SAS Forecasting and Econometrics

Forecasting using SAS Visual Forecasting, SAS Forecast Server, SAS Econometrics and more
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flyingbear
Fluorite | Level 6

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

2 REPLIES 2
Reeza
Super User

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


 

flyingbear
Fluorite | Level 6

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

Thanks,

Jonathan

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