PROC STATESPACE assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in the following table.
Table 28.4: ODS Tables Produced in PROC STATESPACE
ODS Table Name |
Description |
Option |
---|---|---|
NObs |
number of observations |
default |
Summary |
simple summary statistics table |
default |
InfoCriterion |
information criterion table |
default |
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 |
default |
CovResiduals |
covariance of residuals |
PRINTOUT=LONG |
CorrResiduals |
residual correlations from AR models |
PRINTOUT=LONG |
StateVector |
state vector table |
default |
CorrGraph |
schematic representation of correlations |
default |
TransitionMatrix |
transition matrix |
default |
InputMatrix |
input matrix |
default |
VarInnov |
variance matrix for the innovation |
default |
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 |
default |
Forecasts |
forecasts table |
|
ConvergenceStatus |
convergence status table |
default |