Date:         Mon, 27 Dec 2004 12:29:36 -0800
Reply-To:     cassell.david@EPAMAIL.EPA.GOV
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "David L. Cassell" <cassell.david@EPAMAIL.EPA.GOV>
Subject:      Re: Need Advice
In-Reply-To:  <1104053480.662596.197920@c13g2000cwb.googlegroups.com>
Content-type: text/plain; charset=US-ASCII

Cajanus <squandres@YAHOO.COM> wrote:
> I m Andre Daud, postgraduate students at Bogor Agricultural Institute
> (IPB) Indonesia, in agricultural economics. I m finishing my master
> dissertation. I am using SAS for doing time
> series analysis because this software is officially available in the
> institute I am studying at--and of course i am beginner in using SAS.
> More specifically, I estimate an Almost Ideal Demand System and its
> inverse model. I face a lot of problems in transferring the algebraic
> model and the estimation procedures necessary for the analysis (e.g.
> Wu-Hausman endogeneity test and so on) into the SAS programme syntax.I
> would like to ask whether somebody has estimated an AIDS and its
> inverse model (IAIDS)and especially those endogeneity test with SAS
> using time-series data and whether he or she could helping me.

Since you're a beginner in SAS, you'll want to learn about the
usefulness of the SAS website.  Here is a URL which will do what you
want.  It has a simple approach for AIDS models using PROC MODEL (in
the SAS/ETS) module, and a more advanced approach which will do more,
using SAS/IML:

    http://support.sas.com/rnd/app/examples/ets/elasticity/

HTH,
David
--
David Cassell, CSC
Cassell.David@epa.gov
Senior computing specialist
mathematical statistician