SAS code

Most of the following scripts were kindly provided by Dr. Rajesh Selukar, principal research statistician developer in the Econometrics division of SAS R&D.

• SasBsmAirline.zip
  • What: Basic Structural Model.
  • Data: Airline time series.
• SasExample4.5.zip
  • What: Example 4.5 - Change in the seasonality of marriages in England and Wales.
  • Data: Number of marriages in England and Wales.
• SasExample4.6.zip
  • What: Example 4.6 - Effect on 9/11 and Iraq war outbreak on airline passengers from and to Australia.
  • Data: International airline passengers from and to Australia.
• SasExample4.7.zip
  • What: Example 4.7 - Asymmetric Okun’s law with time-varying coefficient.
  • Data: U.S. GDP and unemployment rate.
• SasExample6.3.zip
  • What: Example 6.3 - Monthly mean temperature in New York City.
  • Data: Monthly mean temperature in New York City.
• SasExample8.2.zip
  • What: Example 8.2 - U.S. business cycle.
  • Data: U.S. GDP.
• SasCaseStudy1.zip
  • What: Case Study 1 - Impact of the point system on motor vehicle injuries in Italy.
  • Data: Monthly count of the number of injured people due to car accidents in Italy.