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Chapter Organization

Following a brief What’s New, this book is divided into five major parts. Part I contains general information to aid you in working with SAS/ETS Software. Part II explains the SAS procedures of SAS/ETS software. Part III describes the available data access interfaces for economic and financial databases. Part IV is the reference for the Time Series Forecasting System, an interactive forecasting menu system that uses PROC ARIMA and other routines to perform time series forecasting. Finally, Part V is the reference for the Investment Analysis System.

The new features added to SAS/ETS software since the publication of SAS/ETS Software: Changes and Enhancements for Release 8.2 are summarized in Chapter 1, What’s New in SAS/ETS. If you have used SAS/ETS software in the past, you may want to skim this chapter to see what’s new.

Part I contains the following chapters.

Chapter 2, the current chapter, provides an overview of SAS/ETS software and summarizes related SAS publications, products, and services.

Chapter 3, Working with Time Series Data, discusses the use of SAS data management and programming features for time series data.

Chapter 4, Date Intervals, Formats, and Functions, summarizes the time intervals, date and datetime informats, date and datetime formats, and date and datetime functions available in the SAS System.

Chapter 5, SAS Macros and Functions, documents SAS macros and DATA step financial functions provided with SAS/ETS software. The macros use SAS/ETS procedures to perform Dickey-Fuller tests, test for the need for log transformations, or select optimal Box-Cox transformation parameters for time series data.

Chapter 6, Nonlinear Optimization Methods, documents the NonLinear Optimization subsystem used by some ETS procedures to perform nonlinear optimization tasks.

Part II contains chapters that explain the SAS procedures that make up SAS/ETS software. These chapters appear in alphabetical order by procedure name.

Part III contains chapters that document the ETS access interfaces to economic and financial databases.

Each of the chapters that document the SAS/ETS procedures (Part II) and the SAS/ETS access interfaces (Part III) is organized as follows:

  1. The "Overview" section gives a brief description of the procedure.

  2. The "Getting Started" section provides a tutorial introduction on how to use the procedure.

  3. The "Syntax" section is a reference to the SAS statements and options that control the procedure.

  4. The "Details" section discusses various technical details.

  5. The "Examples" section contains examples of the use of the procedure.

  6. The "References" section contains technical references on methodology.

Part IV contains the chapters that document the features of the Time Series Forecasting System.

Part V contains chapters that document the features of the Investment Analysis System.

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