The SIMLIN Procedure
Functional Summary
The statements and options controlling the SIMLIN procedure are summarized in Table 1.
Table 1: Functional Summary
| Description | Statement | Option |
|---|---|---|
| Data Set Options | ||
| Specify input data set containing structural coefficients | PROC SIMLIN | EST= |
| Specify type of estimates read from EST= data set | PROC SIMLIN | TYPE= |
| Write reduced form coefficients and multipliers to an output data set | PROC SIMLIN | OUTEST= |
| Specify the input data set for simulation | PROC SIMLIN | DATA= |
| Write predicted and residual values to an output data set | OUTPUT | |
| Printing Control Options | ||
| Print the structural coefficients | PROC SIMLIN | ESTPRINT |
| Suppress printing of reduced form coefficients | PROC SIMLIN | NORED |
| Suppress all printed output | PROC SIMLIN | NOPRINT |
| Dynamic Multipliers | ||
| Compute interim multipliers | PROC SIMLIN | INTERIM= |
| Compute total multipliers | PROC SIMLIN | TOTAL |
| Declaring the Role of Variables | ||
| Specify BY-group processing | BY | |
| Specify the endogenous variables | ENDOGENOUS | |
| Specify the exogenous variables | EXOGENOUS | |
| Specify identifying variables | ID | |
| Specify lagged endogenous variables | LAGGED | |
| Controlling the Simulation | ||
| Specify the starting observation for dynamic simulation | PROC SIMLIN | START= |
Last updated: December 20, 2021