topic EViews user transitioning to SAS for modelling/forecasting in SAS Forecasting and Econometrics

EViews user transitioning to SAS for modelling/forecasting

flyingbear — Fri, 22 Feb 2019 18:38:57 GMT

Hi all,

I'm used to modelling and forecasting in EViews where it's very easy to change and compare models. Has anyone else had the same experience and, if so, are there any procs/tools in SAS that make the modelling process similarly convenient?

Related, it would be nice to produce forecasts without reestimating the equation as EViews allows. Is that possible in SAS (without doing it manually)?

Thanks for any thoughts,

Jonathan

Re: EViews user transitioning to SAS for modelling/forecasting

Reeza — Fri, 22 Feb 2019 20:19:54 GMT

Which SAS product are you using?

I’m assuming SAS Forecast Studio is closer to eviews whereas SAS Base would be closer to Stata/R.

I’m not sure how Forecast Studio is licensed. SAS Enterprise Miner also has some of that functionality built in.

@flyingbear wrote:

Hi all,

I'm used to modelling and forecasting in EViews where it's very easy to change and compare models. Has anyone else had the same experience and, if so, are there any procs/tools in SAS that make the modelling process similarly convenient?

Related, it would be nice to produce forecasts without reestimating the equation as EViews allows. Is that possible in SAS (without doing it manually)?

Thanks for any thoughts,

Jonathan

Re: EViews user transitioning to SAS for modelling/forecasting

flyingbear — Fri, 22 Feb 2019 21:03:03 GMT

We have base SAS. I'll take a look at Forecast Studio -- not sure if we have it.

Thanks,

Jonathan