Introduction

ARIMA (Box-Jenkins) and ARIMAX (Box-Tiao) modeling and forecasting

regression analysis with autocorrelated or heteroscedastic errors and ARCH and GARCH modeling

spreadsheet calculations and financial report generation

fitting and simulating multivariate distributions by using copula methods

regression modeling for dependent variables that represent counts

access to financial and economic databases

maximum entropy-based regression

forecasting by using exponential smoothing models with optimized smoothing weights

time series interpolation, frequency conversion, and transformation of time series

loan analysis and comparison

multinomial discrete choice analysis

nonlinear simultaneous equations regression and nonlinear systems modeling and simulation

panel data modeling

polynomial distributed lag regression

qualitative and limited dependent variable analysis

modeling the statistical distribution of the severity of losses and other events

similarity analysis of time series data for time series data mining

linear systems simulation

spatial econometric models for cross-sectional data

spectral and cross-spectral analysis

state space modeling of time series

state space modeling and automated forecasting of multivariate time series

linear simultaneous equations models

analyzes time-stamped transactional data with respect to time and accumulates the data into a time series format

identifying the time frequency for data sets that contain time series data

analysis of time-stamped transactional data

nonlinear simultaneous equations regression and nonlinear systems modeling and simulation

time series cross-sectional regression analysis

unobserved components analysis of time series

vector autoregressive and moving average with modeling and forecasting

seasonal adjustment (Census X-11 and X-11 ARIMA)

seasonal adjustment (Census X-12 ARIMA)

seasonal adjustment (Census X-13 ARIMA-SEATS)

high-performance compound distribution models

high-performance fitting and simulation of multivariate distributions by using copula methods

high-performance regression modeling for count dependent variables

high-performance panel data modeling

high-performance qualitative and limited dependent variable analysis

high-performance modeling of the severity of losses and other events

LIBNAME engine for accessing time series and event data that reside in a CRSPAccess database

LIBNAME engine for accessing time series or case series data that reside in a FAME database

LIBNAME engine to retrieve economic data from the FRED website, which is hosted by the Economic Research Division of the Federal Reserve Bank of St. Louis

LIBNAME engine for accessing time series that reside in a Haver Analytics Data Link Express (DLX) database

LIBNAME engine for accessing time series to retrieve statistical data from the Organisation for Economic Cooperation and Development (OECD) website on topics such as agriculture and fisheries, economy, education, employment, energy, environment, finance, health, industry and entrepreneurship, innovation, insurance and pensions, international migration, internet economy, investment, OECD.Stat data warehouse, regional, rural and urban development, science and technology, social and welfare issues, tax, trade, and transport

LIBNAME engine to retrieve economic data from the Quandl website, which offers access to 8 million time series data sets from 400 sources in finance, economics, society, health, energy, demography, and more

LIBNAME engine for accessing data items that reside in the CRSP US Stock (STK) Database, the CRSP US Stock and Indices (IND) Database, the CRSP US Treasury (TRS) Database, or the CRSP/Compustat Merged (CCM) Database, which is created from data delivered via Standard & Poor’s Compustat Xpressfeed product

LIBNAME engine for accessing both FactSet data and FactSet-sourced data that are provided by the FactSet OnDemand service

LIBNAME engine for accessing time series to retrieve statistical data from the World Bank Group Open (WBGO) data website, hosted by the World Bank Group. The most popular is the World Development Indicators (WDI) database, which presents the most current and accurate global development data available, including national, regional, and global estimates. The SASEWBGO interface engine supports access to the WDI database, but it also provides access to time series in other WBGO databases, such as the Global Economic Monitor (GEM) and the Special Data Dissemination Standard (SDDS)

LIBNAME engine to retrieve severe weather data such as tornado vortex signatures; mesocyclone signatures; digital mesocyclone detection algorithm; hail, storm cell structure, and preliminary local storm reports; and severe thunderstorm, tornado, flash flood, and special marine warnings from the NOAA Severe Weather Data Inventory (SWDI) web service

LIBNAME engine to retrieve global weather data such as temperature, precipitation (rainfall), weather description, weather icon, and wind speed from the World Weather Online website

generates statements to define autoregressive error models for the MODEL procedure

defines autoregressive error models that are specified using general form equations for the MODEL procedure

investigates Box-Cox transformations useful for modeling and forecasting a time series

computes probabilities for Dickey-Fuller test statistics

performs Dickey-Fuller tests for unit roots in a time series process

tests to determine whether a log transformation is appropriate for modeling and forecasting a time series

generates statements to define moving-average error models for the MODEL procedure

defines moving-average error models that are specified using general form equations for the MODEL procedure

generates statements to define polynomial distributed lag models for the MODEL procedure