SAS® Econometrics

Running in SAS® Viya®, SAS Econometrics provides a resilient, distributed and scriptable method of conducting advanced econometric modeling and time series analysis. It also provides a programming entry point for econometricians in government, academics and industry (especially insurance and financial services) and uses the speed, scalability and elasticity of the SAS in-memory environment. SAS Econometrics includes SAS/ETS® and requires SAS® Visual Analytics.

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The most recent release is SAS Econometrics 8.5.

What's New

  • The new SASEMOOD interface engine enables SAS users to retrieve time series data from the Moody's Analytics Data Buffet (Economy.com) website, which offers access to more than 600 sources of global historical statistical data at the regional, national, and subnational level. The site has 40 forecast database offerings and updates 220 million time series promptly after release, on topics such as housing, labor, demographics, finance, industry, housing prices, and consumer credit performance forecasts.
  • The new TSINFO procedure and tsInfo action set evaluate a variable in an input data table for its suitability as a time ID variable or prepare problematic data sets for use in SAS procedures, CAS action sets, and solutions that are used for time series analysis by producing diagnostic information in the form of data tables and ODS tables.
  • The CCDM procedure and cdm action set now provide consistent output whether you specify one or more adjusted severity symbols.
  • The CCOPULA procedure adds an option to request correlation plots for pairs of variables and a new ODS table to describe results of the SIMULATE statement. The CCOPULA procedure and copula action set now support more accurate distribution functions for variables that have nonsmooth distributions and extreme values.
  • The CPANEL procedure and panel action set now support heteroscedasticity-corrected (HCCME), cross-sectional-correlation-corrected (CLUSTER), and heteroscedasticity- and autocorrelation-consistent (HAC) standard error estimators.
  • The HMM procedure and hiddenMarkovModel action set now support state-independent parameter estimation and the analytic store technology.
  • The SEVSELECT procedure and severity action set now enable faster estimation times by balancing the available work in each BY group equitable among all available threads of computation.

Videos & Tutorials

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Documentation

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Previous Versions

SAS Technical Papers

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SAS Econometrics Blogs & Communities

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