SAS Econometrics and Time Series Analysis for JMP
The SAS Econometrics and Time Series for JMP application enables you to:
System Requirements at a Glance
- Build, copy, and modify multiple models in one project
- Fit count data models
- Estimate probabilities of continuous valued outcomes such as portfolio losses (Severity Modeling)
- Fit regression models that has endogenous regressors, i.e., explanatory variables correlated with the regression error term, using Instrumental Variables Regression
- Fit regression models with autocorrelated and heteroscedastic errors (autoregressive errors, GARCH, integrated GARCH, exponential GARCH, GARCH-in-mean)
- Create unobserved components models with one or more of the following components (autoregressive, seasonal, cycle, irregular, level, regression, slope)
- Develop panel regression models (one-way and two-way, fixed effects and random effects, autoregressive, moving average)
- Base SAS 9.3 M2 or later
- SAS/ETS 12.1 or later
- JMP 10.0.1 or later
- SAS Econometrics and Time Series for JMP [PDF]
You can also access the Getting Started document through the JMP Home window by selecting SAS Econometrics and Time Series Analysis Help Documentation.
This demo provides an overview of the application features and a step-by-step demonstration of how to construct an analysis.