SAS Econometrics
Engage in proactive, strategic and tactical planning to shape a more profitable future using a broad array of econometric techniques to understand the impact of economic and marketplace factors on your organization.
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Get faster answers to your time- & 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.
Key features
Data access, preparation & quality
Access, profile, cleanse and transform data using an intuitive interface that provides self-service data preparation capabilities with embedded AI.
Deep neural networks
Estimate the average causal effect, and perform policy evaluation and policy comparison, by using deep neural networks.
Data visualization
Visually explore data and create and share smart visualizations and interactive reports through a single, self-service interface. Augmented analytics and advanced capabilities accelerate insights and help you uncover stories hidden in your data.
Hidden Markov models
Model and predict hidden Markov models with the powerful HMM procedure.
Spatial econometrics modeling
Use the CSPATIALREG procedure to perform spatial regressions. 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
Perform cross-sectional data analysis with count regression, severity regression, qualitative and limited-dependent variables, and copula methods with compound distribution.
Forecasting models for time series data
Model complex economic and business scenarios to analyze the impact of specific events over time. Time series models include user-defined ARIMA and exponential smoothing models. Time series analysis includes decomposition capabilities and diagnostic testing.
Economic capital models
Simulate portfolio risks and estimate VaR, TVaR, etc., by combining frequency, severity and copula modeling. This enables you to model the need for capital reserves and comply with prudential regulation and capital adequacy directives.
Panel data econometric models
Analyze data that combines both time series and cross-sectional dimensions using panel data models, count regression models, and regression models for qualitative and limited-dependent variables.
Includes all SAS/ETS® procedures
Access to all procedures in SAS/ETS so you can address virtually any econometrics and time series analysis challenge.
Market attribution models
Identify which marketing channels drive customer conversions and optimize your investment in those channels.
State space model scoring
Scoring can be used for efficient, model-based scenario analysis and stability monitoring of an ongoing data stream.
Moody's Analytics Data Buffet
Access more than 600 sources of global historical statistical data and 40 forecast databases – over 220 million time series.
Seamless access to the US Bureau of Economic Analysis (BEA) data
Access the most timely, relevant, accurate data on the US economy, with information about personal income, corporate profits, government spending, fixed assets and changes in the net worth.
Cloud native
SAS Viya's architecture is compact, cloud native and fast, enabling you to make the most of your cloud investment regardless of your cloud provider.
SAS Viya is cloud-native and cloud-agnostic
Consume SAS how you want – SAS managed or self-managed. And where you want.
