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Enhancements in SAS/ETS® 14.2 Software

  • The new SASENOAA interface engine enables you to retrieve severe weather data from the National Oceanic and Atmospheric Administration (NOAA) Severe Weather Data Inventory web service.
  • The new SASERAIN interface engine enables you to retrieve weather data from the World Weather Online website, including data on temperature, precipitation (rainfall), weather description, weather icon, and wind speed.
  • The new SPATIALREG procedure analyzes spatial econometric models for cross-sectional data that contain spatially referenced or georeferenced observations.
  • The HPCDM procedure is now production, with three new options: the MAXCOUNTDRAW= option specifies an upper limit on the number of loss events (count), the SEVERITYSTORE= option specifies the item store that contains the context and estimates of the severity model, and the COUNTSTORE= option supports internal count simulations with BY groups.
  • The HPSEVERITY and SEVERITY procedures were enhanced by adding plots for comparative and per-distribution conditional probability density functions. A new OUTPUT statement is available to write distribution function and quantile estimates.
  • The QLIM procedure adds the RANDOM statement, which enables you to estimate the random-parameters models in addition to the random-effects models.
  • The SASEFAME interface engine was upgraded to support Fame CHLI 11.4.
  • The SASEFRED, SASEQUAN, and SASEXFSD interface engines add the CONNECT= option to provide a secure connection via a proxy server, the PROXY= option to specify which proxy server to use, and the DEBUG=ON option to provide diagnostic logging in the SAS log window.
  • The SSM procedure adds two options: the new BREAKPEAKS option prints an alternate form of the break summary tables, and the new ZSPARSE option enables the exploitation of the sparsity of the Zt matrices in the observation equation.
  • The TIMESERIES procedure adds the GROUPS= option to allow an automatic grouping based on the w-correlations after a maximal number of groups is specified.
  • The VARMAX procedure adds support for vector autoregressive fractionally integrated moving average (VARFIMA) models, which capture both short and long memory in the data and also allow for exogenous variables (VARFIMAX), constants, seasonal dummies, and time trends.
model and forecasts