IMPORTANT: Il benessere, la salute e la sicurezza di tutti voi e di tutti noi rappresentano una priorità per SAS. A tutela di ciò e in ottemperanza a quanto previsto dalle misure stabilite dal Governo in termini di prevenzione della diffusione di COVID-19 e da direttiva della nostra casa madre, SAS Institute S.r.l., per tutto il primo semestre 2020 i corsi a calendario pubblico SAS Italia previsti presso tutte le sedi SAS (Milano, Roma, Venezia Mestre) vengono confermati nell’attuale pianificazione ma svolti in modalità Live WEB, ovvero con il docente, di lingua italiana, che svolge il corso in persona, collegato da remoto con video camera e live. Rimangono inalterati i contenuti, la durata, l’interazione docente / partecipanti, la struttura del corso e l'utilizzo dei laboratori virtuali SAS per esercitarsi e svolgere la parte pratica. Tutti gli esami di certificazione presso tutte le sedi SAS sono sospesi. Oltre alla modalità Live Web sono disponibili i corsi anche nella versione E-Learning. Per ulteriori informazioni Contattaci.



SAS/ETS

Titolo Livello Formato del corso
Stationarity Testing and Other Time Series Topics Business Knowledge Series
This course addresses a basic question in time series modeling and forecasting: whether a time series is nonstationary. This question is addressed by the unit root tests. One of the most common tests, the Dickey-Fuller test, is discussed in this lecture.

3 Intermedio e-Learning
Establishing Causal Inferences: Propensity Score Matching, Heckman's Two-Stage Model, Interrupted Time Series, and Regression Discontinuity Models Business Knowledge Series
This course introduces some methods commonly used in program evaluation and real-world effectiveness studies, including two-stage modeling, interrupted time-series, regression discontinuity, and propensity score matching. These methods help address questions such as: Which medicine is more effective in the real world? Did an advertising program have an impact on sales? More generally, are the changes in outcomes causally related to the program being run?

3 Intermedio e-Learning
Time Series Modeling Essentials
This course discusses the fundamentals of modeling time series data. The course focuses on the applied use of the three main model types used to analyze univariate time series: exponential smoothing, autoregressive integrated moving average with exogenous variables (ARIMAX), and unobserved components (UCM).

The e-learning format of this course includes Virtual Lab time to practice.

3 Intermedio Live Web Classroom e-Learning
Statistics 2: ANOVA and Regression
This course teaches you how to analyze continuous response data and discrete count data. Linear regression, Poisson regression, negative binomial regression, gamma regression, analysis of variance, linear regression with indicator variables, analysis of covariance, and mixed models ANOVA are presented in the course.

3 Intermedio Corso in Aula Live Web Classroom e-Learning
Forecasting Using SAS Software: A Programming Approach
This course teaches analysts how to use SAS/ETS software to diagnose systematic variation in data collected over time, create forecast models to capture the systematic variation, evaluate a given forecast model for goodness of fit and accuracy, and forecast future values using the model. Topics include Box-Jenkins ARIMA models, dynamic regression models, and exponential smoothing models.

4 Esperto Live Web Classroom
State Space Modeling Essentials Using the SSM Procedure in SAS/ETS
This course covers the fundamentals of building and applying state space models using the SSM procedure (SAS/ETS). Students are presented with an overview of the model and learn advantages of the State Space approach. The course also describes fundamental model details, presents some straightforward examples of specifying and fitting models using the SSM procedure, and considers estimation in SSM, focusing on the Kalman filter and related details. The course concludes with a variety of SSM modeling applications, focused mainly on time series.

4 Esperto Live Web Classroom