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| Name | An Introduction to Multiple Time Series Analysis and the VARMAX Procedure |
| Video Uploader | Video From SAS Users |
| Upload Date | This Video Uploaded At 14-04-2020 12:45:00 |
| Video Discription | To understand the past, update the present, and forecast the future of a time series, you must often use information from other time series. This is why simultaneously modeling multiple time series plays a critical role in many fields. This paper shows how easy it is to use the VARMAX procedure to estimate and interpret several popular and powerful multivariate time series models, including the vector autoregressive (VAR) model, the vector error correction model (VECM), and the multivariate GARCH model. Simple examples illustrate Granger causality tests for identifying predictive causality, impulse response analysis for finding the effect of shocks, cointegration and its importance in forecasting, model selection for dealing with the trade-off between bias and variance, and volatility forecasting for risk management and portfolio optimization. Presenter: Xilong Chen, Senior Manager, SAS Session ID: 4306 Topic: Analytics Industry: Financial Services, Banking, Government (Federal State and Local) Audience: Analyst, Researcher, Student Skill Level: All Additional resources GitHub – https://github.com/sascommunities/sas-global-forum-2020/tree/master/papers/4306-2020-Chen View Proceedings – https://support.sas.com/content/dam/SAS/support/en/sas-global-forum-proceedings/2020/4306-2020.pdf Resource Hub for Data Professionals – https://www.sas.com/sas/offers/resource-hub/roles/data-professional.html?utm_source=youtube.com&utm_medium=referral&utm_campaign=sgf-4406690&utm_content=eE7OIKb-Agc Learn more about SAS Software State space model (PROC SSM) – https://go.documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_ssm_toc.htm&docsetVersion=15.1&locale=en Hidden Markov model (PROC HMM) – https://go.documentation.sas.com/?docsetId=casecon&docsetTarget=casecon_hmm_toc.htm&docsetVersion=8.5&locale=en Free SAS Online Training – https://www.sas.com/en_us/training/offers/free-training.geo.html?utm_source=youtube.com&utm_medium=referral&utm_campaign=sgf-4406690&utm_content=eE7OIKb-Agc Contact SAS® – https://www.sas.com/en_us/contact.geo.html?utm_source=youtube.com&utm_medium=referral&utm_campaign=sgf-4406690&utm_content=eE7OIKb-Agc SUBSCRIBE TO THE SAS USERS YOUTUBE CHANNEL #SASUsers #LearnSAS #SASGF https://www.youtube.com/SASUsers?sub_confirmation=1 ABOUT SAS SAS is a trusted analytics powerhouse for organizations seeking immediate value from their data. A deep bench of analytics solutions and broad industry knowledge keep our customers coming back and feeling confident. With SAS®, you can discover insights from your data and make sense of it all. Identify what’s working and fix what isn’t. Make more intelligent decisions. And drive relevant change. CONNECT WITH SAS SAS ► https://www.sas.com SAS Customer Support ► https://support.sas.com SAS Communities ► https://communities.sas.com?utm_source=youtube.com&utm_medium=referral&utm_campaign=sgf-4406690 SAS Analytics Explorers ► https://explorers.sas.com/en/home.html?utm_source=youtube.com&utm_medium=referral&utm_campaign=sgf-4406690 Facebook ► https://www.facebook.com/SASsoftware Twitter ► https://www.twitter.com/SASsoftware LinkedIn ► https://www.linkedin.com/company/sas Blogs ► https://blogs.sas.com RSS ►https://www.sas.com/rss [eE7OIKb-Agc] |
| Category | Science & Technology |
| Tags | multiple time series analysis | varmax prodecure | varmax | Financial Services | Banking | Government (Federal State and Local) | Analyst | Researcher | Student | Time Series Analysis | Forecasting | Bias | Risk Management | sas | sas global forum | sas global forum 2020 | sas technology | virtual sas global forum | virtual sas global forum 2020 |
