We’re smarter together. Learn from this collection of community knowledge and add your expertise.

Explaining the Past and Modelling the Future: Overview of Econometrics Tools From SAS/ETS

by SAS Employee jennifers_sas on ‎07-09-2014 09:04 AM - edited on ‎10-05-2015 03:26 PM by Community Manager (519 Views)

Ken Sanford of SAS explains why econometrics is important for today's analyst and some of the changes to the SAS/ETS portfolio. For more information about the Analytics 2014 conference, visit http://www.sas.com/events/analytics/e...

 

 

Comments
by Occasional Contributor HaroldNelsonJr
on ‎07-10-2014 10:21 AM

Is there supposed to be something here? All I see is a link that takes me to an add for a conference.

by SAS Employee jennifers_sas
on ‎07-10-2014 10:29 AM

Hi Harold - there is a video embedded above in the article from You Tube.

by Occasional Contributor HaroldNelsonJr
on ‎07-10-2014 07:41 PM

Hi Jennifer,

I'm having no luck in finding the actual link to the video.  Here's a little screencast to show you what I'm seeing.

2014-07-10_16-33-20.mp4 - DrHaroldNelson's library

by New Contributor drvenom
on ‎08-08-2014 06:59 AM

Is ETS even part of SAS university edition? I learned all of my econometrics using Stata. I want to learn how to carryout the same procedures using SAS. However, it seems like Proc Model, Proc Autoreg, and other important econometrics procedures are not part of the university edition. Or is there a way to install the ETS features?

by Occasional Contributor HaroldNelsonJr
on ‎08-08-2014 09:35 AM

No, It's pretty clear that SAS decided not to include ETS in the University Edition.  Since I teach Econometrics as well as Intro Stat, this makes it far less likely that I'd use the UE,  It would work well for Intro, but not econometrics.  Time series models (Proc ARIMA) are now essential in an econometrics course. 

Your turn
Sign In!

Want to write an article? Sign in with your profile.


Looking for the Ask the Expert series? Find it in its new home: communities.sas.com/askexpert.