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SAS/ETS^® Software Web Examples

• Plotting Time Series Data

• Computing Marginal Effects for Discrete Dependent Variable Models

• Calculating Economic Indices

• Testing for Returns to Scale in a Cobb-Douglas Production Function

• Estimating GARCH Models

• Analysis of Unobserved Component Models Using PROC UCM

• Tourism Demand Modeling and Forecasting with PROC VARMAX

• Multiple Imputation for a GARCH(1,1) Model

• Calculating Price Elasticity of Demand

• Efficient Method of Moments Estimation of a Stochastic Volatility Model

• Estimating an Almost Ideal Demand System Model

• Calculating Elasticites in an Almost Ideal Demand System

• Heteroscedastic Two-Stage Least Squares Regression with PROC MODEL

• Heteroscedastic Modeling of the Fed Funds Rate

• Chow Test for Structural Breaks

• Bivariate Granger Causality Test

• Fitting a Capital Asset Pricing Model

• Estimating a Consumption-Based Asset Pricing Model

• Efficiency Test for Estimators by Simulation

• A Specification Test for Non-Nested Models

• Regression Model with Correction of Heteroscedasticity

• Transforming the Frequency of Time Series Data

• Forecasting a Seasonal ARMA Process

• Accounting for Missing Observations in Time Series Data

• Overlaying Multiple Forecast Methods in Time Series Plots

• Bootstrapping Correct Critical Values in Tests for Structural Change