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SCA Statistical System Software
(Release 7.2)
The SCA Statistical System software and its add-on components
go far beyond the scope of other software when it comes to capabilities
in forecasting, modeling, and analyses of time series data. Several
books and hundreds of professional journal articles have been written
using the innovative capabilities of the SCA System. In addition
to teaching and research applications, the SCA System continues
to deliver accuracy and power to companies employing statistical
data modeling and analysis for critical business and industrial
applications. SCA's unique features include:
- Automatic ARIMA and transfer function modeling
- Automatic vector ARIMA modeling
- Comprehensive Box-Jenkins ARIMA, intervention, multiple-input
transfer function, spectral, exponential smoothing, and regression-based
models
- Advanced outlier handling and joint outlier estimation
- Comprehensive multivariate time series analysis using simultaneous
transfer
function (STF) and vector ARIMA models
- Non-linear transfer function modeling
- Large-scale forecasting and modeling
View an Automatic Time Series Modeling
Example Using ARIMA Forecast
Release 7.2 of the SCA Statistical System is equipped with
a multi-mode user interface that promises ease-of-use and versatility.
Users can interactively select individual command dialogs from
a sorted quick list or from an Explorer-like graphical interface.
Alternatively, users may type SCA commands at the input console,
or store commands into scripts which can then be executed as macro
procedures. The use of command scripts is very effective and convenient
for power users or task automation processes.
View
Interactive Time Series Analysis Example (PDF)
The SCA System user interface also provides command-group dialogs
and application environments. An example of a command-group dialog
is the new "ARIMA Forecast" dialog.
This single dialog combines several SCA capabilities into a unified
super capability for ARIMA modeling and forecasting operations.
Using the ARIMA Forecasting dialog, the user is empowered to select
the series of interest and the time series model is automatically
determined and the forecasts displayed in both tabular and graphical
forms.
Application environments include multiple command-group dialogs
focusing on time series forecast performance benchmarking, and
advanced ARCH/GARCH analysis, multivariate adaptive regression
spline, among others. To take advantage of special discounts on
new licenses and upgrades to the SCA System and its add-on
components, please contact us today. If you are a user of the
SCA System (Release 6 or below), we highly recommend upgrading
to Release 7.2 to leverage the many enhancements in both user
interface and analytical capability. All upgrades and new license
purchases will receive the new book, Time Series Analysis and
Forecasting, at no additional cost.
SCAB34S GARCH Component
The SCAB34S GARCH component provides advanced ARCH/GARCH
modeling and estimation features. ARCH/GARCH modeling is easy
to use via a comprehensive SCA application environment. Here,
users can employ an automatic GARCH model identification and estimation
procedure based on a two-pass modeling method. The user may also
specify one of many GARCH model estimation methods including
- ARCH
- GARCH
- Integrated GARCH
- GARCH-M
- Threshold GARCH
- Exponential GARCH
- GARCH with Studentized t distributed residuals
- Glosten-Jagannathan-Runkle (GJR)
- GARCH with regression inputs
- Bi-Variate GARCH
View Screen shot of GARCH Interface
SCA is offering annual-based and perpetual licenses for single
user and multi-user computers at significant discounts; but for
a limited time. Please contact by e-mail, 4ulr@4ulr.com, or call
us at (866) 203-4309 to receive a price sheet or quote.
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