SAS/ETS PROCEDURES

Rajender Parsad and Manoj Kumar Khandelwal

I.A.S.R.I., Library Avenue, New Delhi - 110 012
[email protected]; [email protected]

There are total of 26 procedures in SAS/ETS 9.2 Module. A brief description is prepared
mainly borrowing from the information from SAS Help available at
(http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_
intro_sect003.htm) or its sub-links.

1. PROC ARIMA
The ARIMA procedure analyzes and forecasts equally spaced univariate time series data,
transfer function data, and intervention data by using the autoregressive integrated moving-
average (ARIMA) or autoregressive moving-average (ARMA) model. PROC ARIMA
provides a comprehensive set of tools for univariate time series model identification,
parameter estimation, and forecasting, and it offers great flexibility in the kinds of ARIMA or
ARIMAX models that can be analyzed. The ARIMA procedure supports seasonal, subset,
and factored ARIMA models; intervention or interrupted time series models; multiple
regression analysis with ARMA errors; and rational transfer function models of any
complexity. The ARIMA procedure offers a variety of model diagnostic statistics, including
1. Akaike's information criterion (AIC)
2. Schwarz's Bayesian criterion (SBC or BIC)
3. Ljung-Box chi-square test statistics for white noise residuals
4. stationarity tests, including Augmented Dickey-Fuller (including seasonal unit root
testing), Phillips-Perron, and random-walk with drift tests
See the PDF and link for PROC ARIMA Examples
http://support.sas.com/rnd/app/ets/proc/ets_arima.html

2. PROC AUTOREG
The AUTOREG procedure estimates and forecasts linear regression models for time series
data when the errors are autocorrelated or heteroscedastic. The autoregressive error model is
used to correct for autocorrelation, and the generalized autoregressive conditional
heteroscedasticity (GARCH) model and its variants are used to model and correct for
heteroscedasticity. The AUTOREG procedure supports the following variations of the
GARCH models:
1. Generalized ARCH (GARCH),
2. Integrated GARCH (IGARCH),
3. Exponential GARCH (EGARCH),
4. GARCH-in-mean (GARCH-M).

The AUTOREG procedure can also analyze models that combine autoregressive errors and
GARCH-type heteroscedasticity. PROC AUTOREG can output predictions of the conditional
mean and variance for models with autocorrelated disturbances and changing conditional
error variances over time. See the PDF and link for PROC AUTOREG Examples
http://support.sas.com/rnd/app/ets/proc/ets_autoreg.html

3. PROC COMPUTAB
The COMPUTAB (computing and tabular reporting) procedure produces tabular reports
generated using a programmable data table. The COMPUTAB procedure is especially useful
 SAS ETS Procedures

when one need both the power of a programmable spreadsheet and a report generation
system, but one has to set up a program to run in a batch mode and generate routine reports.
With PROC COMPUTAB, one can select a subset of observations from the input data set,
define the format of a table, operate on its row and column values, and create new columns
and rows. Access to individual table values is available when needed. See the PDF and link
for PROC AUTOREG Examples
http://www.okstate.edu/sas/v8/saspdf/ets/chap9.pdf
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#comput
ab_toc.htm

4. PROC COUNTREG
The COUNTREG (count regression) procedure analyzes regression models in which the
dependent variable takes nonnegative integer or count values. The COUNTREG procedure
uses maximum likelihood estimation.
PROC COUNTREG supports the following models for count data:
1. Poisson regression,
2. negative binomial regression with quadratic (NEGBIN2) and linear (NEGBIN1) variance
functions,
3. zero-inflated Poisson (ZIP) model,
4. zero-inflated negative binomial (ZINB) model.

See PROC COUNTREG Help and link for Examples

http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#countre
g_toc.htm

5. PROC DATASOURCE
The DATASOURCE procedure extracts time series and event data from many different kinds
of data files distributed by various data vendors and stores them in a SAS data set. PROC
DATASOURCE has statements and options to extract only a subset of time series data from
an input data file. It gives one control over the frequency of data to be extracted, time series
variables to be selected, cross sections to be included and time range of data to be output.
PROC DATASOURCE can create auxiliary data sets containing descriptive information on
the time series variables and cross sections. See PROC DATASOURCE Help and link for
Examples
http://support.sas.com/documentation/cdl/en/etsug/63348/HTML/default/viewer.htm#datasrc
_toc.htm

6. PROC ENTROPY
The ENTROPY procedure implements a parametric method of linear estimation based on
generalized maximum entropy. The ENTROPY procedure is suitable when there are outliers
in the data and robustness is required, when the model is ill-posed or under-determined for
the observed data, or for regressions that involve small data sets. PROC ENTROPY creates a
generalized maximum entropy (GME) distribution for each parameter in the linear model,
based upon support points supplied by the user. The mean of each distribution is used as the
estimate of the parameter. Estimates tend to be biased, as they are a type of shrinkage
estimate, but typically portray smaller variances than ordinary least squares (OLS)
counterparts, making them more desirable from a mean squared error viewpoint.
With PROC ENTROPY one can do the following:
 SAS ETS Procedures

1. estimation of simultaneous systems of linear regression models,

2. estimation of Markov models,
3. estimation of seemingly unrelated regression (SUR) models,
4. estimation of unordered multinomial discrete Choice models.
5. solution of pure inverse problems,
6. allowance of bounds and restrictions on parameters,
7. performance of tests on parameters,
8. allowance of data and moment constrained generalized cross entropy.

See the link for Help and PROC ENTROPY Examples

http://support.sas.com/documentation/cdl/en/etsug/63348/HTML/default/viewer.htm#entropy
_toc.htm

7. PROC ESM
The ESM procedure generates forecasts by using exponential smoothing models with
optimized smoothing weights for many time series or transactional data. For typical time
series, one can use the following smoothing models: simple, double, linear, damped trend,
seasonal, Winters method (additive and multiplicative). The exponential smoothing models
supported in PROC ESM differ from those supported in PROC FORECAST since all
parameters associated with the forecasting model are optimized by PROC ESM based on the
data. The ESM procedure writes the time series extrapolated by the forecasts, the series
summary statistics, the forecasts and confidence limits, the parameter estimates, and the fit
statistics to output data sets. See the link for Help and PROC ENTROPY Examples
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#esm_to
c.htm

8. PROC EXPAND
The EXPAND procedure converts time series from one sampling interval or frequency to
another and interpolates missing values in time series. Various transformations can be applied
to the input series prior to interpolation and to the interpolated output series. PROC
EXPAND can also be used to apply transformations to time series without interpolation or
frequency conversion. Using PROC EXPAND, one can collapse time series data from higher
frequency intervals to lower frequency intervals, or expand data from lower frequency
intervals to higher frequency intervals. By default, the EXPAND procedure fits cubic spline
curves to the nonmissing values of variables to form continuous-time approximations of the
input series. See the PDF and link for PROC EXPAND Examples
http://www.okstate.edu/sas/v8/saspdf/ets/chap11.pdf
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#expand
_toc.htm

9. PROC FORECAST
The FORECAST procedure provides a quick and automatic way to generate forecasts for
many time series in one step. The procedure can forecast hundreds of series at a time, with
the series organized into separate variables or across BY groups. PROC FORECAST uses
extrapolative forecasting methods where the forecasts for a series are functions only of time
and past values of the series, not of other variables. One can use the following forecasting
methods. For each of these methods, one can specify linear, quadratic, or no trend.
 SAS ETS Procedures

1. stepwise autoregressive method is used by default. This method combines time trend
regression with an autoregressive model and uses a stepwise method to select the lags to
use for the autoregressive process.
2. The exponential smoothing method produces a time trend forecast. Single, double, and
triple exponential smoothing are supported, depending on whether no trend, linear trend,
or quadratic trend, respectively, is specified. Holt two-parameter linear exponential
smoothing is supported as a special case of the Holt-Winters method without seasons.
3. The Winters method (also called Holt-Winters) combines a time trend with multiplicative
seasonal factors to account for regular seasonal fluctuations in a series. One can also
specify the additive version of the Winters method, which uses additive instead of
multiplicative seasonal factors. When seasonal factors are omitted, the Winters method
reduces to the Holt two-parameter version of double exponential smoothing.

PROC FORECAST writes the forecasts and confidence limits to an output data set. It can
also write parameter estimates and fit statistics to an output data set. See the PDF and link for
PROC FORECAST Examples
http://www.okstate.edu/sas/v8/saspdf/ets/chap12.pdf
http://support.sas.com/documentation/cdl/en/etsug/63348/HTML/default/viewer.htm#forecast
_toc.htm

10. PROC LOAN

The LOAN procedure analyzes and compares fixed rate, adjustable rate, buydown, and
balloon payment loans. The LOAN procedure computes the loan parameters and outputs the
loan summary information for each loan. PROC LOAN allows various payment and
compounding intervals (including continuous compounding) and uniform or lump sum
prepayments for a loan. Down payments, discount points, and other initialization costs can be
included in the loan analysis and comparison. PROC LOAN does not support an input data
set. All loans analyzed are specified with statements in the PROC LOAN step. See the link
for Help and PROC LOAN Examples
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#loan_to
c.htm

11. PROC MDC

The MDC (Multinomial Discrete Choice) procedure analyzes models where the choice set
consists of multiple alternatives. This procedure supports conditional logit, mixed logit,
heteroscedastic extreme value, nested logit, and multinomial probit models. PROC MDC uses
the maximum likelihood (ML) or simulated maximum likelihood method for model
estimation. See the link for Help and PROC MDC Examples
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#mdc_to
c.htm

12. PROC MODEL

The MODEL procedure analyzes models in which the relationships among the variables
comprise a system of one or more nonlinear equations. Primary uses of the MODEL
procedure are estimation, simulation, and forecasting of nonlinear simultaneous equation
models.
PROC MODEL features include the following:
1. SAS programming statements to define simultaneous systems of nonlinear equations,
2. tools to analyze the structure of the simultaneous equation system,
3. ARIMA, PDL, and other dynamic modeling capabilities,
 SAS ETS Procedures

4. tools to specify and estimate the error covariance structure,

5. tools to estimate and solve ordinary differential equations,
6. simulation and forecasting capabilities,
7. Monte Carlo simulation,
8. goal-seeking solutions
9. the following methods for parameter estimation:
a. Ordinary Least Squares (OLS),
b. Two-Stage Least Squares (2SLS),
c. Seemingly Unrelated Regression (SUR) and iterative SUR (ITSUR),
d. Three-Stage Least Squares (3SLS) and iterative 3SLS (IT3SLS),
e. Generalized Method of Moments (GMM),
f. Simulated Method of Moments (SMM),
g. Full Information Maximum Likelihood (FIML),
h. General Log-likelihood maximization.

See the link for Help and PROC MODEL Examples

http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#model_
toc.htm

13. PROC PANEL

The PANEL procedure analyzes a class of linear econometric models that commonly arise
when time series and cross-sectional data are combined. This type of pooled data on time
series cross-sectional bases is often referred to as panel data. The panel data models can be
grouped into several categories depending on the structure of the error term. The error
structures and the corresponding methods that the PANEL procedure uses to analyze data are
as follows:
1. one-way and two-way models,
2. fixed-effects and random-effects models,
3. autoregressive models,
4. moving-average models.
If the specification is dependent only on the cross section to which the observation belongs,
such a model is referred to as a one-way model. A specification that depends on both the
cross section and the time period to which the observation belongs is called a two-way model.
See the link for Help and PROC PANEL Examples
http://support.sas.com/documentation/cdl/en/etsug/63348/HTML/default/viewer.htm#panel_t
oc.htm

14. PROC PDLREG

The PDLREG procedure estimates regression models for time series data in which the effects
of some of the regressor variables are distributed across time. The distributed lag model
assumes that the effect of an input variable X on an output Y is distributed over time. The
regression model supported by PROC PDLREG can include any number of regressors with
distribution lags and any number of covariates. PROC PDLREG can also test for
autocorrelated residuals and perform autocorrelated error correction by using the
autoregressive error model. It computes generalized Durbin-Watson statistics to test for
autocorrelated residuals. See the link for Help and PROC PDLREG Examples
http://support.sas.com/documentation/cdl/en/etsug/63348/HTML/default/viewer.htm#pdlreg_
toc.htm
15. PROC QLIM
 SAS ETS Procedures

The QLIM (qualitative and limited dependent variable model) procedure analyzes univariate
and multivariate limited dependent variable models where dependent variables take discrete
values or dependent variables are observed only in a limited range of values. This procedure
includes logit, probit, tobit, selection, and multivariate models. The multivariate model can
contain discrete choice and limited endogenous variables as well as continuous endogenous
variables.
PROC QLIM supports the following models:
1. linear regression model with heteroscedasticity,
2. Box-Cox regression with heteroscedasticity,
3. probit with heteroscedasticity,
4. logit with heteroscedasticity,
5. tobit (censored and truncated) with heteroscedasticity,
6. bivariate probit,
7. bivariate tobit,
8. sample selection and switching regression models,
9. multivariate limited dependent variables,
10. stochastic frontier production and cost models.

See the link for Help and PROC QLIM Examples

http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#qlim_to
c.htm

16. PROC SIMILARITY

The SIMILARITY procedure computes similarity measures associated with time-stamped
data, time series, and/or other sequentially ordered numeric data. The procedure computes
similarity measures for time-stamped transactional data (transactions) with respect to time by
accumulating the data into a time series format (time series). The procedure computes
similarity measures for sequentially ordered numeric data (sequences) by respecting the
ordering of the data. Transformations performed by the PROC SIMILARITY include the
following:
1. log (LOG),
2. square-root (SQRT),
3. logistic (LOGISTIC),
4. Box-Cox (BOXCOX),
5. user-defined transformations.

Similarity measures computed by the PROC SIMILARITY include:

1. squared deviation (SQRDEV),
2. absolute deviation (ABSDEV),
3. mean square deviation (MSQRDEV),
4. mean absolute deviation (MABSDEV),
5. user-defined similarity measures.

PROC SIMILARITY can process large amounts of time-stamped transactional data, time
series, or sequential data. Therefore, the analysis results are useful for large-scale time series
analysis, analogous time series forecasting, new product forecasting, or time series (temporal)
data mining. See the link for Help and PROC QLIM Examples
http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#similari
ty_toc.htm
 SAS ETS Procedures

17. PROC SIMLIN

The SIMLIN procedure reads the coefficients for a set of linear structural equations, which
are usually produced by the SYSLIN procedure. PROC SIMLIN then computes the reduced
form and, if input data are given, uses the reduced form equations to generate predicted
values. PROC SIMLIN is especially useful when dealing with sets of structural difference
equations. PROC SIMLIN procedure can perform simulation or forecasting of the
endogenous variables.
PROC SIMLIN can be applied only to models that are:
1. linear with respect to the parameters,
2. linear with respect to the variables,
3. square (as many equations as endogenous variables),
4. nonsingular (the coefficients of the endogenous variables form an invertible matrix).

See the link for Help and PROC SIMLIN Examples

http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_s
imlin_sect001.htm

18. PROC SPECTRA

The SPECTRA procedure performs spectral and cross-spectral analysis of time series. One
can use spectral analysis techniques to look for periodicities or cyclical patterns in data.
PROC SPECTRA procedure produces estimates of the spectral and cross-spectral densities of
a multivariate time series. Estimates of the spectral and cross-spectral densities of a
multivariate time series are produced using a finite Fourier transform to obtain periodograms
and cross-periodograms. The periodogram ordinates are smoothed by a moving average to
produce estimated spectral and cross-spectral densities. PROC SPECTRA can also test
whether or not the data are white noise. See the link for Help and PROC SPECTRA
Examples
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_s
pectra_sect001.htm

19. PROC STATESPACE

The STATESPACE procedure uses the state space model to analyze and forecast multivariate
time series. The STATESPACE procedure is appropriate for jointly forecasting several
related time series that have dynamic interactions. By taking into account the autocorrelations
among all the variables in a set, the STATESPACE procedure can give better forecasts than
methods that model each series separately. By default, PROC STATESPACE automatically
selects a state space model appropriate for the time series, making the procedure a good tool
for automatic forecasting of multivariate time series. Alternatively, you can specify the state
space model by giving the form of the state vector and the state transition and innovation
matrices. See the link for Help and PROC SPECTRA Examples
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_s
tatespa_sect001.htm

20. PROC SYSLIN

The SYSLIN procedure estimates parameters in an interdependent system of linear regression
equations. The SYSLIN procedure provides several techniques that produce consistent and
asymptotically efficient estimates for systems of regression equations.
 SAS ETS Procedures

PROC SYSLIN provides the following estimation methods:

1. Ordinary least Squares (OLS),
2. two-Stage Least Squares (2SLS),
3. Limited Information Maximum likelihood (LIML),
4. K-class,
5. Seemingly Unrelated Regressions (SUR),
6. Iterated Seemingly Unrelated Regressions (ITSUR),
7. Three-Stage Least Squares (3SLS),
8. Iterated Three-Stage Least Squares (IT3SLS),
9. Full Information Maximum Likelihood (FIML),
10. Minimum Expected Loss (MELO).

See the link for Help and PROC SYSLIN Examples

http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_s
yslin_sect001.htm

21. PROC TIMESERIES

The TIMESERIES procedure analyzes time-stamped transactional data with respect to time
and accumulates the data into a time series format. The procedure can perform trend and
seasonal analysis on the transactions. After the transactional data are accumulated, time
domain and frequency domain analysis can be performed on the accumulated time series.
Time series analyses performed by the PROC TIMESERIES include:
1. descriptive (global) statistics,
2. seasonal decomposition/adjustment analysis,
3. correlation analysis,
4. cross-correlation analysis.

PROC TIMESERIES can process large amounts of time-stamped transactional data.

Therefore, the analysis results are useful for large-scale time series analysis or (temporal)
data mining. All of the results can be stored in output data sets in either a time series format
(default) or in a coordinate format (transposed). See the link for Help and PROC
TIMESERIES Examples
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_t
scsreg_sect001.htm

22. PROC TSCSREG

The TSCSREG (time series cross section regression) procedure analyzes a class of linear
econometric models that commonly arise when time series and cross-sectional data are
combined. PROC TSCSREG deals with panel data sets that consist of time series
observations on each of several cross-sectional units. PROC TSCSREG is very similar to the
PROC PANEL. See the link for Help and PROC TSCSREG Examples
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_t
scsreg_sect001.htm

23. PROC UCM

The UCM procedure analyzes and forecasts equally spaced univariate time series data by
using an unobserved components model (UCM). One can use the PROC UCM to fit a wide
range of UCMs that can incorporate complex trend, seasonal, and cyclical patterns and can
include multiple predictors. It provides a variety of diagnostic tools to assess the fitted model
 SAS ETS Procedures

and to suggest the possible extensions or modifications. One can print, save, or plot the
estimates of these component series. Along with the standard forecast and residual plots, the
study of these component plots is an essential part of time series analysis using the UCMs.

See the link for Help and PROC UCM Examples

http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_u
cm_sect001.htm

24. PROC VARMAX

Given a multivariate time series, the VARMAX procedure estimates the model parameters
and generates forecasts associated with vector autoregressive moving-average processes with
exogenous regressors (VARMAX) models. The VARMAX procedure enables you to model
the dynamic relationship both between the dependent variables and also between the
dependent and independent variables.
PROC VARMAX supports several modeling features, including the following:
1. seasonal deterministic terms,
2. subset models,
3. multiple regression with distributed lags,
4. dead-start model that does not have present values of the exogenous variables,
5. GARCH-type multivariate conditional heteroscedasticity models.

See the link for Help and PROC VARMAX Examples

http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_v
armax_sect001.htm

25. PROC X11

The X11 procedure, an adaptation of the U.S. Bureau of the Census X-11 Seasonal
Adjustment program, seasonally adjusts monthly or quarterly time series. The procedure
makes additive or multiplicative adjustments and creates an output data set containing the
adjusted time series and intermediate calculations. PROC X11 also provides the X-11-
ARIMA method developed by Statistics Canada. This method fits an ARIMA model to the
original series, then uses the model forecast to extend the original series. PROC X11
incorporates sliding spans analysis. This type of analysis provides a diagnostic for
determining the suitability of seasonal adjustment for an economic series. See the link for
Help and PROC X11 Examples
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_x
11_sect001.htm

26. PROC X12

The X12 procedure, an adaptation of the U.S. Bureau of the Census X-12-ARIMA Seasonal
Adjustment program (U.S. Bureau of the Census; 2001c), seasonally adjusts monthly or
quarterly time series. The X-12-ARIMA program combines the capabilities of the X-11
program (Shiskin, Young, and Musgrave; 1967) and the X-11-ARIMA/88 program (Dagum;
1988) and also introduces some new features (Findley et al.; 1998). One of the main
enhancements involves the use of a regARIMA model, a regression model with ARIMA
(autoregressive integrated moving average) errors. Thus, the X-12-ARIMA program contains
methods developed by both the U.S. Census Bureau and Statistics Canada. In addition, the X-
12-ARIMA automatic modeling routine is based on the TRAMO (time series regression with
ARIMA noise, missing values, and outliers) method (Gomez and Maravall; 1997a, 1997b).
The four major components of the X-12-ARIMA program are regARIMA modeling, model
 SAS ETS Procedures

diagnostics, seasonal adjustment that uses enhanced X-11 methodology, and post-adjustment
diagnostics. See the link for Help and PROC X12 Examples
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_x
12_sect001.htm

Following macros are also available in SAS/ETS.

SAS/ETS software includes the following SAS macros:
%AR: generates statements to define autoregressive error models for the MODEL procedure

%BOXCOXAR: investigates Box-Cox transformations useful for modeling and forecasting

a time series.

%DFPVALUE: computes probabilities for Dickey-Fuller test statistics

%DFTEST: performs Dickey-Fuller tests for unit roots in a time series process

%LOGTEST: tests to determine whether a log transformation is appropriate for modeling

and forecasting a time series

%MA: generates statements to define moving-average error models for the MODEL
procedure

%PDL: generates statements to define polynomial distributed lag models for the MODEL
procedure

These macros are part of the SAS AUTOCALL facility and are automatically available for
use in your SAS program. Refer to SAS Macro Language: Reference for information about
the SAS macro facility. For details one may refer at
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_i
ntro_sect003.htm

Other links for SAS/ETS HELP:

1. http://support.sas.com/documentation/onlinedoc/ets/index.html
2. http://www.caspur.it/risorse/softappl/doc/sas_docs/ets/index.htm
3. http://www.sfu.ca/sasdoc/sashtml/hrddoc/indfiles/56008.htm
4. http://www.mathkb.com/Uwe/Forum.aspx/sas/42136/Tobit-predicted-values-using-
PROC-QLIM
5. http://www2.sas.com/proceedings/sugi25/25/st/25p279.pdf
6. http://www.indiana.edu/~statmath/stat/all/cdvm/index.html
7. http://kb.iu.edu/data/afrb.html
8. https://engineering.purdue.edu/ITE/workshops/workshops09-
10/estimationofstatisticalmodels_handout.pdf
9. http://142.150.176.36/sas/ets/chap1/sect3.htm