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SAS/ETS time series analysis
HiIm investigating software for time series analysis.Does anyone have any experience from SAS-ETS that they want to share? pros cons ets.?If anyone knows any other good tools for timeseries analysis please speak up.In My experience, retail software like tradestation does not provide near enough functionallity or statistics.Mathlab and R are great but as tools for timeseries analysis it is to basic./P
SAS/ETS time series analysis
Among other things would like functionallity for creating machine learning schemes, backtesting capabillities, abilities to iterativly build strategies from smaller components.I want to be able to handle very large datasets fast and persistent. I want to save parts of solotions and create my own timeseries repositories. Etc..Calculations and visualisations are ok, but im lacking a framework around it..
Last edited by peligroso on September 6th, 2010, 10:00 pm, edited 1 time in total.
SAS/ETS time series analysis
I see.Does SAS support multithreading? Time series estimation can be painfully slow.
SAS/ETS time series analysis
QuoteOriginally posted by: renormDoes SAS support multithreading? Time series estimation can be painfully slow.Yes but it hasn't been implemented for a lot of the built in stuff.There is nothing you can't do in R that you can do in SAS. It's really just a question of looking into the packages available and if they aren't the building your own.
SAS/ETS time series analysis
how much is the licens for SAS-ETS? ..approximately
Last edited by peligroso on September 6th, 2010, 10:00 pm, edited 1 time in total.
SAS/ETS time series analysis
They vary extensively with your needs (extras, size of company, number of users etc). I think that any kind of average price would be meaningless, I recommend just giving them a call.