Introduction Major Features of SAS/ETS Software Subsections: ARIMA (Box-Jenkins) and ARIMAX (Box-Tiao) Modeling and Forecasting Structural Time Series Modeling and Forecasting Regression with Autocorrelated and Heteroscedastic Errors Count Data Models Multinomial Discrete Choice Analysis Panel Data Linear Models Qualitative and Limited Dependent Variable Analysis Spatial Econometric Models Vector Time Series Analysis Simultaneous Systems Linear Regression Linear Systems Simulation Polynomial Distributed Lag Regression Nonlinear Systems Regression and Simulation State Space Modeling and Forecasting Spectral Analysis Distribution of the Severity Compound Distribution Models Similarity Analysis Seasonal Adjustment Automatic Time Series Forecasting Time Series Interpolation and Frequency Conversion Trend and Seasonal Analysis on Transaction Databases Endogeneity and Instrumental Variables Access to Financial and Economic Databases Access to World Weather and NOAA Severe Weather Inventory Databases Spreadsheet Calculations and Financial Report Generation Loan Analysis, Comparison, and Amortization ODS Graphics The following sections summarize major features of SAS/ETS software. For more information, see the chapters on individual procedures. Last updated: June 19, 2025