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SAS/ETS®
$B;~7ONsJ,@O$dF1;~J}Dx<0%b%G%k$K4p$E$/J,@O$r
$B35MW(B
SAS/ETS$B$O!";~7ONs%G!<%?$d7P:Q%G!<%?$r07$&$?$a$N7WNL7P:Q%b%G%k$r
SAS/ETS$B$O!";~7ONsM=B,!"F1;~J}Dx<0%b%G%k!"N%;6A*Br%b%G%k$J$I7WNL7P:Q$K$*$$$FuBV6u4V%b%G%k$J$I$rDs6!$7$^$9!#$^$?!"%9%Z%/%H%k2r@O$d!"JF9q%;%s%5%96I$K$h$k5(@aD4@0K!(B(X11$BK!$d(BX12-ARIMA$BK!(B)$B$J$I$b!";~7ONs%G!<%?$NJd4V$d=87W!":bL3%l%]!<%H$N:n@.$J$I$N%W%m%7%8%c$bMQ0U$5$l$F$$$^$9!#(B
$B;~7ONsM=B,%a%K%e!<%7%9%F%`(B
$B;~7ONs%G!<%?M=B,$r9T$J$&$?$a$N(BGUI$B%"%W%j%1!<%7%g%s$G$9!#(B
$B%^%&%9A`:n$K$h$C$F!"(BARIMA$B%b%G%k$d;X?tJ?3j2=K!$J$I$K4p$E$/J,@O$r
$B;~7ONsM=B,$N$?$a$N%W%m%7%8%c(B
SAS/ETS$B$K$O!";~7ONsM=B,$r9T$J$&$?$a$K!"
| AUTOREG | $B8m:9$K<+8JAj4X$,$"$k>l9g$N2s5"%b%G%k!"$^$?!"#1JQNL$N(BGARCH$B%b%G%k$b!"(BAUTOREG$B%W%m%7%8%c$G07$&$3$H$,$G$-$^$9!#(B |
| ARIMA | ARIMA$B%b%G%k!#(BBox-Jenkins$BN.$NJ,@OD%b%G%k$b07$&$3$H$,$G$-$^$9!#(B |
| FORECAST | $B4v$D$+$NC1=c$JM=B,J}K!$r |
| PDLREG | $BB?9`J,I[%i%0!J(BAlmon$B%i%0!K%b%G%k!#8m:9$K<+8JAj4X$,$"$k>l9g$NJ,I[%i%0%b%G%k$b07$($^$9!#(B |
| SPECTRA | $B%9%Z%/%H%k2r@O$d%/%m%9%9%Z%/%H%k2r@O!#%T%j%*%I%0%i%`$N;;=P!#%9%Z%/%H%kL)EY$rJ?3j2=$7$F;;=P$9$k$3$H$b2DG=$G$9!#(B |
| STATESPACE | $B@VCS$N>uBV6u4V%b%G%k!#B?JQNL;~7ONs%G!<%?$KBP$7$F!">uBV6u4V%b%G%k$N;XDj$r9T$J$&$3$H$,$G$-$^$9!#$^$?!" |
| TSCSREG | $B;~4V$NMW0x$H2#CGE*$JMW0x$H$rF1;~$K4^$`2s5"J,@O!#(B |
| VARMAX | $B%Y%/%H%k<+8J2s5"%b%G%k!JB?JQNL<+8J2s5"%b%G%k!K!#30@-E*$JFHN)JQ?t$,$"$k>l9g$d!"0\F0J?6Q$N9`$r4^$`%b%G%k!"B?JQNL$N8m:9=$@5%b%G%k$b07$($^$9!#$^$?!"B?JQNL(BGARCH$B%b%G%k$b07$($^$9!#(B |
| X12 | $BJF9q%;%s%5%96I$N(BX12-ARIMA$BK!!#(B |
$B%^%/%m(B
| %BOXCOXAR | $B:GE,$J(BBox-Cox$BJQ49(B |
| %DFVALUE | Dicky-Fuller$B8!Dj$N3NN(7W;;(B |
| %DFTEST | Dicky-Fuller$B8!Dj$NC10L:,8!Dj(B |
| %LOGTEST | $BBP?tJQ49$N8!Dj(B |
$BF1;~J}Dx<0$N?dDj$H%7%_%e%l!<%7%g%s(B
$B7P:Q%7%9%F%`$rO"N)J}Dx<0$GI=8=$7$F8&5f$9$k$?$a$N
| MODEL | $BHs@~7AF1;~J}Dx<0$N?dDj$H%7%_%e%l!<%7%g%s!#?dDjK!$K$O:G>.(B2$B>h?dDj!J(BOLS$B!K!"(BSUR$B!"(B2$BCJ3,:G>.(B2$B>hK!!J(B2SLS$B!K!"(B3$BCJ3,:G>.(B2$B>hK!!J(B3SLS$B!K!"40A4>pJs:GL`?dDj!J(BFIML$B!K!"0lHL2=%b!<%a%s%HK!!J(BGMM$B!K$J$I$,$"$j$^$9!#M=B,$^$?$O%7%_%e%l!<%7%g%s$N$?$a$NJ}Dx<0$r2r$/$3$H$b |
| SIMLIN | $B@~7AF1;~J}Dx<0$K$h$k%7%_%e%l!<%7%g%s!#(BSYSLIN$B$G7W;;$5$l$?J}Dx<0$N78?t$rFI$_9~$_!"M6F37A$r5a$a$^$9!#F~NO%G!<%?$rM?$($k$H!"M6F37A$r;H$C$FM=B,CM$r7W;;$7$^$9!#(B |
$BN%;6A*Br%b%G%k(B
| MDC | $B>r7oIU$-%m%8%C%H%b%G%k$J$I$NN%;6A*Br%b%G%k!#>r7oIU$-%m%8%C%H!";^JL$l%m%8%C%H%b%G%k$r07$&$3$H$,$G$-$^$9!#$^$?!"@x:_J,I[$H$7$FAj4X$N$"$kB?JQNL@55,J,I[$r2>Dj$7$?B?9`%W%m%S%C%H%b%G%k$d!"JQNL8z2L$N$"$k$H$-$N%m%8%9%F%#%C%/%b%G%k$J$I!"$+$J$j9-HO0O$KA*Br9TF0$N%b%G%k2=$r9T$J$&$3$H$,$G$-$^$9!#(B |
$B$=$NB>(B
$B;~7ONs%G!<%?$N=hM}$K4X$9$k%W%m%7%8%c$rMQ0U$7$F$$$^$9!#(B
| COMPUTAB | $B:bL3%l%]!<%HI=$N:n@.$r9T$J$$$^$9!#(B |
| EXPAND | $B;~7ONs%G!<%?$N=87W$dJd4V$r9T$J$C$F?7$?$J%G!<%?%;%C%H$r:n@.$7$^$9!#0\F0J?6Q$d0\F0%a%G%#%"%s$r5a$a$k$3$H$d!"7gB;%G!<%?ItJ,$rJd4V$K$h$C$FKd$a$k$3$H!JNc$($P!"%9%W%i%$%sJd4V$d0\F0J?6Q$J$I!K$b2DG=$G$9!#(B |
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$B6H3&JL%=%j%e!<%7%g%s(B
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