SAS^® Econometrics

SAS^® ECONOMETRICS

Proactive, strategic and tactical planning for shaping a more profitable future.

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A broad array of econometric techniques for understanding the impact of economic and marketplace factors on your organization so you can plan better for the future.

SAS Econometrics output viewed in SAS Visual Analytics on desktop monitor

Full Features List

System Requirements

Hidden Markov models

Provides powerful HMM procedure for modeling and predicting hidden Markov models.

Spatial econometrics modeling

Lets you conduct spatial regressions using the CSPATIALREG procedure. Incorporate data with a spatial element (e.g., location and mapping data) into analyses, and improve the econometric inference and statistical properties of estimators.

Econometric models for cross-sectional data

Includes count regression, severity regression, qualitative and limited-dependent variables, and copula methods with compound distribution for cross-sectional data analysis.

Forecasting models for time series data

Models complex economic and business scenarios to analyze the impact specific events might have over time. Time series models include user-defined ARIMA and exponential smoothing models. Time series analysis includes decomposition capabilities and diagnostic testing.

Open, cloud-enabled, in-memory engine

Provides high availability, faster in-memory processing and native cloud support of the SAS Viya engine. Delivers procedures via both public and private cloud in a scalable and elastic environment. Manages all analytical assets in a common environment for a single, governed model inventory across applications.

Panel data econometric models

Includes panel data models, count regression models, and regression models for qualitative and limited-dependent variables for analyzing data that combines both time series and cross-sectional dimensions.

Economic capital models

Combines frequency, severity and copula modeling to simulate portfolio risks and estimate VaR, TVaR, etc. Enables you to model the need for capital reserves, and comply with prudential regulation and capital adequacy directives.

Includes all SAS/ETS^® procedures

Provides access to all procedures in SAS/ETS, so you can address virtually any econometrics and time series analysis challenge.

Model, forecast and simulate complex economic and business scenarios using huge amounts of observational data.

SAS Econometrics showing severity plots on desktop monitor

Get faster answers to your time- and event-specific questions.

Run large-scale, multivariate simulations that you can fit using different specifications. Perform count regression, cross-sectional analysis, panel data analysis and censored event estimation for both discrete and continuous events. The SAS^® Viya^® scalable, distributed in-memory engine delivers econometric modeling results on even the largest data sets at exceptional processing speeds. And in-memory data persistence eliminates the need to load data multiple times during iterative analyses.

Empower users with programming language options.

Python, Java, R and Lua programmers can experience the power of SAS Econometrics without having to learn SAS. The SAS Viya engine enables programmers to access powerful, trusted and tested SAS algorithms from their preferred coding environment.

SAS Econometrics showing aggregate loss modeling on desktop monitor

Make better, more scientific decisions.

Understand how varying economic and market conditions, customer demographics, pricing decisions, marketing activities and more can affect your business. Analyze risks, and respond to regulatory requirements. The solution enables you to model and simulate any business process, no matter how complex – even when time dependencies, simultaneous relationships or dynamic processes complicate the analyses. By combining forecasting processes with econometric analysis, you can proactively shape a more profitable future.