SAS/ETS^®

SAS/ETS Software Examples

The following SAS/ETS software examples are not included in the SAS/ETS documentation and are available only on the Web.

• Accounting for Missing Observations in Time Series Data
• Analysis of Unobserved Component Models Using PROC UCM
• Bivariate Granger Causality Test
• Bootstrapping Correct Critical Values in Tests for Structural Change
• Calculating Economic Indices
• Calculating Elasticities from a Translog Cost Function
• Calculating Elasticites in an Almost Ideal Demand System
• Calculating Price Elasticity of Demand
• Chow Test for Structural Breaks
• Computing Marginal Effects for Discrete Dependent Variable Models
• Efficiency Test for Estimators by Simulation
• Efficient Method of Moments Estimation of a Stochastic Volatility Model
• Estimating a Derived Demand System from a Translog Cost Function
• Estimating an Almost Ideal Demand System Model
• Estimating a Consumption-Based Asset Pricing Model
• Estimating GARCH Models
• Fitting a Capital Asset Pricing Model
• Forecasting a Seasonal ARMA Process
• Heteroscedastic Modeling of the Fed Funds Rate
• Heteroscedastic Two-Stage Least Squares Regression with PROC MODEL
• Multiple Imputation for a GARCH(1,1) Model
• Overlaying Multiple Forecast Methods in Time Series Plots
• Plotting Time Series Data
• Regression Model with Correction of Heteroscedasticity
• Specification Test for Non-Nested Models
• Testing for Returns to Scale in a Cobb-Douglas Production Function
• Tourism Demand Modeling and Forecasting with PROC VARMAX
• Transforming the Frequency of Time Series Data