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Econometrics Procedures
 

ECM Procedure

OUTPUT Statement

  • OUTPUT OUT=libref.data-table <output-options>;

The OUTPUT statement specifies the data table in which PROC ECM outputs the estimated total loss sample.

If you specify more than one OUTPUT statement, only the first one is used.

You must specify the output data table by using the following option:

OUT=libref.data-table
OUTSAMPLE=libref.data-table

specifies the name of the output data table. libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the input data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs. The libref must be identical to the libref that you specify in the DATA= option.

You can specify the following output-options to control the contents of the OUT= data table:

MARGINALSOUT
WRITEMARGINALS

writes the marginal probability and estimated percentile information to the OUT= data table. The marginal probability is copied from the copula simulation data table.

TOTALLOSSVAR=variable-name
VAR=variable-name

specifies the name of the variable to contain the total loss value in the OUT= data table. If you omit this option, then the variable is named _TOTALLOSS_ by default.

For more information about the variables in the OUTSAMPLE= data table, see the section OUTSAMPLE= Data Table.

Last updated: November 24, 2025