SAS统计分析与应用从入门到精通 汪海波 清晰

The Little SAS Book，第四版中文版，学习SAS必备书籍

是SAS EM6.2模块的教程，非常适合入门，就是有点不对口，现在用的是EM7.1

作者:胡良平 主编 出版社:电子工业出版社 出版时间:2015年09月 本书内容丰富且新颖， 适用面宽且可操作性强。涉及SAS软件基础和五种高级编程技术、 统计设计中关键技术的SAS实现、 定量与定性资料差异性和预测性分析。这些内容高质量、 高效率地解决了实验设计、 统计表达与描述、 各种常用统计分析、 现代回归分析、 SAS高级编程技术和SAS实现及结果解释等人们迫切需要解决却又十分棘手的问题。 本书第1、 2篇共7章， 介绍了SAS软件应用入门、 SAS语言基础、 五种SAS高级编程技术， 介绍了用SAS实现实验设计的关键技术（包括样本含量与检验效能估计、 *化和直接生成设计类型）； 第3、 4篇共8章， 对各种单因素和多因素设计下定量与定性结果进行差异性分析； 第5、 6篇共16章， 对定量与定性结果提供了数十种预测性分析方法， 包括定量和定性原因变量的判别分析。

此SAS的SID亲测有效，有效期到2019.2，SAS安装，先把时间改成2015年1月1日，安装成功后，在使用此sid续期

SAS9.0详细安装步骤+超详细图文说明

sas macro language in PDF format

Aimed at econometricians who have completed at least one course in time series modeling, Multiple Time Series Modeling Using the SAS VARMAX Procedure will teach you the time series analytical possibilities that SAS offers today. Estimations of model parameters are now performed in a split second. For this reason, working through the identifications phase to find the correct model is unnecessary. Instead, several competing models can be estimated, and their fit can be compared instantaneously. Consequently, for time series analysis, most of the Box and Jenkins analysis process for univariate series is now obsolete. The former days of looking at cross-correlations and pre-whitening are over, because distributed lag models are easily fitted by an automatic lag identification method. The same goes for bivariate and even multivariate models, for which PROC VARMAX models are automatically fitted. For these models, other interesting variations arise: Subjects like Granger causality testing, feedback, equilibrium, cointegration, and error correction are easily addressed by PROC VARMAX. One problem with multivariate modeling is that it includes many parameters, making parameterizations unstable. This instability can be compensated for by application of Bayesian methods, which are also incorporated in PROC VARMAX. Volatility modeling has now become a standard part of time series modeling, because of the popularity of GARCH models. Both univariate and multivariate GARCH models are supported by PROC VARMAX. This feature is especially interesting for financial analytics in which risk is a focus. This book teaches with examples. Readers who are analyzing a time series for the first time will find PROC VARMAX easy to use; readers who know more advanced theoretical time series models will discover that PROC VARMAX is a useful tool for advanced model building.

sas9.4安装包

SAS软件进行数据分析的学习心得，以及部分MYSQL语言的心得 包括本人学习过程中的实例实践