Re: modeling on vector autoregressive model
take a look at proc varmax.
On Mon, Apr 6, 2009 at 1:35 AM, Mephy <email@example.com> wrote:
> Hi, I am looking for an apporpriate program to be able to model the
> time series data with good flexibility. How does SAS compare with
> STATA in programming VAR model in this perspective? Is it easier to
> create more personalized models? Thanks.
Acquisition Risk, Chase
Blog : statcompute.spaces.live.com
Tough Times Never Last. But Tough People Do. - Robert Schuller
...Re: modeling on vector autoregressive model #3
Vector Autoregression (VAR) dates back to a time when the Regression Analysis of Time Series (RATS) statistical package first appeared. Tom Doan, now at Northwestern University, developed much of RATS. I wrote many statistical programs in the RATS scripting language for a Pentagon project.
A company named Estima (associated with Doan) now distributes RATS (and CATS). You may find it interesting to see how the original implementation of VAR has evolved.
(disclaimer: I have no financial or other connection to Estima.)
From: SAS(r) Discussion [mailto:SAS-L@LISTSERV.UGA.EDU] On Behalf Of Mephy
Sent: Monday, April 06, 2009 1:36 AM
Subject: modeling on vector autoregressive model
Hi, I am looking for an apporpriate program to be able to model the time series data with good flexibility. How does SAS compare with STATA in programming VAR model in this perspective? Is it easier to create more personalized models? Thanks.
...Re: modeling on vector autoregressive model #2
I recently did a project using Proc Varmax, i liked it, but there are some
limitations while using proc varmax, if you want to use non-linear
SAS documentation prescribes certain non-linear techniques for certain type
of datasets, and that dint really work for us, for what we were trying to
I know for sure R has a similar package that can do Proc Varmax like
There is one package in R, which can do similar things like Varmax, you may
On Mon, Apr 6, 2009 at 1:3 8 AM, Wensui Liu <firstname.lastname@example.org> wrote:what
> take a look at proc varmax.
> On Mon, Apr 6, 2009 at 1:35 AM, Mephatioy <email@example.com> wrote:
> > Hi, I am looking for an apporpriate program to be able to model the
> > time series data with good flexibility. How does SAS compare with
> > STATA in programming VAR model in this perspective? Is it easier to
> > create more personalized models? Thanks.
> WenSui Liu
> Acquisition Risk, Chase
> Blog : statcompute.spaces.live.com
> Tough Times Never Last. But Tough People Do. - Robert Schuller
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...modeling time series data using Generalized Linear Model in SAS
Has anyone have used generalized linear models to model time series
data especially multivariate time series? I came upon a book on this
the book name is "Regression Models for Time Series Analysis" and you
can find it sold on amazon.
There is no way that my company would buy SAS/ETS. Now I am on the
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...Re: how to model poisson / logit model using proc model? #2
If your requirement is not a time series then you can use Proc GENMOD in much better way. it is easy to use these (both logit/poisson).
- Kiran KS
From: SAS(r) Discussion on behalf of Wensui Liu
Sent: Mon 5/28/2007 7:04 AM
Subject: how to model poisson / logit model using proc model?
Is there anyway to model poisson or logit model using proc model in ets?
I think it is doable given the power of proc model.
Could you please shed some light on it? Thanks a lot.
A lousy statistician who happens to k...animation 3d model | apache 3d model | ape man 3d model
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this above is document on which Markov model I am trying to generate VoIP traffic.
On page 200. you can see how the human voice should look like, and on page 203. is the Markov model based on Exponential distribution.
My problem is with this ON/OFF states! In ON it generates traffic and in OFF it doesnt, so it is 0. So it should switch from for instance 64 kbps and 0 kbps. But how can I make this beacuse ON and OFF transitions are modele...Context representation, models and modelling
I am searching for "standards", well established "methods" for
representing (modelling) contextual data.
Question you might ask: What do I mean when saying context?
Context is not a clear defined term, we are all aware of that and the
usual definitions can be read within all those papers flying around.
Imagine you have a standalone application which tracks and records your
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Could someone give me some advice about how to choose adjusted Poisson model and NB model?
I'm analyzing an over-dispersed data, the NB model shown one variable is not significant, but when I used scale deviance adjust poisson model, that variable becomes significant. I'm not sure which model I should use? why the adjusted poisson model does not consist wit�衡
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...surface modeling and solid modeling
how do solid modeler and surface modeler algorithmically differ??
i.e what i perceived so far after reading about them is
1)the surface modeler can draw surfaces so that you can tell whether a
point is on it or not and
2)you can draw solids so that you can tell whether a point is
inside,outside or on the solid or not??
now algorithmically the solid modeler just adds the point normal
information and compares it with the surface normals..so does it mean
that the developer of surface modeler are lazy to put just a point
normal information and make their modeler as solid modeler???
regd...Cragg Model and Heckman Models
Dera Sas community,
Actually, I am looking for informations about running on SAS or
(STATA, LIMDEP) a double hurdle model (dependent and independent CRAGG
model), the Dominance Heckman Model, the complete dominance Heckman
model and the Tobit model. My thesis is on "stand-by" and i will be
glad if you share with me your programs to run these models. Would you
tell me if SAS, STATA or LIMDEP include friendly routines for running
these models? and how to do it ?
Thank you so much,
Imad R., PHD Candidate
Hi, anyone can help me.
I have one data witch vary weight of animals each twenty-eight days
and I want biuld one equation for the to describe the for average
daily gains from birth to
gain of born out slaughter, for the animals, but I'm dont getting to
input animals breed sex $ age weigt1 weigt2 weigt3 weigt4 weigt5;
1037 RACRNE F 12/10/2006 35 62.0 76.0 96.5 115.8
941 RANE F 13/10/2006 32 59.5 73.8 88.5 110.3
1036 RANE F 5/10/2006 33 60.5 73.0 90.3 111.5
1030 RACRNE M 5/10/2006 36 66.5 88.0 110.8 123.8
978 RACRNE M 23/10/2006 26 42.5 59.5 77.5 96.3
1059 RANE...using model inputs in model initialise states or model start in C mex s functions
I am writing c mex s functions for simulation. I would like to use
the models initial inputs to initialise states, when I use
ssGetInputPortRealSignalPointers in the modelstart or model
initialise conditions function it always returns zero for the model
inputs no matter what the inputs are. Does anyone no why or how to
get around this ??
this is the code
const real_T *u = (const real_T*) ssGetInputPortRealSignal(S,0);
Vcx = u;
Vcy = u;
omega = u;
Fz = u;
robin northcott wrote:
> I am writing c mex s functions for simulation. I woul...MATLAB modeling of finite quantum model
I am currently programming a model of a finite quantum well and have run
into a couple of problems. After applying boundary conditions, I get two
tan(theta) = sqrt(theta_knot^2/theta^2 - 1)
cot(theta) = -sqrt(theta_knot^2/theta^2 -1)
The parameters theta and theta_knot have the width of well, barrier potential,
and mass of the electron embedded in them.
I tried solving this in two ways:
1) I arranged loops to solve using the "solve" command for transcendental
equation but the cotangent argument was causing a problem.
2) My other attempt consisted of incrementing ...Analysis Model Vs Design Model
Many yeas ago I had read that the Analysis Model is concerned with the
"what" and not the "how". It is the Design Model that is concerned
with the "how" part. Frankly speaking, I never found that tip very
useful. After many months of deliberation I have now concluded that
the Analysis Model is the same as the Design Model, except that we
don't talk about the following:
This simple tip has helped me immensely, not only to come up with
better Analysis Models, but also to earn the respect of my peers.
I like to think as tha Analysis Model as being the bit that figures
out what the current system does and the Design Model as figuring out
what changes you need to make to facilitate the customers new
You are going to have duplicated bits, for example, you have the AOM
(Analysis Object Model) and DOM (Design Object Model).
I think you will still need to address those items you list below.
For example, your still going to need to know the current protocols
and agorithms etc. used, otherwise, how would you know if they need
changing or not.
On 5 Aug 2003 19:06:38 -0700, firstname.lastname@example.org (Sandeep Sharma)
>Many yeas ago I had read that the Analysis Model is concerned with the
>"what" and not the "how". It is the Design Model that is concerned
>with the "how" part. Frankly speaking, I never found t...ARIMA model from Box-Jenkins model
Hi, I have to forecast some value of a time series using an ARIMA(5,1,3) model.
I saw in Matlab there isn't a function for ARIMA models because ARIMA models are a type of Box-Jenkins models. But how to set parameters?
In the Box-Jenkins models
m = bj(data,[nb nc nd nf nk])
How to set nb, nc, nd, nf and nk in order to have an ARIMA(p,d,q) model?
How would I set this amx2221 model up in Excel?
Discrete-time IDPOLY model: A(q)y(t) = B(q)u(t) + C(q)e(t)
A(q) = 1 + 0.3233 q^-1 + 0.1241 q^-2
B1(q) = -0.06747 q^-1 + 0.1398 q^-2
B2(q) = -0.1179 q^-1 + 0.08921 q^-2
B3(q) = 0.2373 q^-1 - 0.2245 q^-2
B4(q) = -0.3048 q^-1 + 0.07673 q^-2
B5(q) = 1.408 q^-1 - 0.6527 q^-2
B6(q) = 0.2355 q^-1 - 0.2538 q^-2
B7(q) = 0.2059 q^-1 - 0.2689 q^-2
B8(q) =...Polygonal Modeling vs. Spline Modeling
I'm very curious about some of the finer differences between polygonal model and
spline/spline patch modeling. From what I've thus far seen, learned and experienced,
I guess it might be fair to say the polygonal model is more the realm of things such
as character modeling and/or modeling objects where a great deal of precision might
not be required, and as a rule, more for "organic" type objects.
On the other hand, spline modeling seems to be employed where a greater degree of
precision and accuracy might be required... for a car, an aeroplane or a starship for
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organic type objects, which only all makes sense.
I've been trying to work with and fully understand and master both types of modeling.
As such, I've been looking for Video/DVD type tutorials that may be available for
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also Larry Shultz's websites, and their respective courseware. I already have all the
DVDs from the guys from NewTek (Brad Peebler and company) and these videos give a
very good understanding of Lightwave as a whole.
But where I'm at now is I want to specifically learn the finer points of modeling and
the "tricks-of-the-trade," as it were. I've done a ton with Layout (surfacing,
lighting, animation, graph editing, etc.), and now it's...Model Advisor shows no model to advise??
I want to check my model with the model advisor, but the model advisor shows no model that I can analyze although I start the advisor from the model to be tested.
I have RTW and Simulink, so at least these checks should be available.
Thanx for help,
...main effect model and interaction model
Variable "age" was significant in multiple hierarchical regression for
main effect model. So, I thought age was important for posttraumatic
stress disorder (PTSD).
However, age was significant in multiple hierarchical regression for
interaction effect model.
1st step: traumatic experience --> significant
2nd step: age --> significant
3rd step: traumatic experience * age --> significant
In this case, how can I interpret this result of age? Does the
existence of interaction effect suggest that the data are more
supportive of the interaction model?
On Sun, 15 Aug 2010 04:35:23 -0700 (PDT), ??? <email@example.com>
>Variable "age" was significant in multiple hierarchical regression for
>main effect model. So, I thought age was important for posttraumatic
>stress disorder (PTSD).
>However, age was significant in multiple hierarchical regression for
>interaction effect model.
> 1st step: traumatic experience --> significant
> 2nd step: age --> significant
> 3rd step: traumatic experience * age --> significant
>In this case, how can I interpret this result of age? Does the
>existence of interaction effect suggest that the data are more
>supportive of the interaction model?
By "hierarchical", I interpret this to mean that you tested
the variables, by intention, in this order. It ...