SAS/Ets User's Guide 6. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 42 F Chapter 2 Introduction statistical methods useful for large-scale time series analysis or temporal data mining output data sets stored in either a time series format default or a coordinate format transposed The TIMESERIES procedure is normally used to prepare data for subsequent analysis that uses other SAS ETS procedures or other parts of the SAS system. The time series format is most useful when the data are to be analyzed with SAS ETS procedures. The coordinate format is most useful when the data are to be analyzed with SAS STAT procedures or SAS Enterprise Miner . For example clustering time-stamped transactional data can be achieved by using the results of TIMESERIES procedure with the clustering procedures of SAS STAT and the nodes of SAS Enterprise Miner. Access to Financial and Economic Databases The DATASOURCE procedure and the SAS ETS data access interface LIBNAME Engines SASE-CRSP SASEFAME and SASEHAVR provide seamless efficient access to time series data from data files supplied by a variety of commercial and governmental data vendors. The DATASOURCE procedure includes the following features support for data files distributed by the following data vendors - DRI McGraw-Hill - FAME Information Services - HAVER ANALYTICS - Standard Poors Compustat Service - Center for Research in Security Prices CRSP - International Monetary Fund - . Bureau of Labor Statistics - . Bureau of Economic Analysis - Organization for Economic Cooperation and Development OECD ability to select the series frequency time range and cross sections of extracted data ability to create an output data set containing descriptive information on the series available in the data file ability to read EBCDIC data on ASCII systems and vice versa The SASECRSP interface LIBNAME engine includes the following features enables random access to time series data residing in CRSPAccess databases provides a seamless interface between CRSP and SAS data processing Access to Financial and .
