The state space model used by the STATESPACE procedure assumes that the time series are stationary. Hence, the data should be checked for stationarity. One way to check for stationarity is to plot the ...
Abstract: A structural import demand equation is derived and estimated for a large number of countries, using recent time-series techniques that address the problem of non-stationarity. The average ...
The IDENTIFY statement specifies the time series to be modeled, differences the series if desired, and computes statistics to help identify models to fit. Use an IDENTIFY statement for each time ...