东北财经大学：《金融计量经济学导论》课程PPT教学课件（双语版）Chapter 2 Econometric packages for modelling financial data

1-1 Chapter 2 Econometric packages for modelling financial data

1-1 Chapter 2 Econometric packages for modelling financial data

1-2 常用的经济计量软件 EViews(Econometric Views) Rats Regression Analysis of Time Series SAS ( Statistical Analysis System) SPSs ( Statistical Package for Social Science) TSP(Time Series processor GAUSS LIMDEP MATLAB SHAZAM

1-2 常用的经济计量软件 • EViews (Econometric Views) • RATS (Regression Analysis of Time Series) • SAS (Statistical Analysis System) • SPSS (Statistical Package for Social Science) • TSP (Time Series Processor) • GAUSS • LIMDEP • MATLAB • SHAZAM

1-3 EViews ·目前最流行的计量经济学软件。 主要功能 数据处理 绘图 统计分析 建模分析 预测 模拟 菜单驱动,操作简便、易学 ·广泛应用于经济、金融、保险、管理、商务等领域

1-3 EViews • 目前最流行的计量经济学软件。 • 主要功能 – 数据处理 – 绘图 – 统计分析 – 建模分析 – 预测 – 模拟 • 菜单驱动，操作简便、易学 • 广泛应用于经济、金融、保险、管理、商务等领域

1-4 RATS Econometrics software RATS Regression Analysis of Time Series) software package is a leading econometrics/time-series analysis software package used worldwide by economists and others for analyzing time series and cross sectional data, developing and estimating econometric models, forecasting, and much more RATS is a fast, efficient, and comprehensive time series analysis and econometrics software package RATS makes simple tasks easy to accomplish, while its command-driven interface and extensive programmability also make it a very flexible and powerful tool for more complex applications

1-4 • RATS (Regression Analysis of Time Series) software package is a leading econometrics/time-series analysis software package used worldwide by economists and others for analyzing time series and cross sectional data, developing and estimating econometric models, forecasting, and much more. • RATS is a fast, efficient, and comprehensive time series analysis and econometrics software package. RATS makes simple tasks easy to accomplish, while its command-driven interface and extensive programmability also make it a very flexible and powerful tool for more complex applications. RATS Econometrics Software

1-5 SPSS SPSS has become a leader in predictive analytics technologies through a combination of commitment to innovation and dedication to customers Throughout our history, we have produced predictive analytics software that enables our customers corporations academic institutions, healthcare providers, and government agencies- to better focus their operations Predictive analytics connect data to effective action by drawing reliable conclusions about current conditions and future events

1-5 SPSS • SPSS has become a leader in predictive analytics technologies through a combination of commitment to innovation and dedication to customers. Throughout our history, we have produced predictive analytics software that enables our customers — corporations, academic institutions, healthcare providers, and government agencies — to better focus their operations. • Predictive analytics connect data to effective action by drawing reliable conclusions about current conditions and future events

The gauss mathematical and 1-6 Statistical system The gauss mathematical and statistical system is a fast matrix programming language widely used by scientists, engineers statisticians, biometricians, econometricians, and financial analysts Designed for computationally intensive tasks, the GAUSS system is ideally suited for the researcher who does not have the time required to develop programs in C or FORTRANbut finds that moststatistical or mathematical packages" not flexible or powerful enough to perform complicated analysis or to workon large problems Whatever mathematical tool or language you are now using you'll find that GaUSS can greatly increase your productivity!

1-6 The GAUSS Mathematical and Statistical System • The GAUSS Mathematical and Statistical System is a fast matrix programming language widely used by scientists, engineers, statisticians, biometricians, econometricians, and financial analysts. • Designed for computationally intensive tasks, the GAUSS system is ideally suited for the researcher who does not have the time required to develop programs in C or FORTRAN but finds that most statistical or mathematical "packages" are not flexible or powerful enough to perform complicated analysis or to work on large problems. • Whatever mathematical tool or language you are now using, you'll find that GAUSS can greatly increase your productivity!

1-7 LIMDEP LIMDEP is an integrated program that is unsurpassed in the breadth and variety of its estimation tools for estimation and analysis of linear and nonlinear models with cross section time series and panel data. LIMDEP Version 8.0 is a major expansion of our premier software for estimation of regression models and nonlinear models for limited dependent variables, survival data(生存数据, qualitative choices, count data, stochastic frontiers (i t) and samples subject to nonrandom selection Over 100 different models are supported, including an unparalleled list of formulations for panel data. No other software is as up to date, fast, accurate, and easy to use

1-7 • LIMDEP is an integrated program that is unsurpassed in the breadth and variety of its estimation tools for estimation and analysis of linear and nonlinear models with cross section, time series and panel data. LIMDEP Version 8.0 is a major expansion of our premier software for estimation of regression models and nonlinear models for limited dependent variables, survival data(生存数据), qualitative choices, count data, stochastic frontiers（边界） and samples subject to nonrandom selection. Over 100 different models are supported, including an unparalleled list of formulations for panel data. No other software is as up to date, fast, accurate, and easy to use. LIMDEP

1-8 MATLAB MATLAB is an intuitive language and a technical computing environment. It provides core mathematics and advanced graphical tools for data analysis, visualization, and algorithm and application development. With more than 600 mathematical, statistical, and engineering functions, engineers and scientists rely on the MaTLAB environment for their technical computing needs Introduced in 1984, MATLAB is a technical computing and application development environment used today by more than 500,000engineers and scientists and by more than 2,000 financial companies worldwide Financial professionals rely on MATLAB to accelerate theirresearch, shorten analysis and development time, and reduce project costs

1-8 MATLAB • MATLAB is an intuitive language and a technical computing environment. It provides core mathematics and advanced graphical tools for data analysis, visualization, and algorithm and application development. With more than 600 mathematical, statistical, and engineering functions, engineers and scientists rely on the MATLAB environment for their technical computing needs. • Introduced in 1984, MATLAB® is a technical computing and application development environment used today by more than 500,000 engineers and scientists and by more than 2,000 financial companies worldwide. Financial professionals rely on MATLAB to accelerate their research, shorten analysis and development time, and reduce project costs

1-9 SHAZAM SHAZAM is a computer package for econometric and statistical computing. SHAZAM offers a comprehensive set of econometric methods for model estimation and testing The current version is version 9 shaZaM has thousands of users in more than 85 countries It is used in undergraduate and graduate teaching as well as for research published in academic journals. SHAZAM is also used by government and industry ShAZAM is a command language system. The user prepares a ShazaM program in a command file SHAZAM processes the command file and produces an output file of results

1-9 SHAZAM • SHAZAM is a computer package for econometric and statistical computing. SHAZAM offers a comprehensive set of econometric methods for model estimation and testing. The current version is Version 9. • SHAZAM has thousands of users in more than 85 countries. It is used in undergraduate and graduate teaching as well as for research published in academic journals. SHAZAM is also used by government and industry. • SHAZAM is a command language system. The user prepares a SHAZAM program in a command file. SHAZAM processes the command file and produces an output file of results

1-10 一些相关的参考书 张晓峒主编,《计量经济学软件 EViews使用指南》, 南开大学出版社2003年7月出版; 易丹辉主编,《数据分析与 EViews应用》,中国统 计出版社2002年10月出版 朱世武著,《基于SAS系统的金融计算》,清华大学 出版社2004年5月; 金浩编著,《经济统计分析与SAS应用》,经济科学 出版社,2002年9月出版; 王吉利等,《SAS软件与应用统计》,中国统计出 版社,200O年9月出版

1-10 一些相关的参考书 • 张晓峒主编，《计量经济学软件EViews使用指南》， 南开大学出版社2003年7月出版； • 易丹辉主编，《数据分析与EViews应用》 ，中国统 计出版社2002年10月出版； • 朱世武著，《基于SAS系统的金融计算》，清华大学 出版社2004年5月； • 金浩编著，《经济统计分析与SAS应用》，经济科学 出版社，2002年9月出版； • 王吉利 等，《SAS软件与应用统计》，中国统计出 版社，2000年9月出版