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PROC VARMAX

2. Overview. - PROC VARMAX estimates model parameters and generates forecasts associated with Vector AutoRegressive and Moving Average processes with eXogenous regressors (VARMAX) models.- The AR and MA orders can be user-specified or automatically determined by various criteria* Akaike

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PROC VARMAX

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    1. 1

    2. 2 Overview

    3. 3 Overview

    4. 4 Overview

    5. 5 Overview

    6. 6 Getting Started - Vector Autoregressive Process

    7. 7 Getting Started - Vector Autoregressive Process

    8. 8 Getting Started - Vector Autoregressive Process

    9. 9 Getting Started - Vector Autoregressive Process

    10. 10 Getting Started - Vector Autoregressive Process

    11. 11 Getting Started - Vector Autoregressive Process

    12. 12 Getting Started - Vector Autoregressive Process

    13. 13 Getting Started - Vector Autoregressive Process

    14. 14 Getting Started - Vector Autoregressive Process

    15. 15 Getting Started - Bayesian Vector Autoregressive Process

    16. 16 Getting Started - Bayesian Vector Autoregressive Process

    17. 17 Getting Started - Vector Error Correction Model

    18. 18 Getting Started - Vector Error Correction Model

    19. 19 Getting Started - Vector Error Correction Model

    20. 20 Getting Started - Vector Error Correction Model

    21. 21 Getting Started - Vector Error Correction Model

    22. 22 Getting Started - Vector Error Correction Model

    23. 23 Getting Started - Vector Error Correction Model

    24. 24 Getting Started - Vector Error Correction Model

    25. 25 Getting Started - Vector Error Correction Model

    26. 26 Getting Started - Vector Error Correction Model

    27. 27 Getting Started - Vector Error Correction Model

    28. 28 Getting Started - Vector Error Correction Model

    29. 29 Getting Started - Vector Error Correction Model

    30. 30 Syntax - PROC VARMAX Statement

    31. 31 Syntax - CAUSAL Statement

    32. 32 Syntax - COINTEG Statement

    33. 33 Syntax - COINTEG Statement

    34. 34 Syntax - COINTEG Statement

    35. 35 Syntax - COINTEG Statement

    36. 36 Syntax - COINTEG Statement

    37. 37 Syntax - COINTEG Statement

    38. 38 Syntax - MODEL Statement

    39. 39 Syntax - MODEL Statement

    40. 40 Syntax - MODEL Statement

    41. 41 Syntax - MODEL Statement

    42. 42 Syntax - MODEL Statement

    43. 43 Syntax - MODEL Statement

    44. 44 Syntax - MODEL Statement

    45. 45 Syntax - MODEL Statement

    46. 46 Syntax - MODEL Statement

    47. 47 How to Perform a Cointegration Test

    48. 48 How to Perform a Cointegration Test

    49. 49 Example - Johansen-Juselius Danish data

    50. 50 Example - Johansen-Juselius Danish data

    51. 51 Example - Johansen-Juselius Danish data

    52. 52 Example - Johansen-Juselius Danish data

    53. 53 Example - Johansen-Juselius Danish data

    54. 54 Example - Johansen-Juselius Danish data

    55. 55 Example - Johansen-Juselius Danish data

    56. 56 Example - Johansen-Juselius Danish data

    57. 57 Example - Johansen-Juselius Danish data

    58. 58 Example - Johansen-Juselius Danish data

    59. 59 Example - Johansen-Juselius Danish data

    60. 60 Example - Johansen-Juselius Danish data

    61. 61 Example - Johansen-Juselius Danish data

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