Is SAS Viya Necessary for HMM?

[Junyong]

I want to use PROC HMM to estimate a regime switching model. I found this manual about HMM, and realized that a CAS library is required. Another part of the manual explains PROC OPTIONS OPTION=(CASHOST CASPORT); and this just displays CASHOST= and CASPORT=0 here as I am at a local machine.

I only use SAS Studio and have never used (and thus unfamiliar with) SAS Viya before, and it seems CAS is SAS Viya-specific. Should SAS Viya be installed to use CAS and finally HMM? Sorry for this silly question.

[SASKiwi]

@Junyong  - Yours is not a silly question at all. From what I can see the HMM procedure is part of SAS Econometrics 8.x which is a SAS Viya product.

SAS Studio is one of the user interfaces available with both SAS Viya and SAS 9.4. Your SAS administrator should be able to tell you what SAS products are available to you. 

[Junyong]

Thanks for your prompt response. Unfortunately, I only have SAS 9.4 but do not have SAS Viya here. So it seems, even before CAS, I do not have SAS Econometrics 8.x due to the lack of SAS Viya, according to my understanding (though I have SAS/ETS). Am I correct?

[SASKiwi · Accepted solution]

@Junyong - Yes, you are correct. This link lists what you have available in SAS/ETS: http://support.sas.com/rnd/app/ets/#s1=1

[AnandVyas]

Hi @Junyong 

The link shared by you clearly states below:

PROC HMM requires SAS Cloud Analytic Services (CAS) in order to run, and it does the following:

• enables you to run on a cluster of machines that distribute the data and the computations

• exploits all the available cores and concurrent threads

CAS is the engine used by Viya so I believe you will need Viya installed in order to use this PROC.

In general, PROCs at you site can depend on what license you are using. For example, for all STAT PROCs you will need to have SAS/STAT as part of your license.