE PRINT=COV1

ARCoefficient Estimate of the

autoregressive

coefficient matrix

STATE PRINT=AR

MACoefficient Estimate of the

moving average

coefficient matrix

STATE PRINT=MA

TransitionMatrix Estimate of the state

transition matrix

STATE PRINT=T

FitSummary Summary of the

likelihood-based-fit-

statistics

Default

InformationCriteria Likelihood-based

information criteria

Default

ODS Table Names and the SAS/ETS Procedures That Produce Them 1029

For detailed information, see the SSM procedure in SAS/ETS 13.2 User's Guide.

Table Name Description Statement Option

Tables Related to Series and Component Forecasts

Forecasts Series forecasts MODEL PRINT=FILTER

SmoothedResponse Smoothed series

values

MODEL PRINT=SMOOTH

FilteredComponent Component forecasts COMPONENT PRINT=FILTER

SmoothedComponent Smoothed component COMPONENT PRINT=SMOOTH

Tables Related to Outlier Detection and Model Quality

AOSummary Summary of additive

outliers

Default Default

ElementTrendBreakS

ummary

Elementwise trend

break summary

TREND CHECKBREAK

OverallTrendBreakS

ummary

Overall trend break

summary

TREND CHECKBREAK(OV

ERALL)

ElementStatedBreakS

ummary

Elementwise state

break summary

STATE CHECKBREAK

OverallStateBreakSu

mmary

Overall state break

summary

STATE CHECKBREAK(OV

ERALL)

MaximalShockSumm

ary

Summary of maximal

state shocks

OUTPUT MAXSHOCK

PRESS Prediction error sum

of squares

OUTPUT PRESS

Table A1.113 ODS Table Names Produced by the STATESPACE Procedure

For detailed information, see the STATESPACE procedure in SAS/ETS 13.2 User's

Guide.

Table Name Description Option

NObs Number of observations

Summary Simple summary statistics

table

InfoCriterion Information criterion table

1030 Appendix 1 • Output Object Table Names

For detailed information, see the STATESPACE procedure in SAS/ETS 13.2 User's

Guide.

Table Name Description Option

CovLags Covariance matrices of input

series

PRINTOUT=LONG

CorrLags Correlation matrices of input

series

PRINTOUT=LONG

PartialAR Partial autoregressive

matrices

PRINTOUT=LONG

YWEstimates Yule-Walker estimates for

minimum AIC

CovResiduals Covariance of residuals PRINTOUT=LONG

CorrResiduals Residual correlations from

AR models

PRINTOUT=LONG

StateVector State vector table

CorrGraph Schematic representation of

correlations

TransitionMatrix Transition matrix

InputMatrix Input matrix

VarInnov Variance matrix for the

innovation

CovB Covariance of parameter

estimates

COVB

CorrB Correlation of parameter

estimates

COVB

CanCorr Canonical correlation analysis CANCORR

IterHistory Iterative fitting table ITPRINT

ParameterEstimates Parameter estimates table

Forecasts Forecasts table PRINT

ConvergenceStatus Convergence status table

ODS Table Names and the SAS/ETS Procedures That Produce Them 1031

Table A1.114 ODS Table Names Produced by the SYSLIN Procedure

For detailed information, see the SYSLIN procedure in SAS/ETS 13.2 User's Guide.

Table Name Description Option

ANOVA Summary of the SSE, MSE

for the equations

AugXPXMat Model crossproducts XPX

AutoCorrStat Autocorrelation statistics

ConvCrit Convergence criteria for

estimation

ConvergenceStatus Convergence status

CorrB Correlations of parameters CORRB

CorrResiduals Correlations of residuals CORRS

CovB Covariance of parameters COVB

CovResiduals Covariance of residuals COVS

Endomat Endogenous variables

Equations List of equations to estimates

ExogMat Exogenous variables

FitStatistics Statistics of fit

InvCorrResiduals Inverse correlations of

residuals

CORRS

InvCovResiduals Inverse covariance of

residuals

COVS

InvEndoMat Inverse endogenous variables

InvXPX X"X inverse for system I

IterHistory Iteration printing ITALL or ITPRINT

MissingValues Missing values generated by

the program

ModelVars Name and label for the model

ParameterEstimates Parameter estimates

1032 Appendix 1 • Output Object Table Names

For detailed information, see the SYSLIN procedure in SAS/ETS 13.2 User's Guide.

Table Name Description Option

RedMat Reduced form REDUCED

SimpleStatistics Descriptive statistics SIMPLE

SSCP Model crossproducts

TestResults Test for overidentifying

restrictions

Weight Weighted model statistics

Table A1.115 ODS Table Names Produced by the TSCSREG Procedure

For detailed information, see the TSCSREG procedure in SAS/ETS 13.2 User's Guide.

Table Name Description Option

ODS Tables Created by the MODEL Statement

ModelDescription Model description

FitStatistics Fit statistics

FixedEffectsTest F test for no fixed tests

ParameterEstimates Parameter estimates

CovB Covariance of parameter

estimates

CorrB Correlations of parameter

estimates

VarianceComponents Variance component

estimates

RandomEffectsTest Hausman test for random

effects

AR1Estimates First order autoregressive

parameter estimates

EstimatedPhiMatrix Estimated phi matrix PARKS

EstimatedAutocovariances Estimates of autocovariances PARKS

ODS Table Names and the SAS/ETS Procedures That Produce Them 1033