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Econometrics Procedures
 

The DYNAMICLINEAR Procedure

PROC DYNAMICLINEAR Statement

  • PROC DYNAMICLINEAR DATA=CAS-libref.data-table <options>;

The PROC DYNAMICLINEAR statement invokes the DYNAMICLINEAR procedure. You must specify the following option:

DATA=CAS-libref.data-table
TABLE=CAS-libref.data-table

names the input data table for PROC DYNAMICLINEAR to use. CAS-libref.data-table is a two-level name, where

CAS-libref

refers to a collection of information that is defined in the LIBNAME statement and includes the caslib, which includes a path to the data, and a session identifier, which defaults to the active session but which can be explicitly defined in the LIBNAME statement. For more information about CAS-libref, see the section Using CAS Sessions and CAS Engine Librefs.

data-table

specifies the name of the input data table.

For the sample data, see the section Simultaneous Graphical Dynamic Linear Models.

You can also specify the following options:

NSIMULATIONS=number
NSIM=number

specifies the number of simulations during both forecasting and the subsequent posterior update phase. The number must be a positive integer. By default, NSIMULATIONS=10000.

SEED=number

specifies a nonnegative integer as the seed for generating random number sequences. When the seed value is set to 0, random number streams are generated by using the time of day from the computer’s clock. A seed value greater than 0 ensures a consistent and reproducible random number sequence. By default, SEED=0.

Last updated: March 07, 2024