The SIMLIN Procedure

PROC SIMLIN Statement

  • PROC SIMLIN options;

The following options can be used in the PROC SIMLIN statement:

DATA= SAS-data-set

specifies the SAS data set containing input data for the simulation. If the DATA= option is used, the data set specified must supply values for all exogenous variables throughout the simulation. If the DATA= option is not specified, no simulation of the system is performed, and only the reduced form and multipliers are computed.

EST= SAS-data-set

specifies the input data set containing the structural coefficients of the system. If EST= is omitted the most recently created SAS data set is used. The EST= data set is normally a "TYPE=EST" data set produced by the OUTEST= option of PROC SYSLIN. However, you can also build the EST= data set with a SAS DATA step. See "The EST= Data Set" later in this chapter for details.

ESTPRINT

prints the structural coefficients read from the EST= data set.

INTERIM= n

requests that interim multipliers be computed for interims 1 through n. If not specified, no interim multipliers are computed. This feature is available only if there are no lags greater than 1.

NOPRINT

suppresses all printed output.

NORED

suppresses the printing of the reduced form coefficients.

OUTEST= SAS-data-set

specifies an output SAS data set to contain the reduced form coefficients and multipliers, in addition to the structural coefficients read from the EST= data set. The OUTEST= data set has the same form as the EST= data set. If the OUTEST= option is not specified, the reduced form coefficients and multipliers are not written to a data set.

START= n

specifies the observation number in the DATA= data set where the dynamic simulation is to be started. By default, the dynamic simulation starts with the first observation in the DATA= data set for which all variables (including lags) are not missing.

TOTAL

requests that the total multipliers be computed. This feature is available only if there are no lags greater than 1.

TYPE= value

specifies the type of estimates to be read from the EST= data set. The TYPE= value must match the value of the _TYPE_ variable for the observations that you want to select from the EST= data set (TYPE=2SLS, for example).