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Level II

Econometrics add-in (no later than JMP 13)

Does anybody here know if there is a similar add-in [link below] that is available and compatible for versions no later than JMP 13? I sent Support an email, who confirmed that the add-in below was available only for JMP 10 and that it was not compatible with later versions. "Time Series" and "Time Series Forecast" are really not quite the same as the functionalities illustrated in the earlier Econometrics add-in, e.g. for strictly panel data analysis in econometrics. Or, maybe I am just missing something?

Thanks in advance for your thoughts!





Level VI

Re: Econometrics add-in (no later than JMP 13)

It's a long shot, but have you looked in the JMP Add In section of the User Community? A few years ago, when I was a JMP systems engineer I had a customer ask me this very same question...and at that time the answer was 'no'. The Add In is not supported above JMP version 10. But I've been retired for a little over a year maybe things have changed? If you called SAS support guess is you are out of luck. But maybe, just maybe, somebody has created their own Add In and it's just sitting on their system and they've never shared it? My 'go to' person for questions such as this when I was with SAS was @jiancao . Jian has forgotten more about the intersection of SAS, JMP and all things econometric than I'll ever maybe Jian can chime in here?


Re: Econometrics add-in (no later than JMP 13)

Pete is correct that the SAS ETS Add-in is only compatible with JMP10. The new Time Series Forecast platform in JMP15 is not the SAS PROC AUTOREG in the add-in for ARCH/GARCH models. The new TSF is a fast forecasting tool for multiple time series using the state space smoothing methods.

For panel data analysis the SAS/EST Add-in ran PROC PANEL. However, Mixed Model available in JMP Pro offers random effect models that are similar to SAS PROC MIXED.  

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