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References in zbMATH (referenced in 37 articles , 1 standard article )

Showing results 1 to 20 of 37.
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  1. Jan Górecki, Marius Hofert, Martin Holeňa: Hierarchical Archimedean Copulas for MATLAB and Octave: The HACopula Toolbox (2020) not zbMATH
  2. Chanialidis, Charalampos; Evers, Ludger; Neocleous, Tereza; Nobile, Agostino: Efficient Bayesian inference for COM-Poisson regression models (2018)
  3. Ibrahim, Amr; Fawzy, Essam; Hassan, Ehab: Using VARMA technique to measure the performance quality of E-service-FIFA2014 (2018)
  4. Marra, Giampiero; Radice, Rosalba: A joint regression modeling framework for analyzing bivariate binary data in (\mathsfR) (2017)
  5. Dany, Antoine; Dantony, Emmanuelle; Elsensohn, Mad-Hélénie; Villar, Emmanuel; Couchoud, Cécile; Ecochard, René: Using repeated-prevalence data in multi-state modeling of renal replacement therapy (2015)
  6. Bowden, Ross S.; Clarke, Brenton R.: A single series representation of multiple independent ARMA processes (2012)
  7. Abdelaal, Medhat M. A.; Aziz, Essam Fawzy: Using VARIMA model to predict average monthly temperature in Cairo governorate, Egypt (2011)
  8. Al Wadi, S.; Ismail, Mohd Tahir; Alkhahazaleh, M. H.; Karim, Samsul Ariffin Abdul: Selecting wavelet transforms model in forecasting financial time series data based on ARIMA model (2011)
  9. Rajesh Selukar: State Space Modeling Using SAS (2011) not zbMATH
  10. Shetty, Veena; Morrell, Christopher H.; Najjar, Samer S.: Modeling a cross-sectional response variable with longitudinal predictors: an example of pulse pressure and pulse wave velocity (2009)
  11. Fu, Lei; Soh, Leen-Kiat; Samal, Ashok: Techniques for computing Fitness of Use (FoU) for time series datasets with applications in the geospatial domain (2008) ioport
  12. Jones, M. C.; Park, Heungsun; Shin, Key-Il; Vines, S. K.; Jeong, Seok-Oh: Relative error prediction via kernel regression smoothers (2008)
  13. Silberhorn, Nadja; Boztuğ, Yasemin; Hildebrandt, Lutz: Estimation with the nested logit model: specifications and software particularities (2008)
  14. Tsangari, Haritini: An alternative methodology for combining different forecasting models (2007)
  15. Kuss, Oliver: On the estimation of the stereotype regression model (2006)
  16. Ooms, Marius; Doornik, Jurgen A.: Econometric software development: past, present and future (2006)
  17. Park, Heungsun; Shin, Key-Il: A shrinked forecast in stationary processes favouring percentage error (2006)
  18. Li, Siu-Hang; Chan, Wai-Sum: Outlier analysis and mortality forecasting: the United Kingdom and Scandinavian countries (2005)
  19. Chan, W. S.; Cheung, S. H.; Wu, K. H.: Multiple forecasts with autoregressive time series models: Case studies. (2004)
  20. Ellis, Suria; Steyn, Faans; Venter, Hennie: Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data (2003)

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